Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience.
Haibei ZhuSvitlana VyetrenkoKshama DwarakanathTucker BalchSerafin GrundlDavid ByrdPublished in: WSC (2023)
Keyphrases
- stock market
- chinese stock market
- short term
- stock exchange
- stock price
- trading rules
- financial time series
- financial news
- financial markets
- stock trading
- long term
- financial data
- listed companies
- garch model
- stock data
- stock returns
- stock index futures
- neural network
- trading strategies
- portfolio optimization
- learning curve
- technical indicators
- non stationary