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Existe-t-il des seuils psychologiques sur les marches coursiers? Une application au future CAC 40 sur donnees tres haute frequence

Author

Listed:
  • Morel, C.
  • Teiletche, J.

Abstract

La presse financiere et les praticiens de la finance font souvent reference a l'existence de barrieres psychologiques sur les indices boursiers ou les taux de change. L'existence de telles barrieres interesse egalement la litterature academique car elle constitue a priori une violation de l'hypothese d'efficience des marches.

Suggested Citation

  • Morel, C. & Teiletche, J., 2001. "Existe-t-il des seuils psychologiques sur les marches coursiers? Une application au future CAC 40 sur donnees tres haute frequence," Papers 2001-15/fi, Caisse des Depots et Consignations - Cahiers de recherche.
  • Handle: RePEc:fth:cadeco:2001-15/fi
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    More about this item

    Keywords

    PSYCHOLOGIE ; INDICES BOURSIERS ; TAUX DE CHANGE;
    All these keywords.

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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