Amplification and asymmetry in crashes and frenzies

Amplification and asymmetry in crashes and frenzies

Бусад хувилбаруудыг харуулах (1)

We often observe disproportionate reactions to tangible information in large stock price movements. Moreover these movements feature an asymmetry: the number of crashes is more than that of frenzies in the S&P 500 index. This paper offers an explanation for these two characteristics of large...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолч:	Ozsoylev, H
Формат:	Working paper
Хэвлэсэн:	University of Oxford 2005

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