Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate

DOI10.1016/j.ejor.2021.08.050zbMath1495.91133OpenAlexW3201047572MaRDI QIDQ2078000

Yanyan Li

Publication date: 23 February 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.08.050

zbMATH Keywords

survival analysisfinancial crisismarket efficiencybehaviour decisionirrational trading

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

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