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An Inherent Instability of Efficient Markets

Speculative markets are often described as “informationally efficient” such that predictable price changes are eliminated by traders exploiting them, leaving only residual unpredictable fluctuations. This classical view of markets operating close to an equilibrium is challenged by extreme price fluc...

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Hlavní autoři: Patzelt, Felix, Pawelzik, Klaus
Médium: Artigo
Jazyk:Inglês
Vydáno: Nature Publishing Group 2013
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3784944/
https://ncbi.nlm.nih.gov/pubmed/24071722
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep02784
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