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Nonlinearity in the dynamics of financial markets
16 references·0 citing·42 second hop
Nonlinearity in the dynamics of financial markets (2010)Nonlinearity in the dynamics of financial…The 52-Week High and Momentum Investing (2008)The 52-Week High and Momentum…Overreaction diamonds: precursors and aftershocks for significant price changes (2007)Overreaction diamonds: precur…The 52‐Week High and Momentum Investing (2004)The 52‐Week High and Momentum…Overreaction of Exchange-Traded Funds During the Bubble of 1998-2002 (2004)Overreaction of Exchange-Trad…Investor Confidence and Returns Following Large One-Day Price Changes (2003)Investor Confidence and Retur…Financial Bubbles: Excess Cash, Momentum, and Incomplete Information (2001)Financial Bubbles: Excess Cas…Asset flow and momentum: deterministic and stochastic equations (1999)Asset flow and momentum: dete…Initial cash/asset ratio and asset prices: An experimental study (1998)Initial cash/asset ratio and …Stock market bubbles in the laboratory (1994)Stock market bubbles in the l…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Mean reversion in stock prices (1988)Mean reversion in stock pricesBubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Noise (1986)NoiseDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Bayes Rule as a Descriptive Model: The Representativeness Heuristic (1980)Bayes Rule as a Descriptive M…Why new issues are underpriced (1986)Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Closed‐End Fund Puzzle (1991)The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2005)Thar She Blows: Can Bubbles Be Rekindled with Experienced Subjects? (2008)A REVIEW OF BUBBLES AND CRASHES IN EXPERIMENTAL ASSET MARKETS (2013)Crime and Punishment: An Economic Approach (1968)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)Norm theory: Comparing reality to its alternatives. (1986)Investor Psychology and Asset Pricing (2001)The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)Judgment under Uncertainty (1982)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Behavioral Finance (2015)Dissecting Characteristics Nonparametrically (2019)Common Risk Factors in Cryptocurrency (2022)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On the Possibility of Speculation under Rational Expectations (1982)Momentum and overreaction in experimental asset markets (2000)Overreactions, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets (2000)Rationality in Economics (2001)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Asset Prices in an Exchange Economy (1978)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Synchronization risk and delayed arbitrage (2002)
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References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1980Bayes Rule as a Descriptive Model: The Representativeness Heuristic821 cited
  • 2004The 52‐Week High and Momentum Investing801 cited
  • 1986Noise600 cited
  • 1994Stock market bubbles in the laboratory202 cited
  • 2001Financial Bubbles: Excess Cash, Momentum, and Incomplete Information194 cited
  • 1998Initial cash/asset ratio and asset prices: An experimental study147 cited
  • 2008The 52-Week High and Momentum Investing76 cited
  • 1999Asset flow and momentum: deterministic and stochastic equations72 cited
  • 2004Overreaction of Exchange-Traded Funds During the Bubble of 1998-200258 cited
  • 2003Investor Confidence and Returns Following Large One-Day Price Changes49 cited
  • 2007Overreaction diamonds: precursors and aftershocks for significant price changes

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