Price bubbles and the long run profitability of a trend following technical trading rule
Year of publication: |
2001
|
---|---|
Authors: | Goldbaum, David |
Published in: |
Economics with heterogeneous interacting agents. - Berlin : Springer, ISBN 3-540-42209-9. - 2001, p. 183-194
|
Subject: | Börsenkurs | Share price | Spekulationsblase | Bubbles | Spekulation | Speculation | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Begrenzte Rationalität | Bounded rationality | Simulation | Theorie | Theory | Trend | Agentenbasierte Modellierung | Agent-based modeling |
-
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi, (2013)
-
Bubble formation and heterogeneity of traders : a multi-agent perspective
Chen, Shu-peng, (2013)
-
Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T., (2001)
- More ...
-
Estimating the intensity of choice in a dynamic mutual fund allocation decision
Goldbaum, David, (2005)
-
On the Possibility of Informationally Efficient Markets
Goldbaum, David, (2004)
-
On the Possibility of Informationally Efficient Markets: Part b
Goldbaum, David, (2004)
- More ...