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Stock market bubbles : a case for retail investor's dilemma in India
Devaraja, T. S.; Hiremat Y. G., Kusuma - In: International economics & finance journal : (IEFJ) 8 (2013) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10010207690
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Stock market bubbles : a case for retail investor's dilemma in India
Devaraja, T. S.; Kusuma Hiremat - In: International economics & finance journal : (IEFJ) 12 (2017) 2, pp. 169-178
Persistent link: https://www.econbiz.de/10011880307
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Stock market bubbles : a case for retail investor's dilemma in India
Devaraja, T. S.; Kusuma Hiremat - In: Journal of world economic review 13 (2018) 2, pp. 105-114
Persistent link: https://www.econbiz.de/10011992460
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Investment Management : A Modern Guide to Security Analysis and Stock Selection
Krishnamurti, Chandrasekhar (contributor);  … - 2009
Sound investment decisions require an in-depth knowledge of the financial markets and available financial instruments. This book provides students and professionals with an understanding of the role and activities of an equity security analyst within the investment process. Emphasis is on...
Persistent link: https://www.econbiz.de/10013521150
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Investment management : a modern guide to security analysis and stock selection
Vishwanath, S. Ramanna (ed.);  … - 2009
Persistent link: https://www.econbiz.de/10003758646
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The inflow-effect : trader inflow and bubble formation in asset markets
Kirchler, Michael; Bonn, Caroline; Huber, Jürgen; … - 2014 - This version: August 5, 2014
traders and cash triggers bubbles ("inflow-effect"). (ii) In treatments with trader and cash inflow only in the first half of … bubbles in almost all of the 24 markets with trader inflow. The analysis of traders' beliefs reveals that (iii) despite … motive only among the optimists in treatments where we observe bubbles. …
Persistent link: https://www.econbiz.de/10010402768
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Kapitalmarkteffizienz aus der Perspektive evolutorischer Ökonomik
Coche, Joachim - 1999
Persistent link: https://www.econbiz.de/10001390701
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Chapter 24 Agent-based Computational Finance
LeBaron, Blake - In: Handbook of computational economics : volume 2, …, (pp. 1187-1233). 2006
This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.
Persistent link: https://www.econbiz.de/10014024381
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On the forecastability of financial markets
Zwergel, Bernhard - 2009
Persistent link: https://www.econbiz.de/10009126199
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439