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Cautious trend-seeking and complex asset price dynamics

  • 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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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
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622941

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  1. Day, Richard H. & Huang, Weihong, 1990. "Bulls, bears and market sheep," Journal of Economic Behavior & Organization, Elsevier, vol. 14(3), pages 299-329, December.
  2. Culter, D.M. & Poterba, J.M. & Summers, L.H., 1990. "Speculative Dynamics And The Role Of Feedback Traders," Working papers 545, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. 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.
  4. 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.
  5. Carl Chiarella, 1992. "The Dynamics of Speculative Behaviour," Working Paper Series 13, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "Positive Feedback Investment Strategies and Destabilizing Rational Speculation," NBER Working Papers 2880, National Bureau of Economic Research, Inc.
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