We study individual coherent preferences underlying asset prices and propose a set of explicit models for nonlinear V-shaped price pressure utility in a new framework. Coherent preferences are consistent interactive choices between momentum trading and reversal trading in stock market where...

In this paper, we study individual trading behaviors by cumulative trading volume distribution over a price range. We select intraday volume distribution as individual revealed preferences over a price range and determine beliefs by the maximum volume price in stock market. We propose a coherent...

Inspired by recent ideas on how the analysis of complex financial risks can benefit from analogies with independent research areas, we propose an unorthodox framework for mapping microfinance credit risk — a major obstacle to the sustainability of lenders outreaching to the poor. Specifically,...

We compared the Croatian research output with the neighboring countries and the Croatian universities with the largest Slovenian, Hungarian, and Serbian universities. As far as papers listed by Social Science Citation Index are concerned, since 2000 the University of Zagreb exhibits best results...