Co-existence of trend and value in financial markets: estimating an extended Chiarella model
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Publication:2177989
DOI10.1016/J.JEDC.2019.103791OpenAlexW2983481072WikidataQ126866147 ScholiaQ126866147MaRDI QIDQ2177989FDOQ2177989
Authors: Adam A. Majewski, Stefano Ciliberti, Jean-Philippe Bouchaud 
Publication date: 7 May 2020
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.11751
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Cited In (5)
- The inelastic market hypothesis: a microstructural interpretation
- Do fundamentals shape the price response? A critical assessment of linear impact models
- From ants to fishing vessels: a simple model for herding and exploitation of finite resources
- Market oscillations induced by the competition between value-based and trend-based investment strategies
- On possible origins of trends in financial market price changes
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