MoneyScience News |
- Research Library: Modelling the short term herding behaviour of stock markets
- Blog Post: TheAlephBlog: On Bond Risks in the Short-Run
- Blog Post: TheFinancialServicesClub: How many m-wallets and other payment innovations ...
- Published / Preprint: Arbitrage-free exchange rate ensembles over a general trade network. (arXiv:1406.1547v1 [q-fin.EC])
- Published / Preprint: The Naive Extrapolation Hypothesis and the Rosy-Gloomy Forecasts. (arXiv:1406.1733v1 [q-fin.GN])
| Research Library: Modelling the short term herding behaviour of stock markets Posted: 09 Jun 2014 04:08 AM PDT Yoash Shapira, Yonatan Berman and Eshel Ben-Jacob Abstract Modelling the behaviour of stock markets has been of major interest in the past century. The market can be treated as a network of many investors reacting in accordance to their group behaviour, as manifested by the index and effected by the flow of external information into the system. Here we devise a model that ... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: On Bond Risks in the Short-Run Posted: 09 Jun 2014 02:51 AM PDT From a letter from a reader:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: How many m-wallets and other payment innovations ... Posted: 09 Jun 2014 02:49 AM PDT We had a very succesfful third meeting of the Financial Services Club Nordic Region in Stockholm the other night (checkout what happened at the first and second meetings if of interest).read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jun 2014 05:39 PM PDT It is assumed that under suitable economic and information-theoretic conditions, market exchange rates are free from arbitrage. Commodity markets in which trades occur over a complete graph are shown to be trivial. We therefore examine the vector space of no-arbitrage exchange rate ensembles over an arbitrary connected undirected graph. Consideration is given for the minimal information for... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jun 2014 05:39 PM PDT I study the behavior and the performance of the long-term forecasts issued by financial analysts with respect to the Extrapolation Hypothesis. That hypothesis states that investors, extrapolating from the firms' recent performances, are too optimistic about growth and large firms and too pessimistic about value and small firms. I find that the forecasting errors are higher for the growth firms... Visit MoneyScience for the Complete Article.    |
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