Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets
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- Schmitt, Noemi & Westerhoff, Frank, 2021. "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 117-136.
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- March, Christoph & Sahm, Marco, 2019. "The Perks of Being in the Smaller Team: Incentives in Overlapping Contests," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203509, Verein für Socialpolitik / German Economic Association.
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More about this item
Keywords
financial markets; stylized facts; technical and fundamental analysis; probabilistic rule-selection behavior; nonlinear dynamics; stability and bifurcation analysis;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2019-07-15 (Operations Research)
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