Multiscale characteristics of the emerging global cryptocurrency market

M Wątorek, S Drożdż, J Kwapień, L Minati… - Physics Reports, 2021‏ - Elsevier
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

A survey of behavioral finance

N Barberis, R Thaler - Handbook of the Economics of Finance, 2003‏ - Elsevier
Behavioral finance argues that some financial phenomena can plausibly be understood
using models in which some agents are not fully rational. The field has two building blocks …

Trading and arbitrage in cryptocurrency markets

I Makarov, A Schoar - Journal of Financial Economics, 2020‏ - Elsevier
Cryptocurrency markets exhibit periods of large, recurrent arbitrage opportunities across
exchanges. These price deviations are much larger across than within countries, and …

Psychology-based models of asset prices and trading volume

N Barberis - Handbook of behavioral economics: applications and …, 2018‏ - Elsevier
Behavioral finance tries to make sense of financial data using models that are based on
psychologically accurate assumptions about people's beliefs, preferences, and cognitive …

Irrational exuberance: Revised and expanded third edition

RJ Shiller - 2015‏ - torrossa.com
Disclosure: In addition to being a professor at Yale University, the author is currently working
part-time with Standard & Poor's to produce home price indices; with the Chicago Mercantile …

[PDF][PDF] Advanced macroeconomics

S Rode - Denmark: Ventus Publishing, 2012‏ - choolsgroup.com
This book was written to complete the curriculum requirement of the Master's of
Macroeconomics degree. Macroeconomics is a very practical subject and can be very useful …

[کتاب][B] An engine, not a camera: How financial models shape markets

D MacKenzie - 2008‏ - books.google.com
In An Engine, Not a Camera, Donald MacKenzie argues that the emergence of modern
economic theories of finance affected financial markets in fundamental ways. These new …

[کتاب][B] Inefficient markets: An introduction to behavioural finance

A Shleifer - 2000‏ - books.google.com
The efficient markets hypothesis has been the central proposition in finance for nearly thirty
years. It states that securities prices in financial markets must equal fundamental values …

Investor psychology and asset pricing

D Hirshleifer - The journal of Finance, 2001‏ - Wiley Online Library
The basic paradigm of asset pricing is in vibrant flux. The purely rational approach is being
subsumed by a broader approach based upon the psychology of investors. In this approach …

Global, local, and contagious investor sentiment

M Baker, J Wurgler, Y Yuan - Journal of financial economics, 2012‏ - Elsevier
We construct investor sentiment indices for six major stock markets and decompose them
into one global and six local indices. In a validation test, we find that relative sentiment is …