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ArticleSpeculative behavior and the dynamics of interacting stock markets

Noemi Schmitt2014

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Articlegreen2014

Speculative behavior and the dynamics of interacting stock markets

Noemi Schmitt · Frank H. Westerhoff

59 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

2006Investor Sentiment and the Cross‐Section of Stock Returns 1963The Variation of Certain Speculative Prices 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1997The variation of certain speculative prices 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?2001Empirical properties of asset returns: stylized facts and statistical issues 1979Manias, Panics, and Crashes: A History of Financial Crises 1900Théorie de la spéculation

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Details

Year2014

Typearticle

Published2014-06-10

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations59

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.jedc.2014.05.009

openalex_workW2102540642

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