Nonlinearity in the dynamics of financial markets

Nonlinear Analysis: Real World Applications

Volumn 12, Issue 2, 2011, Pages 1140-1151

  Caginalp, Gunduz ^a   Desantis, Mark ^a  

^a UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Asset price dynamics; Closed end funds; Momentum; Nonlinear price and valuation; Overreaction; Price trend; Resistance; Underreaction; Volatility

Indexed keywords

ASSET PRICE DYNAMICS; CLOSED-END FUNDS; NONLINEAR PRICE AND VALUATION; OVERREACTION; PRICE TRENDS; RESISTANCE; UNDERREACTION; VOLATILITY;

COMMERCE; DYNAMICS; TIME SERIES;

COSTS;

EID: 78249290518     PISSN: 14681218     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.nonrwa.2010.09.008     Document Type: Article

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