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Biblioteca Dr. Uros Bacic
16 references·1 citing·42 second hop
Biblioteca Dr. Uros Bacic (1992)Biblioteca Dr. Uros BacicThe variation of certain speculative prices (1997)The variation of certain spec…Bounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets (1994)Testing the covariance statio…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Discrete Choice Theory of Product Differentiation (1992)Discrete Choice Theory of Pro…ARCH modeling in finance (1992)ARCH modeling in financeNonparametric exchange rate prediction? (1990)Nonparametric exchange rate p…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Market Liquidity, Hedging, and Crashes (1990)Market Liquidity, Hedging, an…Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…Nonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …A Specification Test for Speculative Bubbles (1987)A Specification Test for Spec…Divergence of Opinion in Complete Markets: A Note (1985)Divergence of Opinion in Comp…Econometric Models of Probabilistic Choice (1981)Econometric Models of Probabi…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (2006)The volume–volatility relatio…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)The equity premium: A puzzle (1985)Bulls, bears and market sheep (1990)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Measuring Accessibility: An Exploration of Issues and Alternatives (1997)Understanding Social Preferences with Simple Tests (2002)Group Identity and Social Preferences (2009)Technology, Geography, and Trade (2002)Micro-Foundations of Urban Agglomeration Economies (2003)Gravity Equations: Workhorse,Toolkit, and Cookbook (2014)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1992Discrete Choice Theory of Product Differentiation2,327 cited
  • 1981Econometric Models of Probabilistic Choice2,052 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
  • 1990Market Liquidity, Hedging, and Crashes550 cited
  • 1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets517 cited
  • 1990Nonparametric exchange rate prediction?484 cited
  • 1987A Specification Test for Speculative Bubbles468 cited
  • 1985Divergence of Opinion in Complete Markets: A Note

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  • 2006The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 199722 cited