Investment strategies used as spectroscopy of financial markets reveal new stylized facts.

We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed order f...

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Autores principales: Wei-Xing Zhou, Guo-Hua Mu, Wei Chen, Didier Sornette
Formato: article
Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2011
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Acceso en línea:https://doaj.org/article/0fd3420ec8ec48eda1e0ef458c783e5d
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