leptokurtosis / leptokurtosic / leptocurtosic seems to be a notion close to fat tails. * High concentration of returns around the mean, the Gaussian bell ...
Hello everybody, I am contacting you after reading enthusiastically about this group mission and about your commitment to support research. I am a student at ...
Sebastian Munteanu
cipriansebastian@...
Apr 4, 2007 4:41 pm
7819
Hi, dear members and visitors! I'm glad to send you our group's 83rd month newsletter. 1) Monthly activity Activity is a big word for just 15 posts. The total...
... Greetings, This is my first post. Like some others who have posted, I am not an academic. I am a former (non-financial) regulatory attorney who has been...
Greetings! Thanks for this great innovative tools. Being very new in the field,it would be very early for any contribution. Wanted to try the method in a very...
Hi, Neil! Maybe what you mentionned here is what is sometimes called "capitulation", a sudden big price drop that could signal the end of a bear market when...
... Hi Peter, Thanks for the feedback! Please accept my apology for the length of this post. I think the common meaning of "capitulation" may fit this...
Hi Peter, I can add a few words re fat tails and stat distibution in general. Here is the link that shows the distribution for daily gains (and volatility and...
Thanks Serguey, interesting research on the difference of investor behavior in the two main seasons in asset market ecosystems, the bear season and the bull...
Somewhere I have read about something called the paradox of finance. Does that fall within your field? It seems that the paradox is that standard theory calls...
Hi all, I developed a new model of the financial markets that combines some of the recent findings of neuroeconomics and neurobiology with quantum game theory....
Impressive, Carlos. From what I grasped at a first look, your paper draws from various fields of knowledge and brings innovative paths of reasonings. Thanks...
Dear Listmembers I will be conducting a series of trader interviews for a website in Greece. I am thinking about recording my discussion with the interviewee ...
When does cognition is irrational, and when does emotion is rational? Just my two cents for you to scratch your head with ;-) Btw, I think there were a few...
Hello All, I am interested in some information on the use of Prospect Theory in Behaviourial Portfolio Theory. Could you please guide me on the sources of ...
Hi, I was wondering if anyone has a book list about behavioral finance. For beginners like me i guess it will be useful. I came accross a book: Inefficient...
James Montier's book is quite interesting. I think he is writing a new one currently. Will Partners Capital Investment Group Ltd. 2nd Floor 5 Young Street...
Yes William, and we are very proud that James Montier is a member of our group and kindly entered some of his papers in our group's files. You will find them...
A few Behavioral references noted in the attached. Harold Evensky Evensky & Katz Penthouse 1100 2333 Ponce de Leon Blvd Coral Gables, Fl 33134 305 448-8882...
Hi! I received directly a note from James Montier who saw the "Book list" thread, but who has at the moment technical problems to email to the group. He asked...
Greetings, One title that is missing from both bibliographies is Behavioral Trading: Methods for Measuring Investor Confidence, Expectations, and Market...
Thanks, Neil. I don't know much about Dorsey and about what I understood to be his "market slogan" analysis method, as a possible way to anticipate market...
1. "Behavioral Finance and Wealth Management" by Michael M. Pompian; John Wiley & Sons 2. "Rumors in financial markets: insights into behavioral finance" by...
Hi, dear members and visitors! I'm glad to send you our group's 84th month newsletter. 1) Monthly activity We have been living for a while a frugal period as...
