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A Continuous Time Approximation of an Evolutionary Stock Market Model [PDF]

open access: possibleSSRN Electronic Journal, 2004
We derive a continuous time approximation of the evolutionary market selection model of Blume and Easley (1992). Conditions on the payoff structure of the assets are identified that guarantee convergence. We show that the continuous time approximation equals the solution of an integral equation in a random environment.
BORIS BUCHMANN, STEFAN WEBER
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Using Brouwer’s continuity principle to pick stocks

Annals of Operations Research, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jack Douglas Stecher, Mark van Atten
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Will Low Rates of Return on Stocks Continue?

The Journal of Investing, 2002
This article is a follow-up to an analysis published in this Journal in 2000 that deals with the high level of market returns in the 1990s. Now we have the negative stock market returns in 2000 and 2001. While three years of negative stock market returns would be extremely unusual, a much more important issue for investors is the likelihood of lower ...
Charles P. Jones, Jack W. Wilson
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Continuing Overreaction and Stock Return Predictability

Journal of Financial and Quantitative Analysis, 2016
We study the return predictability of a measure of continuing overreaction based on the weighted average of signed volumes. We find that the strategies of buying stocks with upward continuing overreaction and selling stocks with downward continuing overreaction generate significant positive returns and that our measure of continuing overreaction is a ...
Suk Joon Byun   +2 more
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CHEMICAL STOCKS CONTINUE TO RISE

Chemical & Engineering News Archive, 2004
THE THIRD QUARTER GENERALLY was not kind to the U.S. stock market, as the major indexes fell from levels seen at the end of the second quarter. Chemicals, however, more than bucked the trend. C&EN's index of average prices for 25 chemical company stocks increased 2.1% in the quarter to 184.8 (all C&EN indexes are 1992 = 100). In contrast, the Dow Jones
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An apparatus for the continuous generation of stock solutions of hydrophobic chemicals

Bulletin of Environmental Contamination and Toxicology, 1979
A major technical difficulty associated with testing the toxicity to aquatic organisms of chemicals having low water solubility is the production of a stock solution of the chemical without the use of exogenous solubilizers or carriers. For highly toxic hydrophobic chemicals this problem has been approached by passing water through a column of chemical
W H, Gingerich   +2 more
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