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INDIRECT INTERDEPENDENCIES AS A FUNDAMENTAL SOURCE OF MARKET FAILURE

โœ Scribed by Michael S. Common


Book ID
111010007
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
512 KB
Volume
38
Category
Article
ISSN
0036-9292

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๐Ÿ“œ SIMILAR VOLUMES


Moving average rules as a source of mark
โœ Carl Chiarella; Xue-Zhong He; Cars Hommes ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 290 KB

Despite the pervasiveness of the efficient markets paradigm in the academic finance literature, the use of various moving average (MA) trading rules remains popular with financial market practitioners. This paper proposes a stochastic dynamic financial market model in which demand for traded assets