Similar Search Results

Moving average rules as a source of market instability

Chiarella, Carl; He, Xue-Zhong; Hommes, Cars - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 12-17

Despite the pervasiveness of the efficient markets paradigm in the academic finance literature, the use of various moving average (MA) trading rules remains popular with financial market practitioners. This paper proposes a stochastic dynamic financial market model in which demand for traded...

Persistent link: https://www.econbiz.de/10010590307

Financial crises in efficient markets: How fundamentalists fuel volatility

Szafarz, Ariane - In: Journal of Banking & Finance 36 (2012) 1, pp. 105-111

When a financial crisis breaks out, speculators typically get the blame whereas fundamentalists are presented as the …: short-term speculators and long-term fundamentalists, both sharing the same information set. In this framework, excess …

Persistent link: https://www.econbiz.de/10010582664

Noise traders or Fundamentalists? A Wavelet approach

Benhmad, François - In: Economics Bulletin 31 (2011) 1, pp. 782-791

Fundamentalists. In this paper, we introduce a Wavelet Value at Risk model which make a clear distinction between the two categories … of traders. Thus, WVaR of Fundamentalists shows good performance especially in a high volatility regime as the one which …

Persistent link: https://www.econbiz.de/10008861880

Islamic Fundamentalism in South Asia

Mishra, Aliva - In: India Quarterly: A Journal of International Affairs 68 (2012) 3, pp. 283-296

Islamic order (nizam Islami) for the actualisation of Muslim life. The fundamentalists may not have registered considerable …

Persistent link: https://www.econbiz.de/10011138507

Defining Religion Based States in West Asia

Siddiqui, Rushda - In: India Quarterly: A Journal of International Affairs 67 (2011) 4, pp. 341-353

As speculation grows about the possibility of a turbulent Egypt, Libya, Tunisia or even Algeria drifting from demanding democracy and political liberalism to establishing an Islamic state, this article, by attempting to define religion based states would want to form a background to the...

Persistent link: https://www.econbiz.de/10011138520