Pages that link to "Item:Q2292037"
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The following pages link to Momentum and reversal in financial markets with persistent heterogeneity (Q2292037):
Displaying 12 items.
- Dynamical analysis of S\& P500 momentum (Q699137) (← links)
- Momentum and reversal: the role of short selling (Q2002665) (← links)
- A general equilibrium model of investor sentiment (Q2083544) (← links)
- An evolutionary finance model with short selling and endogenous asset supply (Q2143907) (← links)
- An agent-based approach for time-series momentum and reversal (Q2200109) (← links)
- How the weak variance of momentum can turn out to be negative (Q2352988) (← links)
- Advance information and asset prices (Q2434349) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- A stylized model of ‘Momentum’ processes: a research note (Q4933632) (← links)
- The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
- Market selection and learning under model misspecification (Q6087268) (← links)
- Strategically biased learning in market interactions (Q6497626) (← links)