Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy.
Elyès JouiniPublished in: Manag. Sci. (2023)
Keyphrases
- stock market
- short term
- financial time series
- stock exchange
- stock price
- trading rules
- financial markets
- financial data
- stock trading
- stock index futures
- stock returns
- financial news
- listed companies
- stock market data
- convex hull
- long term
- investment strategies
- garch model
- portfolio optimization
- technical indicators
- trading strategies