Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Speculation"'
Autor:
Frijns, Bart1 (AUTHOR), Zwinkels, Remco C.J.1,2 (AUTHOR) r.zwinkels@vu.nl
Publikováno v:
Journal of Economic Behavior & Organization. Jan2020, Vol. 169, p245-265. 21p.
Publikováno v:
Journal of Economic Behavior & Organization. Jul2018, Vol. 151, p42-61. 20p.
Autor:
Saral, Krista Jabs1 kristajabs@yahoo.com
Publikováno v:
Journal of Economic Behavior & Organization. Sep2012, Vol. 84 Issue 1, p416-431. 16p.
Publikováno v:
Journal of Economic Behavior & Organization. Jan2003, Vol. 50 Issue 1, p77. 11p.
Publikováno v:
Journal of Economic Behavior & Organization. 200:1275-1296
To explore how speculative trading influences prices in financial markets, we conduct a laboratory market experiment with speculating investors (who do not collect dividends and trade only for capital gains) and dividend-collecting investors. Moreove
Autor:
Noemi Schmitt, Frank Westerhoff
Publikováno v:
Journal of Economic Behavior & Organization. 192:117-136
We propose an empirically motivated financial market model in which speculators rely on trend-following, contrarian and fundamental trading rules to determine their orders. Speculators’ probabilistic rule-selection behavior – the only type of int
Autor:
Remco C. J. Zwinkels, Bart Frijns
Publikováno v:
Journal of Economic Behavior and Organization, 169, 245-265. Elsevier
Frijns, B & Zwinkels, R 2020, ' Absence of Speculation in the European Sovereign Debt Markets ', Journal of Economic Behavior and Organization, vol. 169, pp. 245-265 . https://doi.org/10.1016/j.jebo.2019.11.017
Frijns, B & Zwinkels, R 2020, ' Absence of Speculation in the European Sovereign Debt Markets ', Journal of Economic Behavior and Organization, vol. 169, pp. 245-265 . https://doi.org/10.1016/j.jebo.2019.11.017
European sovereign debt markets have been under scrutiny since the sovereign debt crisis of 2009. In this paper, we study to what extent the extreme dynamics were driven by fundamentals or speculation. We do so by decomposing bond and CDS spreads int
Publikováno v:
Journal of Economic Behavior & Organization. 153:19-37
We develop a simple agent-based financial market model in which speculators’ market entry decisions are subject to herding behavior and market risk. In addition, speculators’ orders depend on price trends, market misalignments and fundamental new
Publikováno v:
Journal of Economic Behavior & Organization, 130, 166-179. Elsevier Science BV
We study the effect of a futures market, in which contracts maturing in the last period of the life of the asset can be traded. Our experiment has two treatments, one in which a spot market operates on its own, and a second treatment, in which a spot
Publikováno v:
Journal of Economic Behavior & Organization. 117:82-101
We propose a heterogeneous agent model for experimental closed-book call markets with speculators, fundamental and noise traders. We provide structural estimates of the parameters of the model using new experimental data, which allow us to track indi