Listar por tema "D85"

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    • closedAccess   A note on institutional hierarchy and volatility in financial markets 

      Alfarano, Simone; Raddant, Matthias; Milakovic, Mishael Taylor & Francis (2012)
      From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ...

    • openAccess   Agents interaction and price dynamics: evidence from the laboratory 

      Caferra, Rocco; Tedeschi, Gabriele; MORONE, ANDREA Springer (2022-08-26)
      Using data collected from an experimental double auction market, we study the dynamics of interaction among traders. Our focus is on the effect the trading network has on price dynamics and price-fundamental convergence. ...

    • closedAccess   Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 

      Milakovic, Mishael; Alfarano, Simone; Lux, Thomas Springer-Verlag (2012-11)
      In a previous study the authors have identified a small core of directors who are both highly central to the entire network of German corporate boards as well as closely connected among themselves. In this note the authors ...