An agent-based approach for time-series momentum and reversal (Q2200109)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An agent-based approach for time-series momentum and reversal |
scientific article |
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An agent-based approach for time-series momentum and reversal (English)
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15 September 2020
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agent-based model
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excess volatility of volume
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price trend
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private information contagion
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time-series momentum
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