Pages that link to "Item:Q3401189"

The following pages link to Institutional Investors and Stock Market Volatility (Q3401189):

Displaying 50 items.

• Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
• The dynamic power law model (Q482073) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Stylized facts of price gaps in limit order books (Q508284) (← links)
• Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
• A new discrete economic model involving generalized fractal derivative (Q738534) (← links)
• Quantifying and understanding the economics of large financial movements (Q844583) (← links)
• Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
• Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
• European option pricing under the Student's \(t\) noise with jumps (Q1620416) (← links)
• Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
• Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
• Investor attention and market microstructure (Q1668651) (← links)
• An agent-based model of stock markets incorporating momentum investors (Q1672973) (← links)
• Stock markets fragmentation, volatility and final investors (Q1682602) (← links)
• A reaction-diffusion model for market fluctuations -- a relation between price change and traded volumes (Q1709155) (← links)
• Price equations with symmetric supply/demand; implications for fat tails (Q1730168) (← links)
• The mean-variance relation and the role of institutional investor sentiment (Q1787606) (← links)
• Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
• Idiosyncratic volatility, option-based measures of informed trading, and investor attention (Q2059296) (← links)
• On the emergence of a power law in the distribution of COVID-19 cases (Q2127420) (← links)
• Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
• The quotient of normal random variables and application to asset price fat tails (Q2150371) (← links)
• Market liquidity and excess volatility: theory and experiment (Q2152347) (← links)
• Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
• On agricultural commodities' extreme price risk (Q2231311) (← links)
• The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
• Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
• Institutionalization, delegation, and asset prices (Q2295819) (← links)
• Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
• Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
• On the robustness of location estimators in models of firm growth under heavy-tailedness (Q2451782) (← links)
• Heavy tailed distributions in closing auctions (Q2669415) (← links)
• Institutional investors and the dependence structure of asset returns (Q2800050) (← links)
• Leverage causes fat tails and clustered volatility (Q2869960) (← links)
• Limit order books (Q2871425) (← links)
• How efficiency shapes market impact (Q2871427) (← links)
• The cyclical behavior of equity turnover (Q2895113) (← links)
• Cross-correlations between volume change and price change (Q3069234) (← links)
• Short-term market reaction after extreme price changes of liquid stocks (Q3437383) (← links)
• High-frequency trading in a limit order book (Q3502183) (← links)
• Stock market dynamics with institutional trading (Q4216621) (← links)
• TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS (Q4425245) (← links)
• A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
• Local Ownership, Crises, and Asset Prices: Evidence from US Mutual Funds * (Q4555574) (← links)
• Volume, Volatility, and Public News Announcements (Q4610477) (← links)
• Internalisation by electronic FX spot dealers (Q4628034) (← links)
• Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
• Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095) (← links)