SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics
16 references·0 citing·46 second hop
Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics (2020)Does the “uptick rule” stabilize the stoc…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Short-Sale Strategies and Return Predictability (2008)Short-Sale Strategies and Ret…Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…Behavioral heterogeneity in stock prices (2007)Behavioral heterogeneity in s…A robust rational route to randomness in a simple asset pricing model (2004)A robust rational route to ra…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (2002)Heterogeneous Beliefs, Risk a…Financial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…Endogenous fluctuations in a simple asset pricing model with heterogeneous agents (2000)Endogenous fluctuations in a …Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)Essays in the Theory of Risk-Bearing. (1972)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)The Economics of Exchange Rates (2003)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Differences of Opinion and the Cross Section of Stock Returns (2002)Who Blows the Whistle on Corporate Fraud? (2008)The arbitrage theory of capital asset pricing (1976)Law and Finance (1998)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)R2 around the world: New theory and new tests☆ (2005)Short Selling and the Price Discovery Process (2012)Political Incentives to Suppress Negative Information: Evidence from Chinese Listed Firms (2014)A Theory of the Term Structure of Interest Rates (1985)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Financial time series forecasting using support vector machines (2003)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)
this work references cited by second hop

References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2007Efficiency and the Bear: Short Sales and Markets Around the World821 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications773 cited
  • 2008Short-Sale Strategies and Return Predictability731 cited
  • 2007Behavioral heterogeneity in stock prices452 cited
  • 2001Financial markets as nonlinear adaptive evolutionary systems324 cited
  • 2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model225 cited
  • 2000Endogenous fluctuations in a simple asset pricing model with heterogeneous agents

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

162 cited
  • 2004A robust rational route to randomness in a simple asset pricing model160 cited
  • Cited by

    No citing works inside the corpus for this window.