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      The price dynamics of common trading strategies

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Economic Behavior & Organization
      Publisher: Elsevier BV

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          Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

          Robert F. Engle (1982)
          Article 0 comments Cited 1438 times – based on 0 reviews     Review now
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            Continuous Auctions and Insider Trading

            Albert Kyle (1985)
            Article 0 comments Cited 715 times – based on 0 reviews     Review now
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              The Variation of Certain Speculative Prices

              Benoît Mandelbrot (1963)
              Article 0 comments Cited 477 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Economic Behavior & Organization
                Abbreviated Title: Journal of Economic Behavior & Organization
                Publisher: Elsevier BV
                ISSN (Print): 01672681
                Publication date Created: October 2002
                Publication date (Print): October 2002
                Volume: 49
                Issue: 2
                Pages: 149-171
                Article
                DOI: 10.1016/S0167-2681(02)00065-3
                SO-VID: ec9edc9d-6827-4065-b539-8d1a54938eb1
                Copyright © © 2002
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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