Pages that link to "Item:Q3116129"
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The following pages link to Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning (Q3116129):
Displaying 9 items.
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices (Q1583447) (← links)
- Stock market dynamics (Q1611125) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- On the principle of increasing complexity in portfolio formation on the stock exchange (Q2455266) (← links)
- Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
- ASYMMETRY OF RETURNS IN THE AUSTRALIAN STOCK MARKET (Q5468475) (← links)
- Fractality of profit landscapes and validation of time series models for stock prices (Q6176837) (← links)