Matches in SemOpenAlex for { <https://semopenalex.org/work/W2769792637> ?p ?o ?g. }
- W2769792637 abstract "Abstract The paper contributes to the study of the features of temporary trends in stock indexes using an equilibrium approach with rational agents. It shows that the diffusion of significant fundamental information generates a Z-type aggregate demand function that leads to the occurrence of such a phenomenon as an imbalance (or disequilibrium). Pricing analysis under imbalance reveals that, with the exception of the independence of consecutive returns, there is a nonlinearity in mean that can be empirically detected using a threshold model or a regime switching model. The proposed model facilitates the convergence of the equilibrium approach with the methodology of evolutionary economics and can also be useful in studies of financial fragility." @default.
- W2769792637 created "2017-12-04" @default.
- W2769792637 creator A5042205227 @default.
- W2769792637 date "2018-05-01" @default.
- W2769792637 modified "2023-09-24" @default.
- W2769792637 title "Temporary price trends in the stock market with rational agents" @default.
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- W2769792637 doi "https://doi.org/10.1016/j.qref.2017.11.014" @default.
- W2769792637 hasPublicationYear "2018" @default.
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