Hi Gholamreza, I think you can find useful and reliable data on the following website: Â http://www.mscibarra.com/ Â Good luck in your thesis. Ali Reza...
Hi Jan and Geaspar, If BF is a mature field, there is one aspect of BF that is still in its infancy: Applied BF. I have found very little in the literature,...
Hi I'm trying to make some econometrical models showing the difference of classical finance (neoclassic) and behavioral finance. Now I'm looking for some...
Value Investing Book Announcement. "The Four Filters Invention of Warren Buffett and Charlie Munger. Two Friends Transformed Behavioral Finance." by Bud...
... The probability is the same because (for the sake of this thread) the distribution of returns is lognormal and ln(50/100) = -ln(100/50). ... Don't use...
To make the question easy to understand, consider the probability of gaining 200% and the probability of losing 200%. Of course, it is not possible to loss...
Hi, dear members and visitors! Here is your 100th month newsletter Yes, 100, the magic of round numbers! A typical bias. Aaargh ! Btw, what I see as near magic...
K.C. and I build some credibility with the attached article stating that it is price levels that are log normally distributed, not price returns. The author...
hello everybody, my name is James and I am a PhD Finance candidate; my research evolves around technical trading profitability and I have stumbled across a...
James, What do you mean by "technical trading profitability"? Are you talking about using "technical analysis" for your trades? What would be the selection...
Hi Drew, Â my PhD has thus far involved technical analysis (e.g. MA rules), but now this idea is a new one discussed by my supervisor. He is the one who...
James, If I may... firstly, I would request from your university library a copy of "Triumph of the Optimists". If you're going to engage in technical analysis,...
... Alexander (2001) points out that if the allocations in a portfolio are designed so that the portfolio tracks an index, then the portfolio should be...
Dear members, alongside other colleagues, we have developed a new logical framework for modelling relexivity in financial markets. Although examples of...
Thanks, Panagiotis. I think also that reflexivity (I think that Popper created the concept, and only later Soros developed and applied it) describes a...
Panagiotis, always nice to read your work. Will forward it. thanks for sharing Alex ... From: Panagiotis Andrikopoulos To: Behavioural Finance Sent: Saturday,...
Hi, dear members and visitors! Here is your 101st month newsletter 1) Monthly activity The number of (non bouncing) members reached 1840 (+10) Welcome to new...
1) Money as a Social Contract 2) A formula for a national money system 3) Leverage -- an often overlooked positive attribute of "fractional reserve banking"...
Hi Maybe you try to identify investor / trader behaviors that are due neither to cognitive bias nor to behavioral biases, but to pure habits / reflexes (what I...
Hi, everybody! Overleverage seems to be a crucial factor in most financial crises. The last occurences (dotcom, and above all subprimes, seems to confirm it....
Dear Peter, I share your view that overleverage appears to be a crucial factor in most financial crises. But in order to study this topic, I think that...
Many speculators, at one time or another, believe that some asset will increase in value because it increased in value in the recent past, or similarly that...
Steven Greidinger
steve_greidinger@...
Sep 10, 2008 7:28 pm
8432
... Campbell, Lo and Mackinlay (1996) found that weekly and monthly stock returns are weakly negatively correlated, whilst daily, weekly and monthly index...
... Correction: Campbell, Lo and Mackinlay (1996) found that weekly stock returns are weakly negatively correlated, whilst the autocorrelations of daily, ...
Dear contrarians and value investors, After a long period of heavy selling on Wall Street in spite of better than expected U.S. GDP growth and continuing...
What K.C. is calling U.S. GDP growth doesn't mean the business cycle is expanding. In fact, the U.S. business cycle is contracting as illustrated here: ...
Thank you for the references. To the extent those results prove verifiable today (I am surprised they are not more loudly broadcast if so), they would be a...
Steven Greidinger
steve_greidinger@...
Sep 11, 2008 10:46 pm
8437
PLEASE someone Get me off this group! Am unable to "unsubscribe" by clicking on the link. Pl SOMEONE who maintains the group!!!! Thanks Kramakr@... Sent...
Dr. Ram
kramakr@...
Sep 11, 2008 11:05 pm
8438
Tobi ... I have been doing so. Are you still collecting it? Regards Martin...
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