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Canonical Momenta Indicators of Financial Markets and Neocortical Eeg
14 references·0 citing·41 second hop
Canonical Momenta Indicators of Financial Markets and Neocortical Eeg (1997)Canonical Momenta Indicators of Financial…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Continuous-Time Finance. (1991)Continuous-Time Finance.Application of statistical mechanics methodology to term-structure bond-pricing models (1991)Application of statistical me…Statistical-mechanical aids to calculating term-structure models (1990)Statistical-mechanical aids t…Statistical mechanics of nonlinear nonequilibrium financial markets (1984)Statistical mechanics of nonl…New evidence on the nature of size-related anomalies in stock prices (1983)New evidence on the nature of…Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis (1982)Tests of the Random Walk Hypo…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark (1973)Comments on: "A Subordinated …A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models (1971)When Can Price be Arbitraged …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Théorie de la spéculation (1900)Théorie de la spéculationThe Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Long-term dependence in common stock returns (1977)Statistical Methods for Data with Long-Range Dependence (1992)The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence (1983)Risk and return (1984)The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias (1992)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)An Intertemporal General Equilibrium Model of Asset Prices (1985)A hierarchical model of financial crashes (1998)High-resolution path-integral development of financial options (2000)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)The Analysis of Economic Time-Series-Part I: Prices (1953)Option pricing when underlying stock returns are discontinuous (1976)The variation of certain speculative prices (1997)Dividend Policy, Growth, and the Valuation of Shares (1961)The Structure of Scientific Revolutions (1963)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Noise Trader Approach to Finance (1990)Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Inefficient Markets (2000)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Oil and the Macroeconomy since World War II (1983)Stock Market Crashes, Precursors and Replicas (1996)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)Applications of Statistical Mechanics (2014)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 1991Continuous-Time Finance.647 cited
  • 1971When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models482 cited
  • 1983New evidence on the nature of size-related anomalies in stock prices337 cited
  • 1990Statistical-mechanical aids to calculating term-structure models94 cited
  • 1984Statistical mechanics of nonlinear nonequilibrium financial markets68 cited
  • 1973Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark66 cited
  • 1982Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis64 cited
  • 1991Application of statistical mechanics methodology to term-structure bond-pricing models60 cited

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