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Volumn 584, Issue , 2006, Pages 283-294

Explaining the statistical features of the Spanish stock market from the bottom-up

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EID: 53749102046     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-37249-0_20     Document Type: Conference Paper
Times cited : (5)

References (15)
  • 1
    • 85008848771 scopus 로고    scopus 로고
    • Empirical properties of asset returns: Stylised facts and statistical issues
    • Cont R. (2001) Empirical properties of asset returns: stylised facts and statistical issues, Quantitative. Finance, Vol 1, pp 223-236.
    • (2001) Quantitative. Finance , vol.1 , pp. 223-236
    • Cont, R.1
  • 2
    • 84925136074 scopus 로고    scopus 로고
    • Advancing the Art of Simulation in the Social Sciences
    • Axelrofd (1997) "Advancing the Art of Simulation in the Social Sciences", Complexity Vol. 3, pp, 193-199,
    • (1997) Complexity , vol.3 , pp. 193-199
    • Axelrofd1
  • 4
    • 53749101189 scopus 로고    scopus 로고
    • Artificial Societies and Generative Social Science
    • Epstein, J.M.; Axtell, R. (1997). "Artificial Societies and Generative Social Science", Artificial Life and Robotics Vol. 1, pp, 33-34.
    • (1997) Artificial Life and Robotics , vol.1 , pp. 33-34
    • Epstein, J.M.1    Axtell, R.2
  • 5
    • 0346207692 scopus 로고    scopus 로고
    • Market efficiency, long-term returns, and behavioral finance
    • Fama, E. F., (1998) "Market efficiency, long-term returns, and behavioral finance", Journal of Financial Economics, Vol. 49, pp. 283-306.
    • (1998) Journal of Financial Economics , vol.49 , pp. 283-306
    • Fama, E.F.1
  • 6
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decisions under risk
    • Kahneman D., and Tversky A (1979) Prospect theory: An analysis of decisions under risk", Econometrica, 47, pp 313 327.
    • (1979) Econometrica , vol.47 , pp. 313-327
    • Kahneman, D.1    Tversky, A.2
  • 8
    • 0033545290 scopus 로고    scopus 로고
    • Scaling and criticality in a stochastic multi-agent model of a financial market
    • Lux, T. and Marchesi, M. (1999). "Scaling and criticality in a stochastic multi-agent model of a financial market". Nature, 397:498-500.
    • (1999) Nature , vol.397 , pp. 498-500
    • Lux, T.1    Marchesi, M.2
  • 9
    • 0001334431 scopus 로고    scopus 로고
    • Volatility Clustering in financial markets: A micro-simulation of interacting agents
    • Lux, T. and Marchesi, M. (2000). "Volatility Clustering in financial markets: a micro-simulation of interacting agents". International Journal of Applied Finance, 3, pp: 675-702.
    • (2000) International Journal of Applied Finance , vol.3 , pp. 675-702
    • Lux, T.1    Marchesi, M.2
  • 14
    • 0000893807 scopus 로고
    • Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
    • Shiller, R. J. (1981) "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?" The American Economic Review, Vol. 1, Issue 3, pp. 421-436
    • (1981) The American Economic Review , vol.1 , Issue.3 , pp. 421-436
    • Shiller, R.J.1
  • 15
    • 31744450082 scopus 로고
    • Advances in Prospect Theory: Cumulative Representation of Uncertainty
    • Tversky A and Kahneman D (1992), "Advances in Prospect Theory: Cumulative Representation of Uncertainty". Journal of Risk and Uncertainty, Vol. 5 (4) pp. 297-323.
    • (1992) Journal of Risk and Uncertainty , vol.5 , Issue.4 , pp. 297-323
    • Tversky, A.1    Kahneman, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.