Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison

Gianluca Mattarocci

Chapter 6 in New Drivers of Performance in a Changing Financial World, 2009, pp 89-106 from Palgrave Macmillan

Abstract: Abstract Capital markets are characterized by significant differences in investors’ attitudes and expectations that, as a rule, determine unusual price dynamics that are unlike those suggested by classical linear models (Westerhoff, 2005).

Keywords: Stock Market; Transaction Cost; Stock Return; Chaotic Dynamic; Institutional Investor (search for similar items in EconPapers)
Date: 2009
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Working Paper: Market characteristics and chaos dynamics in stock markets: an international comparison (2006)
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DOI: 10.1057/9780230594814_6

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