Markets, Herding and Response to External Information

Author:

Carro Adrián,Toral Raúl,San Miguel Maxi

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference66 articles.

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2. Empirical properties of asset returns: stylized facts and statistical issues;R Cont;Quantitative Finance,2001

3. The Handbook of International Macroeconomics;CG De Vries,1994

4. A long memory property of stock market returns and a new model;Z Ding;Journal of Empirical Finance,1993

5. Efficient capital markets: A review of theory and empirical work;EF Fama;The Journal of Finance,1970

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