A Robust Measure of Investor Contrarian Behaviour

DOI10.1007/978-88-470-2553-0_7zbMath1397.62404OpenAlexW156095004MaRDI QIDQ4687375

David Morton de Lachapelle, Damien Challet

Publication date: 11 October 2018

Published in: Econophysics of Systemic Risk and Network Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-88-470-2553-0_7

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• From Minority Games to real markets

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