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A evolutionary CAPM under heterogeneous beliefs

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012

Persistent link: https://www.econbiz.de/10009626025

Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models

Röthig, Andreas; Chiarella, Carl - 2006

This article explores nonlinearities in the response of speculators' trading activity to price changes in live cattle, corn, and lean hog futures markets. Analyzing weekly data from March 4, 1997 to December 27, 2005, we reject linearity in all of these markets. Using smooth transition...

Persistent link: https://www.econbiz.de/10010266873

Small Traders in Currency Futures Markets Format

Chiarella, Carl; Rothig, Andreas - Finance Discipline Group, Business School - 2010

This study examines the interrelation between small traders' open interest and large hedging and speculation in the …

Persistent link: https://www.econbiz.de/10008492096

Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models

Röthig, Andreas; Chiarella, Carl - Fachbereich Rechts- und Wirtschaftswissenschaften, … - 2006

This article explores nonlinearities in the response of speculators’ trading activity to price changes in live cattle, corn, and lean hog futures markets. Analyzing weekly data from March 4, 1997 to December 27, 2005, we reject linearity in all of these markets. Using smooth transition...

Persistent link: https://www.econbiz.de/10008464570

Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models

Röthig, Andreas; Chiarella, Carl - Finance Discipline Group, Business School - 2006

Persistent link: https://www.econbiz.de/10004984572

Speculative behaviour and complex asset price dynamics : a global analysis

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 173-197

Persistent link: https://www.econbiz.de/10001702982

The impact of heterogeneous trading rules on the limit order book and order flows

Chiarella, Carl; Iori, Guilia - 2005

Persistent link: https://www.econbiz.de/10002765032

The dynamic interaction of speculation and diversification

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Applied mathematical finance 12 (2005) 1, pp. 17-52

Persistent link: https://www.econbiz.de/10002727055

A dynamic analysis of speculation across two markets

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: The complex dynamics of economic interaction : essays …, (pp. 197-213). 2004

Persistent link: https://www.econbiz.de/10002415047

A dynamic analysis of speculation across two markets

Chiarella, Carl (contributor); Dieci, Roberto (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002260577