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Wealth forever : the analytics of stock markets
Khoury, Sarkis J. (contributor) - 2003
Persistent link: https://www.econbiz.de/10008699529
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Heterogeneous expectations and bond markets
Xiong, Wei; Yan, Hongjun - In: The review of financial studies 23 (2010) 4, pp. 1433-1466
Persistent link: https://www.econbiz.de/10003959799
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Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki; Sugihara, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008748180
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Returns in commodities futures markets and financial speculation : a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2012
CCC and DCC multivariate GARCH models, we find that financial speculation is poorly significant in modelling returns in … ; Futures Markets ; Financial Speculation ; Multivariate GARCH …
Persistent link: https://www.econbiz.de/10009535531
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The bull and bear market model of Huang and Day :some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - 2012
as bull and bear market dynamics and excess volatility. -- Heterogeneous interacting agents ; Bull and bear market …
Persistent link: https://www.econbiz.de/10009668409
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The social value of policy signals
Avdjiev, Stefan; McGuire, Patrick M.; Tarashev, Nikola A. - 2012
Persistent link: https://www.econbiz.de/10009621952
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A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012
Persistent link: https://www.econbiz.de/10009626025
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Financial leverage and market volatility with diverse beliefs
Guo, Wen-Chung; Wang, Frank Yong; Wu, Ho-Mou - In: Economic theory : official journal of the Society for … 47 (2011) 2/3, pp. 337-364
Persistent link: https://www.econbiz.de/10009126585
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A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben; Bollerslev, Tim; Huang, Xin - In: Journal of econometrics 160 (2011) 1, pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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Speculative growth, overreaction, and the welfare cost of technology-driven bubbles
Lansing, Kevin J. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 461-483
Persistent link: https://www.econbiz.de/10009698060