The perception of time, risk and return during periods of speculation
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DOI: 10.1088/1469-7688/2/4/304
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References listed on IDEAS
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Citations
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Cited by:
- Siddiqi, Hammad, 2014. "Analogy Making and the Structure of Implied Volatility Skew," MPRA Paper 60921, University Library of Munich, Germany.
- Zapart, Christopher A., 2009. "On entropy, financial markets and minority games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1157-1172.
- Siddiqi, Hammad, 2013. "Mental Accounting: A Closed-Form Alternative to the Black Scholes Model," MPRA Paper 50759, University Library of Munich, Germany.
- Stephen Matteo Miller, 2015. "Leverage effect breakdowns and flight from risky assets," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 865-871, May.
- Julia M. Puaschunder, 2020. "Social Volatility and Temporal Foci as Accelerators of Economic Trends," Proceedings of the 20th International RAIS Conference, December 6-7, 2020 016jpm, Research Association for Interdisciplinary Studies.
- Patrick Chang & Etienne Pienaar & Tim Gebbie, 2020. "The Epps effect under alternative sampling schemes," Papers 2011.11281, arXiv.org, revised Aug 2021.
- Patrick Schotanus, 2022. "Cognitive economics and the Market Mind Hypothesis: Exploring the final frontier of economics," Economic Affairs, Wiley Blackwell, vol. 42(1), pages 87-114, February.
- Siddiqi, Hammad, 2015. "Anchoring Heuristic in Option Pricing," MPRA Paper 63218, University Library of Munich, Germany.
- Dieter Hendricks & Tim Gebbie & Diane Wilcox, 2015. "Detecting intraday financial market states using temporal clustering," Papers 1508.04900, arXiv.org, revised Feb 2017.
- Patrick Chang & Roger Bukuru & Tim Gebbie, 2019. "Revisiting the Epps effect using volume time averaging: An exercise in R," Papers 1912.02416, arXiv.org, revised Feb 2020.
- Chang, Patrick & Pienaar, Etienne & Gebbie, Tim, 2021. "The Epps effect under alternative sampling schemes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
- Iacopo Giampaoli & Wing Lon Ng & Nick Constantinou, 2013. "Periodicities Of Foreign Exchange Markets And The Directional Change Power Law," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(3), pages 189-206, July.
- Han, Ruokang & Takahashi, Taiki, 2012. "Psychophysics of time perception and valuation in temporal discounting of gain and loss," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6568-6576.
- Hervé OTT, 2012. "Fertilizer markets and its interplay with commodity and food prices," JRC Research Reports JRC73043, Joint Research Centre.
- Albert S. Kyle & Anna A. Obizhaeva, 2016. "Market Microstructure Invariance: Empirical Hypotheses," Econometrica, Econometric Society, vol. 84(4), pages 1345-1404, July.
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