Stock market dynamics with institutional trading

DOI10.1007/BF02096424zbMATH Open0909.90015OpenAlexW2058922521MaRDI QIDQ4216621

Angelo Antoci

Publication date: 8 April 1999

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02096424

zbMATH Keywords

portfoliostock market dynamics

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Intraday Trading Patterns on the Warsaw Stock Exchange

Recommendations

• Stock market dynamics created by interacting agents 👍 👎
• Stock exchange: a statistical model 👍 👎
• Decomposing the stock market intraday dynamics 👍 👎
• Stock market dynamics 👍 👎
• Financial market dynamics 👍 👎
• Stock trading rules under a switchable market 👍 👎
• Speculative behavior and the dynamics of interacting stock markets 👍 👎
• A dynamical approach to stock market fluctuations 👍 👎
• Institutional Investors and Stock Market Volatility 👍 👎
• Disequilibrium Trade and the Dynamics of Stock Markets 👍 👎

This page was built for publication: Stock market dynamics with institutional trading

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4216621)