Daniele Giachini

Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)

Piazza Martiri della Liberta, 33

Pisa , I-56127

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

92

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Momentum and Reversal in Financial Markets with Persistent Heterogeneity

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 03/WP/2018
Number of pages: 39 Posted: 16 Feb 2018
Giulio Bottazzi, Pietro Dindo and Daniele Giachini
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), Ca Foscari University of Venice - Dipartimento di Economia and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads 62 (471,622)

Abstract:

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Market Efficiency, Heterogeneous Beliefs, Speculation, Short-term Momentum, Long-term Reversal

2.

Long-Run Heterogeneity in an Exchange Economy with Fixed-Mix Traders

Number of pages: 44 Posted: 20 Dec 2015
Giulio Bottazzi, Pietro Dindo and Daniele Giachini
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM), Ca Foscari University of Venice - Dipartimento di Economia and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads 30 (624,063)
Citation 7

Abstract:

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Market Selection Hypothesis; Heterogeneous Beliefs; Evolutionary Finance; Incomplete Markets; Asset Pricing; Generalized Kelly rule.