Is individual trading priced in the preferred stock discount?
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معامله گران اختلال زا غالبا به سرمایه گذاران غیرعقلایی می مانند که عقیده نادرست و غیرعقلایی درباره بازدهی بازارهای آتی دارایی های ریسکی دارند و به اطلاعات اختلالی که هیچ ارتباطی به جریان آتی نقدینه ندارند واکنش نشان می دهند. برخلاف آربیتاژکنندگان معامله گران اختلال زا بصورت گروهی از یک قاعده سرانگشتی یا روندها یا امواجی از احساسات پیروی می کنند.
در این صفحه، تعداد 78 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع معامله‌گران اختلال‌زا آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
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در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
Market microstructure, information aggregation and equilibrium uniqueness in a global game
Investor sentiment and evaporating liquidity during the financial crisis
A stated preference model to value reductions in community severance caused by roads
The synchronicity between the stock and the stock index via information in market
Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders
Index futures volatility and trading activity: Measuring causality at a multiple horizon
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
Construction of currency portfolios by means of an optimized investment strategy
Temporary price trends in the stock market with rational agents
Does feedback trading drive returns of cross-listed shares?
Price and trade size clustering: Evidence from the national stock exchange of India
Static and dynamic factors in an information-based multi-asset artificial stock market
Multi-step-ahead crude oil price forecasting using a hybrid grey wave model
Agent-based model calibration using machine learning surrogates
Market resiliency conundrum: is it a predicator of economic growth?
Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
Study of new rare event simulation schemes and their application to extreme scenario generation
The gun-slave hypothesis and the 18th century British slave trade
Avoiding regret in an agent-based asset pricing model
Sampling frequency and the performance of different types of technical trading rules
Multiscale Shannon entropy and its application in the stock market
Intraday online investor sentiment and return patterns in the U.S. stock market
Idiosyncratic volatility: An indicator of noise trading?
The effect of genetic algorithm learning with a classifier system in limit order markets
Informed trading and price discovery before corporate events
Do investors trade too much? A laboratory experiment
Excess stock return comovements and the role of investor sentiment
Simple agent-based dynamical system models for efficient financial markets: Theory and examples
Taxing financial transactions in fundamentally heterogeneous markets
The impact of transaction costs on state-contingent claims mispricing
Feedback trading in stock index futures: Evidence from South Africa
Macroeconomic announcements and price discovery in the foreign exchange market
Media sentiment and trading strategies of different types of traders
Is high-frequency trading tiering the financial markets?
When chasing the offender hurts the victim: The case of insider legislation
Role of Behavioral Heterogeneity in Aggregate Financial Market Behavior: An Agent-Based Approach
Electric vehicles adoption: Environmental enthusiast bias in discrete choice models
The effects of mergers and acquisitions on the information production of financial markets
An empirical analysis of algorithmic trading around earnings announcements
Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms
Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures
The one-trading-day-ahead forecast errors of intra-day realized volatility
Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks
Informed trading and the price impact of block trades: A high frequency trading analysis
Estimation of financial agent-based models with simulated maximum likelihood
Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt
Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation
An experimental analysis of information acquisition in prediction markets
Stock splits to profit insider trading: Lessons from an emerging market
How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests
Investor sentiment, heterogeneous agents and asset pricing model
Prediction market prices under risk aversion and heterogeneous beliefs
Stock return anomalies and individual investors in the Korean stock market
Volatility forecasting using high frequency data: The role of after-hours information and leverage effects
Can Agricultural Traders be Trusted? Evidence from Coffee in Ethiopia
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets
Noise traders, exchange rate disconnect puzzle, and the Tobin tax
Noise trader risk: Evidence from the Siamese twins
Institutional and individual sentiment: Smart money and noise trader risk? ☆