The empirical evidence that is widely interpreted as supporting the efficient markets theory in finance actually does not rule out the possibility that changing fashions or fads among investors have an important influence on prices in financial markets. A model of the impact of such fashions on prices is proposed and used in an exploratory data analysis of the aggregate United States Stock Market in the 20th century
This paper develops an empirical and theoretical case for how `hype' among retail investors can driv...
The topic of the external events and information having a potential impact on the stock prices movem...
The purpose of this research was to study selected economic factors underlying the fluctuations of h...
The empirical evidence that is widely interpreted as supporting the efficient markets theory in financ...
Until recently, economists widely believed that economic activity had become less variable in the Un...
This dissertation addresses the fundamental question of what factors drive equity prices and investi...
It is increasingly recognized that the structure of financial risks interacts with economic or fundam...
Legend has it that once upon the time two economists were walking together when one of them saw some...
This paper develops an empirical and theoretical case for how 'hype' among retail investors can driv...
This thesis concludes that aggregate stock market prices are significantly linked to the real econom...
The enormous impact stock exchanges and financial markets have on contemporary economy and society d...
Contagion or epidemic models of financial markets are proposed in which interest in or attention to i...
This paper provides an empirical investigation of leading models of stock price fluctuations, includ...
This paper surveys the field of asset pricing. The emphasis is on the interplay between theory and e...
With this paper, I propose a simple asset pricing model that accounts for the influence from social ...
This paper develops an empirical and theoretical case for how `hype' among retail investors can driv...
The topic of the external events and information having a potential impact on the stock prices movem...
The purpose of this research was to study selected economic factors underlying the fluctuations of h...
The empirical evidence that is widely interpreted as supporting the efficient markets theory in financ...
Until recently, economists widely believed that economic activity had become less variable in the Un...
This dissertation addresses the fundamental question of what factors drive equity prices and investi...
It is increasingly recognized that the structure of financial risks interacts with economic or fundam...
Legend has it that once upon the time two economists were walking together when one of them saw some...
This paper develops an empirical and theoretical case for how 'hype' among retail investors can driv...
This thesis concludes that aggregate stock market prices are significantly linked to the real econom...
The enormous impact stock exchanges and financial markets have on contemporary economy and society d...
Contagion or epidemic models of financial markets are proposed in which interest in or attention to i...
This paper provides an empirical investigation of leading models of stock price fluctuations, includ...
This paper surveys the field of asset pricing. The emphasis is on the interplay between theory and e...
With this paper, I propose a simple asset pricing model that accounts for the influence from social ...
This paper develops an empirical and theoretical case for how `hype' among retail investors can driv...
The topic of the external events and information having a potential impact on the stock prices movem...
The purpose of this research was to study selected economic factors underlying the fluctuations of h...