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Crashes as Critical Points [PDF]
Int. J. Theor. Applied Finance, Vol 3 No 1 (January 2000), 1998 We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption is that a crash may be caused by local self-reinforcing imitation between noise traders.
Johansen, Anders +2 more
core +10 more sources
Rational Frenzies and Crashes [PDF]
Journal of Political Economy, 1991 Most markets clear through a sequence of sales rather than through a Walrasian auctioneer. Because buyers can decide whether to buy now or later, rather than only now or never, their current "willingness to pay" is much more sensitive to price than the demand curve is.
Jeremy Bulow, Paul Klemperer
openalex +6 more sources
Migration informal human capital of returnees to Central Europe: a new rescource for organisations [PDF]
Central European Management Journal, 2023 Purpose – This paper aims to investigate the interplay between international migration, soft skills and job and life satisfaction after returns. Design/methodology/approach – The paper uses the dataset of Human Capital in Poland 2010–2014 representative ...
Izabela Grabowska, Agata Jastrzebowska
doaj +1 more source
An Application of Stochastic Approximation in Simulated Method of Moments [PDF]
Mathematics and Modeling in Finance, 2021 Identifying the structures of dependence between financial assets is one of the interesting topics to researchers. However, there are challenges to this purpose. One of them is the modelling of heavy tail distributions.
Erfan Salavati, Nazanin Mohseni
doaj +1 more source
The verbiage in variable message signs and traffic diversion during crash incidents [PDF]
Journal of Intelligent and Connected Vehicles, 2022 Purpose – WIth limited research on the effects of variable message sign (VMS) message content and verbiage on revealed driver behavior, this study aims to investigate how different verbiage of crash-related messages are related to the diversion rate ...
Sailesh Acharya, Michelle Mekker
doaj +1 more source
Blackspot analysis of road traffic crashes in Surabaya - Manyar Toll Road, East Java [PDF]
, 2021 Traffic crashes are one of the problems that cannot be prevented, especially on toll roads. Knowing the crash element, including crash number, type, factor, and fatality, could lead the investigation to set crash solving and prevention by finding the ...
Hartatik, Nurani +2 more
core +1 more source
International Journal of Modern Physics C, 1999 In this short note, we discuss recent attempts to describe pre-crash market dynamics with analogies from the theory of critical phenomena.
Anders Johansen, Didier Sornette
openaire +5 more sources
Sudden death of an Arctic wolf population in Greenland
Polar Research, 2021 This study reports the disappearance of a small Arctic wolf population in north-east Greenland founded in 1979 and provides the first long-term information on the wolf packs of this region.
Ulf Marquard-Petersen
doaj +1 more source
Comparability of Automated Vehicle Crash Databases [PDF]
Journal of Safety Research, Vol. 92 (2025) pp. 473-481, 2023 Introduction: This paper reviewed current driving automation (DA) and baseline human-driven crash databases and evaluated their comparability. Method: Five sources of DA crash data and three sources of human-driven crash data were reviewed for consistency of inclusion criteria, scope of coverage, and potential sources of bias.
arxiv +1 more source
Journal of Financial Economics, 2013 AbstractDespite their strong positive average returns across numerous asset classes, momentum strategies can experience infrequent and persistent strings of negative returns. These momentum crashes are partly forecastable. They occur in panic states, following market declines and when market volatility is high, and are contemporaneous with market ...
Kent Daniel, Tobias J. Moskowitz
openaire +1 more source