Chiarella, Carl; Dieci, Roberto; He, Xue-Zhong - Finance Discipline Group, Business School - 2008
contented with this view as the explanation of
the time series behaviour of observed asset prices.
A range of empirical studies … for asset price
dynamics. For a start, there has been a large number of studies reporting various
anomalies relating … paradigm large market movements should be the
result of some large news event. But many large market movements, in particu-
lar …