Characterizing revealing and arbitrage-free financial markets

In fact, the most striking inconsistency in this model lies in the figure 4 curve, which represents the « liberal » situation. It is almost periodical after nine years, which

We show that bubbles emerge if agents believe that they exist. Thus, ex- pectations of agents are self-fulfilling. Results suggest that when banks face capital requirements based

16 To check the “wishful thinking” hypothesis, we test whether initial individual beliefs depend on the initial (random) endowment of shares. The GLS regression of ranked

L’estimation des débits des eaux pluviales a pour objectif de pouvoir dimensionner le réseau d’assainissement et les ouvrages annexes (déversoir d’orage, bassin

Anomalies of dynamic height derived from an analysis of Argo profiling buoys data are analysed to assess the relative roles of contributions from temperature and salinity over the

L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des

Absolute scale level populations as functions of time, detuning, intensity, relative intensity of polarizations, and starting parameters are

Measurements of the normalized inclusive 2-, 3-, and 4-jet cross sections differential in the azimuthal angular separa- tion Δφ 1,2 and of the normalized inclusive 3- and 4-jet