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

C. Morel and J. Teiletche

Working Papers from Caisse des Depots et Consignations - Cahiers de recherche

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.

Keywords: PSYCHOLOGIE; INDICES BOURSIERS; TAUX DE CHANGE (search for similar items in EconPapers)
JEL-codes: F31 G19 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:fth:cadeco:2001-15/fi

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