2 items found

Types: publication Groups: figshare Tags: HG1-9999 Sociology

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    Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading

    In this paper, we develop and examine a simple interactive agent-based model, where the distribution of returns generated from the model takes into account two stylized facts...
  • publication

    Adaptive market hypothesis and momentum effect: Evidence from Dhaka Stock Exc...

    This paper examines time-varying behavior of momentum and contrarian profits to identify the existence of adaptive market hypothesis (AMH), and whether AMH can provide...