The roles of mean residence time on herd behavior in a financial market-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The roles of mean residence time on herd behavior in a financial market

Published:2016-11 Issue: Volume:462 Page:350-357
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Li Jiang-Cheng,Li Yun-Xian,Tang Nian-Sheng^ORCID,Mei Dong-Cheng

Funder

National Science Fund for Distinguished Young Scholars of China

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Science Foundation of Yunnan University

Scientific Research Innovation Team of Yunnan Province

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference70 articles.

1. Options, Futures, Other Derivatives;Hull,1997

2. Derivatives;Wilmott,1998

3. The Economy as an Evolving Complex System;Anderson,1988

4. The Economy as an Evolving Complex System II;Anderson,1997

5. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies;Complexity;2019-12-26

2. Dynamic behaviors and measurements of financial market crash rate;Physica A: Statistical Mechanics and its Applications;2019-08

3. The time delay restraining the herd behavior with Bayesian approach;Physica A: Statistical Mechanics and its Applications;2018-10

4. Re-examining the Chinese A-share herding behaviour with a Fama-French augmented seven-factor model;Applied Economics;2018-07-21

5. Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted;Physica A: Statistical Mechanics and its Applications;2018-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3