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Mostrando ítems 1-10 de 73
Estudio de los crashes bursátiles bajo el análisis de la geometría fractal
(Universidad de La Salle. Facultad de Ciencias Económicas y Sociales. Finanzas y Comercio Internacional, 2018)
Anticipating Economic Market Crises Using Measures Of Collective Panic
(PUBLIC LIBRARY SCIENCESAN FRANCISCO, 2015)
Linkages between gold and Latin American equity markets: portfolio implications
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. The authors aim to examine the mean and volatility linkages between the gold market and the Latin American equity markets in the entire sample period and two crises periods, namely the US financial crisis and the ...
Why every economist should learn some auction theory?
(Escola de Pós-Graduação em Economia da FGV, 2001-07-30)
Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash
(Elsevier Science, 2006-12)
This work is devoted to the study of the relation between intermittence and scale invariance. We find the conditions that a function in which both effects are present must satisfy, and we analyze the relation with ...
Linkages between gold and Latin American equity markets: portfolio implications
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. The authors aim to examine the mean and volatility linkages between the gold market and the Latin American equity markets in the entire sample period and two crises periods, namely the US financial crisis and the ...
Gender matters most. The impact on short-term risk aversion following a financial crash
(Elsevier BV, 2019-01-01)
This paper examines how investors in an emerging market react to a domestic financial crisis. We conjecture that risk aversion increases following such events and that the effect is more pronounced among specific groups ...
Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: The current study aims to investigate the impacts of two behavioral biases, namely, loss aversion and overconfidence on the performance of US companies. First, the impact of loss aversion on the economic performance ...