Results 11 to 20 of about 2,898,574 (353)
Aging in Financial Market [PDF]
Chaos, Solitons & Fractals, 2006 We analyze the data of the Italian and U.S. futures on the stock markets and we test the validity of the Continuous Time Random Walk assumption for the survival probability of the returns time series via a renewal aging experiment.
Allegrini +23 more
core +7 more sources
Herd behavior in financial markets: an experiment with financial market professionals [PDF]
IMF Working Papers, 2009 We study herd behavior in a laboratory financial market with financial market professionals. An important novelty of the experimental design is the use of a strategy-like method.
Cipriani, M., Guarino, A.
core +8 more sources
Financial Market Frictions [PDF]
, 2007 Defined simply as anything that interferes with trade, financial market frictions can exist even in efficient markets. Understanding financial market frictions is important, this article argues, because they generate real costs to investors, because they
DeGennaro, R, Robotti, C
core +3 more sources
Symmetry and financial markets [PDF]
Europhysics Letters, 2020 Abstract It is hard to overstate the importance that the concept of symmetry has had in every field of physics, a fact alluded to by the Nobel Prize winner P.W. Anderson, who once wrote that “physics is the study of symmetry”. Whereas the idea of symmetry is widely used in science in general, very few (if not almost no) applications has ...
Andersen, Jørgen Vitting +1 more
openaire +4 more sources
Aggregation of financial markets
Frontiers of Mathematical Finance, 2023 We present a formal framework for the aggregation of financial markets mediated by arbitrage. Our main tool is to characterize markets via utility functions and to employ a one-to-one correspondence to limit order book states. Inspired by the theory of thermodynamics, we argue that the arbitrage-mediated aggregation mechanism gives rise to a market ...
Menz, Georg, Voß, Moritz
openaire +2 more sources
Financial markets and unemployment [PDF]
Journal of Financial Economics, 2012 We study the importance of financial markets for (un)employment fluctuations in a model with searching and matching frictions where firms issue debt under limited enforcement. Higher debt allows employers to bargain lower wages which in turn increases the incentive to create jobs. The transmission mechanism of 'credit shocks' is fundamentally different
Monacelli, Tommaso +2 more
openaire +2 more sources
AI and Financial Markets [PDF]
, 2020 Artificial intelligence (AI) is regarded as the science and technology for producing an intelligent machine, particularly, an intelligent computer program. Machine learning is an approach to realizing AI comprising a collection of statistical algorithms, of which deep learning is one such example. Due to the rapid development of computer technology, AI
Hamori, Shigeyuki, Takiguchi, Tetsuya
openaire +2 more sources
Financial market dynamics [PDF]
Physica A: Statistical Mechanics and its Applications, 2003 8 pages, 2 ...
Michael, Fredrick, Johnson, M. D.
openaire +4 more sources
Behavioural finance perspectives on Malaysian stock market efficiency
Borsa Istanbul Review, 2016 This paper provides historical, theoretical, and empirical syntheses in understanding the rationality of investors, stock prices, and stock market efficiency behaviour in the theoretical lenses of behavioural finance paradigm.
Jasman Tuyon, Zamri Ahmad
doaj +1 more source
Testing 65 Equity Indexes for Normal Distribution of Returns [PDF]
Journal of Economics and Management, 2018 Aim/purpose - The primary aim of the paper is to verify the hypothesis on the normal distributions of 65 stock index returns, while the secondary aims are to examine normal distributions for specific years (for six indexes) and for bull and bear markets (
Krzysztof Borowski
doaj +1 more source