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Cautious trend-seeking and complex asset price dynamics

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  • FRANKE, REINER
  • SETHI, RAJIV

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File URL: http://www.sciencedirect.com/science/article/B6WWP-45M31JY-T/2/1d97422ae908b8438621000dbf3baf3a
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Bibliographic Info

Article provided by Elsevier in its journal Research in Economics.

Volume (Year): 52 (1998)
Issue (Month): 1 (March)
Pages: 61-79

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Handle: RePEc:eee:reecon:v:52:y:1998:i:1:p:61-79

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Web page: http://www.elsevier.com/locate/inca/622941

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References

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  1. Carl Chiarella, 1992. "The Dynamics of Speculative Behaviour," Working Paper Series 13, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Day, Richard H. & Huang, Weihong, 1990. "Bulls, bears and market sheep," Journal of Economic Behavior & Organization, Elsevier, vol. 14(3), pages 299-329, December.
  3. De Long, J Bradford, et al, 1990. " Positive Feedback Investment Strategies and Destabilizing Rational Speculation," Journal of Finance, American Finance Association, vol. 45(2), pages 379-95, June.
  4. David M. Cutler & James M. Poterba & Lawrence H. Summers, 1990. "Speculative Dynamics and the Role of Feedback Traders," NBER Working Papers 3243, National Bureau of Economic Research, Inc.
  5. Poterba, James M. & Summers, Lawrence H., 1988. "Mean reversion in stock prices : Evidence and Implications," Journal of Financial Economics, Elsevier, vol. 22(1), pages 27-59, October.
  6. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-36, June.
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