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Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed order f...
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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2011
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3173398/ https://ncbi.nlm.nih.gov/pubmed/21935403 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0024391 |
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