Co-existence of trend and value in financial markets: estimating an extended Chiarella model
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Cites work
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
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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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