A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts-Reference-Cited by-同舟云学术

A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts

Published:2012-08-05 Issue:2 Volume:7 Page:223-248
ISSN:1860-711X
Container-title:Journal of Economic Interaction and Coordination
language:en
Short-container-title:J Econ Interact Coord

Author:

Brandouy Olivier,Corelli Angelo,Veryzhenko Iryna,Waldeck Roger

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Business and International Management

Link

http://link.springer.com/content/pdf/10.1007/s11403-012-0099-0.pdf

Reference26 articles.

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3. Bottazzi G, Devetag G, Ponta F (2011) Does volatility matter? Expectations of price return and variability in an asset pricing experiment. J Econ Behav Organ 77: 124–146

4. Cliff D, Bruten J, Road F (1997) Zero is not enough: on the lower limit of agent intelligence for continuous double auction markets. Technical report of the Hewlett-Packard Laboratories. HPL-97-141

5. Cont R (2000) Empirical properties of asset returns: stylized facts and statistical issues. Qaunt Finance 1(2001): 223–236

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