Market crashes, speculation and learning in financial markets
β Scribed by Patrick L. Leoni
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 175 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0938-2259
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The persistence phenomenon is studied in a financial context by using a novel mapping of the time evolution of the values of shares in a portfolio onto Ising spins. The method is applied to historical data from the London Financial Times Stock Exchange 100 index (FTSE 100) over an arbitrarily chosen
## ABSTRACT This paper studies crossβmarket herding of speculators in the Canadian dollar, Swiss francs, British pound and Japanese yen futures markets from 6 October 1992 to 26 January 2010. The relations between (i) total speculation (long plus short), (ii) long speculation and (iii) short specul