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A market microstructure view of the informational efficiency of security prices
Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 75-84
Persistent link: https://www.econbiz.de/10012613445
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Trading volume and price distortion : an agent-based model with heterogenous knowledge of fundamentals
Lespagnol, Vivien; Rouchier, Juliette - In: Computational economics 51 (2018) 4, pp. 991-1020
Persistent link: https://www.econbiz.de/10011972211
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Unternehmensbewertung und Marktpreisfindung : zur Mikrostruktur des Kapitalmarktes
Casey, Christopher - 2000
Persistent link: https://www.econbiz.de/10001461309
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Multiasset market dynamics
Westerhoff, Frank H. - In: Macroeconomic dynamics 8 (2004) 5, pp. 596-616
Persistent link: https://www.econbiz.de/10002450191
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Multi-asset market dynamics
Westerhoff, Frank H. - 2003
Persistent link: https://www.econbiz.de/10001736685
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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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Investor naïveté and asset prices
Cook, Jonathan - In: Journal of mathematical finance 3 (2013) 4, pp. 448-453
Persistent link: https://www.econbiz.de/10010240796
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Price bubbles and the long run profitability of a trend following technical trading rule
Goldbaum, David - In: Economics with heterogeneous interacting agents, (pp. 183-194). 2001
Persistent link: https://www.econbiz.de/10001607009
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Three essays on forecasting and information acquisition in finance
Putintseva, Maria - 2013
Persistent link: https://www.econbiz.de/10010233956