Financial bubbles as a recursive process lead by short-term strategies

Author:

Cerruti GianlucaORCID,Lombardini Simone

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference57 articles.

1. Bubbles and crashes;Abreu;Econometrica,2003

2. Absolute momentum: A simple rule-based strategy and universal trend-following overlay;Antonacci;SSRN Electronic Journal,2013

3. Dual momentum investing: an innovative strategy for higher returns with lower risk;Antonacci,2014

4. Traders’ heterogeneity and bubble-crash patterns in experimental asset markets;Baghestanian;Journal of Economic Behaviour and Organization,2015

5. Can noise traders cause persistent deviations from fundamental values on the stock market?;Binswanger;Jahrbucher Fur Nationalokonomie Und Statistik,1999

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