Positive Feedback Trading Strategies: Evidencias sobre el futuro del Ibex-35
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- Type
- article
- Published
- 2004-01-01
- Cited by
- 0
- References
- 72
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- https://openalex.org/W16398088
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Keywords
Humanities, Economics, Philosophy
References
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- Measuring abnormal performance: Do stocks overreact?
- Equilibrium Short Horizons of Investors and Firms
- Periodic market closure and trading volume: A model of intraday bids and asks☆
- Estimation and Inference in Nonlinear Structural Models
- Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
- ARCH modeling in finance: A review of the theory and empirical evidence
- Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns
- Speculative Dynamics and the Role of Feedback Traders
- Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
- Stock Prices and Social Dynamics
- Index futures and positive feedback trading : evidence from major stock exchanges.
- Common risk factors in the returns on stocks and bonds
- HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES
- Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence
- Speculative Prices and Popular Models
- Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data
- Optimum consumption and portfolio rules in a continuous - time model Journal of Economic Theory 3
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