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: | , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Public Library of Science (PLoS)
2011
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/0fd3420ec8ec48eda1e0ef458c783e5d |
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