Search Results - subject:"Contrarian behavior"

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Three essays in financial economics

Jurkatis, Simon Willi - 2018

Persistent link: https://www.econbiz.de/10012169133

Individual investors look at price tags

Chague, Fernando; De-Losso, Rodrigo; Giovannetti, Bruno - 2018

Persistent link: https://www.econbiz.de/10012030171

Herding and Contrarian Behavior in Financial Markets - An Internet Experiment

Drehmann, Mathias; Oechssler, Jörg - Econometric Society - 2004

, the presence of contrarian behavior, which can (partly) be rationalized via error models, distorts prices, and even after …

Persistent link: https://www.econbiz.de/10005170272

Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets

Watanabe, Masahiro - School of Management, Yale University - 2002

positively correlated with absolute price changes. Accurate information generally weakens agents' trend-following and contrarian … behavior, while it strengthens the properties of a highly volatile, strongly correlated equilibrium. Unlike existing noisy …

Persistent link: https://www.econbiz.de/10005587054

Strategic behavior and price discovery

Medrano, Luis A.; Vives, Xavier - Department of Economics and Business, Universitat … - 1997

The paper analyzes the effects of strategic behavior by an insider in a price discovery process, akin to an information tatonnement, in the presence of a competitive informed sector. Such processes are used in the preopening period of continuous trading systems in several exchanges. It is found...

Persistent link: https://www.econbiz.de/10005707988