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Espen Sirnes

Personal Details

First Name:Espen
Middle Name:
Last Name:Sirnes
Suffix:
RePEc Short-ID:psi598
http://espensirnes.blogspot.no/

Affiliation

Handelshøgskolen
Universitetet i Tromsø

Tromsø, Norway
http://uit.no/hht

:


RePEc:edi:hhuitno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martin Rypdal & Espen Sirnes & Ola L{o}vsletten & Kristoffer Rypdal, 2012. "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Papers 1202.4877, arXiv.org.
  2. Sirnes, Espen, 1997. "Theories and Tests for Bubbles," MPRA Paper 53464, University Library of Munich, Germany, revised 1997.

Articles

  1. Rypdal, Martin & Sirnes, Espen & Løvsletten, Ola & Rypdal, Kristoffer, 2013. "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3335-3343.
  2. Sirnes, Espen, 2011. "Why falling information costs may increase demand for index funds," Review of Financial Economics, Elsevier, vol. 20(1), pages 37-47, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Martin Rypdal & Espen Sirnes & Ola L{o}vsletten & Kristoffer Rypdal, 2012. "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Papers 1202.4877, arXiv.org.

    Cited by:

    1. Kazuto Sasai & Yukio-Pegio Gunji & Tetsuo Kinoshita, 2017. "Intermittent Behavior Induced By Asynchronous Interactions In A Continuous Double Auction Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(02n03), pages 1-21, March.

Articles

  1. Rypdal, Martin & Sirnes, Espen & Løvsletten, Ola & Rypdal, Kristoffer, 2013. "Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3335-3343.
    See citations under working paper version above.
  2. Sirnes, Espen, 2011. "Why falling information costs may increase demand for index funds," Review of Financial Economics, Elsevier, vol. 20(1), pages 37-47, January.

    Cited by:

    1. Stotz, Olaf & Georgi, Dominik, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2012-02-27

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