Now showing items 11-20 of 1505
Optimism gone bad? The persistent effects of traumatic experiences on investment decisions
Do memories of highly emotional stock market crashes permanently affect the investment decisions of households? The Initial Public Offerings of Deutsche Telekom during 1996-2000 provide an optimal base to address this ...
Canonical decomposition of linear transformations of two independent Brownian motions
Motivated by the Kyle-Back model of “insider trading”, we consider certain classes of linear transformations of two independent Brownian motions and study their canonical decomposition as semimartingales in their own ...