Results 31 to 40 of about 769,865 (316)

Behavioural Effects and Market Dynamics in Field and Laboratory Experimental Asset Markets

Entropy, 2020
A vast literature investigating behavioural underpinnings of financial bubbles and crashes relies on laboratory experiments. However, it is not yet clear how findings generated in a highly artificial environment relate to the human behaviour in the wild.
Sandra Andraszewicz, Ke Wu, D. Sornette
semanticscholar   +1 more source

Stimulating the Dorsolateral Prefrontal Cortex Decreases the Asset Bubble: A tDCS Study

Frontiers in Psychology, 2019
Many studies have discussed the neural basis of asset bubbles. They found that the dorsolateral prefrontal cortex (DLPFC) played an important role in bubble formation, but whether a causal relationship exists and the mechanism of the effect of the DLPFC ...
Xuejun Jin, Cheng Chen, Xue Zhou, Xiaolan Yang, Xiaolan Yang   +4 more
doaj   +1 more source

Information mirages and financial contagion in an asset market experiment

, 2015
Purpose – The purpose of this paper is to consider whether asymmetric information about correlations between assets can induce financial contagion. Contagion, unjustified by fundamentals, would arise if participants react in one market to uninformative ...
C. Noussair, Yilong Xu
semanticscholar   +1 more source

Lumbosacral plexus of the mongolian gerbil(Meriones unguiculatus Milne-Edwards, 1867)

Bioscience Journal, 2016
The Mongolian gerbil, belonging to the Muridae family, is characterized as an economic asset in the pet market due to its easy management. Current research analyzes and describes the origin of the nerves that make up the lumbosacral plexus in the ...
Hélio Noberto de Araújo Júnior, Gleidson Benevides de Oliveira, Herson da Silva Costa, Amilton César dos Santos, Diego Carvalho Viana, Valéria Veras de Paula, Carlos Eduardo Bezerra de Moura, Moacir Franco de Oliveira   +7 more
doaj   +3 more sources

Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling [PDF]

arXiv, 2023
Deep hedging is a deep-learning-based framework for derivative hedging in incomplete markets. The advantage of deep hedging lies in its ability to handle various realistic market conditions, such as market frictions, which are challenging to address within the traditional mathematical finance framework.
arxiv  

The Effects of Subject Pool and Design Experience on Rationality in Experimental Asset Markets [PDF]

Journal of Psychology and Financial Markets, 2001
Empirical evidence suggests that prices do not always reflect fundamental values and individual behavior is often inconsistent with rational expectations theory. We report the results of fourteen experimental asset markets designed to examine whether the interactive effect of subject pool and design experience (i.e., previous experience in a market ...
Ackert, Lucy, Church, Bryan K.
openaire   +5 more sources

Multi-Party Certification on Blockchain and Its Impact in the Market for Lemons

Journal of Management Information Systems, 2022
Markets in which similar goods of different qualities are sold suffer from information asymmetries and their negative consequences. Dealers have established themselves, and mediate these markets through their use of quality signals.
Ingrid Bauer, José Parra Moyano, K. Schmedders, G. Schwabe   +3 more
semanticscholar   +1 more source

Normality assumptions and risk management: an application of the parametric var via goodness-of-fit test

Revista Produção Online, 2014
Given the weaknesses of the parametric VaR (Value-at-Risk) calculated by normality assumptions, this paper develops a method of parametric VaR calculation considering ten different probability distributions.
Herick Fernando Moralles, Alexandre Sartoris Neto, Daisy Aparecida do Nascimento Rebelatto   +2 more
doaj   +1 more source

Building of Wealth in the Cyber World: Secrets of Digital Investment [PDF]

Облік і фінанси
Over the past decade, digital assets have transformed from a niche technological experiment into a mainstream financial instrument, attracting institutional investors, governments, and retail traders. With the increasing adoption of blockchain technology,
Eltun Yulat Ibrahimov, Qasim Ilqar Tagiyev   +1 more
doaj   +1 more source

Multi-asset market making under the quadratic rough Heston [PDF]

arXiv, 2022
Given the promising results on joint modeling of SPX/VIX smiles of the recently introduced quadratic rough Heston model, we consider a multi-asset market making problem on SPX and its derivatives, e.g. VIX futures, SPX and VIX options. The market maker tries to maximize its profit from spread capturing while controlling the portfolio's inventory risk ...
arxiv