kw.\*:("Marché valeurs")
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Selection :
Volume and the nonlinear dynamics of stock returnsChiente Hsu.Lecture notes in economics and mathematical systems. 1998, issn 0075-8442, isbn 3-540-63672-2, VIII, 132 p, isbn 3-540-63672-2Book
Tolerance to arbitrageSALOPEK, D. M.Stochastic processes and their applications. 1998, Vol 76, Num 2, pp 217-230, issn 0304-4149Article
Stock Trading System : Framework for Development and Evaluation of Stock Trading StrategiesNENORTAITE, Jovita; CIVILIS, Alminas.Lecture notes in computer science. 2006, pp 1034-1037, issn 0302-9743, isbn 3-540-34379-2, 4 p.Conference Paper
Microscopic simulation of the stock market : the effect of microscopic diversityLEVY, M; LEVY, H; SOLOMON, S et al.Journal de physique. I. 1995, Vol 5, Num 8, pp 1087-1107, issn 1155-4304Article
The value of information in a multi-agent market model : The luck of the uninformedTOTH, B; SCALAS, E; HUBER, J et al.The European physical journal. B, Condensed matter physics. 2007, Vol 55, Num 1, pp 115-120, issn 1434-6028, 6 p.Article
L'INTÉGRATION BOURSIÈRE INTERNATIONALE : TESTS ET EFFETS SUR LA DIVERSIFICATION = World Stock Markets Integration : Tests and Impacts on Portfolio DiversificationAROURI MOHAMED EL HEDI.Annales d'économie et de statistique. 2007, Num 85, pp 189-218, issn 0769-489X, 30 p.Article
Strong resonances and chaos in a stock market modelGHEZZI, L. L; KUZNETSOV, Y. A.International journal of systems science. 1994, Vol 25, Num 11, pp 1941-1955, issn 0020-7721Article
Investor Inattention and the Market Reaction to Merger AnnouncementsLOUIS, Henock; SUN, Amy.Management science. 2010, Vol 56, Num 10, pp 1781-1793, issn 0025-1909, 13 p.Article
Critical comparison of several order-book models for stock-market fluctuationsSLANINA, F.The European physical journal. B, Condensed matter physics. 2008, Vol 61, Num 2, pp 225-240, issn 1434-6028, 16 p.Article
Can irrational investors survive? A social-computing perspective : Social computingYONGJIE ZHANG; WEI ZHANG.IEEE intelligent systems. 2007, Vol 22, Num 5, pp 58-64, issn 1541-1672, 7 p.Article
Imprints of log-periodic self-similarity in the stock marketDROZDZ, S; RUF, F; SPETH, J et al.The European physical journal. B, Condensed matter physics. 1999, Vol 10, Num 3, pp 589-593, issn 1434-6028Article
Different beta estimation techniques in infrequently traded and inefficient stock marketsLUOMA, M; MARTIKAINEN, T; PERTTUNEN, J et al.Omega (Oxford). 1994, Vol 22, Num 5, pp 471-476, issn 0305-0483Article
Modelling and testing for market volatilitySENGUPTA, J. K; SFEIR, R. E.International journal of systems science. 1994, Vol 25, Num 5, pp 881-891, issn 0020-7721Article
Coûts de transaction et parité des options sur actions du SOFFEX = Transactions costs and parity for options on stocks of SOFFEXLEFOLL, J.Journal de la Société de statistique de Paris. 1994, Vol 135, Num 2, pp 19-38, issn 0037-914XArticle
Order-splitting and long-memory in an order-driven market : Applications of Physics in Economics and FinanceYAMAMOTO, R; LEBARON, B.The European physical journal. B, Condensed matter physics (Print). 2010, Vol 73, Num 1, pp 51-57, issn 1434-6028, 7 p.Article
The boys in the bubble : Internet entrepreneurs and stock market valueFORBES, William.Omega (Oxford). 2006, Vol 34, Num 5, pp 439-447, issn 0305-0483, 9 p.Article
The behavior of extreme values in Germany's stock index futures : An application to intradaily margin settingBROUSSARD, J. P; BOOTH, G. G.European journal of operational research. 1998, Vol 104, Num 3, pp 393-402, issn 0377-2217Article
Quality awards and the market value of the firm : An empirical investigationHENDRICKS, K. B; SINGHAL, V. R.Management science. 1996, Vol 42, Num 3, pp 415-436, issn 0025-1909Article
Inverse cubic law for the distribution of stock price variationsGOPIKRISHNAN, P; MEYER, M; AMARAL, L. A. N et al.The European physical journal. B, Condensed matter physics. 1998, Vol 3, Num 2, pp 139-140, issn 1434-6028Article
Impacts of internet stock news on stock markets based on neural networksXUN LIANG.Lecture notes in computer science. 2005, issn 0302-9743, isbn 3-540-25912-0, 3Vol, Part2, 897-903Conference Paper
Majority orienting model for the oscillation of market priceTAKAHASHI, H; ITOH, Y.The European physical journal. B, Condensed matter physics. 2004, Vol 37, Num 2, pp 271-274, issn 1434-6028, 4 p.Article
Étude de la mémoire longue des actions de l'indice CAC 40 = Analysis of the long memeory of the stock returns of the CAC 40 indexVIVIANI, Jean-Laurent.Journal de la Société française de statistique. 2001, Vol 142, Num 2, pp 65-79, issn 1625-7421, 15 p.Article
The structural relationship between financial ratios and capital asset pricingÖSTERMARK, R; AALTONEN, J.International journal of systems science. 1995, Vol 26, Num 5, pp 1129-1152, issn 0020-7721Article
Portfolio selection in downside risk optimization approach: application to the Hong Kong stock marketFEIRING, B. R; WUILAM WONG; POON, M et al.International journal of systems science. 1994, Vol 25, Num 11, pp 1921-1929, issn 0020-7721Article
Investigation of major international and Turkish companies via hierarchical methods and bootstrap approachKANTAR, E; DEVIREN, B; KESKIN, M et al.The European physical journal. B, Condensed matter physics (Print). 2011, Vol 84, Num 2, pp 339-350, issn 1434-6028, 12 p.Article