Browsing UJI: Investigación by Keyword "G12"

Now showing items 1-3 of 3

    • 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. ...

    • openAccess   The non-linear trade-off between return and risk and its determinants 

      Cotter, John; Salvador, Enrique Elsevier (2022-04-08)
      We estimate a discrete approximation of the risk-return trade-off for the US market by using the whole universe of stocks from July 1963 to September 2017. We find the relationship between return and total risk to be ...

    • closedAccess   Why is timing perverse? 

      Matallín Sáez, Juan Carlos; Moreno, David; Rodríguez, Rosa Taylor & Francis (2015)
      The existence of negative market timing, even for passive portfolios, poses a relevant puzzle when assessing portfolio management. In this paper, we develop a simple theoretical model so as to explain why such perverse ...