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Scientific Observations on Financial Markets

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The Use of Knowledge in Society

"The Use of Knowledge in Society" is an academic paper written by economist Friedrich Hayek, that was first published in 1945. At that time a clear counterargument to a planned and centralized economy, it is more actual than ever!

Friedrich A. Hayek
The American Economic Review, September 1945

How ETFs Amplify the Global Financial Cycle in Emerging Markets

Nathan Converse, Eduardo Levy-Yeyati, and Tomas Williams
Board of Governors of the Federal Reserve System,  International Finance Discussion Papers (IFDP), January 2020

The memory of stock return volatility: Asset pricing implications

Duc Binh Benno Nguyen, Marcel Prokopczuk, Philipp Sibbertsen
Journal of Financial Markets, 23 January 2019

Currency Competition in Switzerland, 1826 -1850

"Currency competition provided a stable monetary standard in those Swiss cantons that deregulated their financial systems after liberal revolutions in the 1830s and 40s."

Ernst Juerg Weber
Kyklos, Volume 41, Issue 3, August 1988

Forecasting Current-Quarter U.S. Exports Using Satellite Data

Jun Nie and Amy Oksol
Federal Reserve Bank of Kansas City, Economic Review, Second Quarter 2018

Investors' Personality Influences Investment Decisions: Experimental Evidence on Extraversion and Neuroticism

"The authors find that extraversion and neuroticism significantly influence individuals' behavior in the experimental asset market."

Andreas Oehler, Stefan Wendt, Florian Wedlich & Matthias Horn
Journal of Behavioral Finance, Volume 19, 2018 - Issue 1

Archetypes as Triggers of Financial Bubbles

"The author aims to demonstrate the workings of archetypes and proposes a measurement methodology designed to capture the subliminal forces that influence investment decisions."

Niklas Hageback
Journal of Behavioral Finance, Volume 18, 2017 - Issue 1

Explaining the High P/E Ratios: The Message from the Gordon Model

Heinz Zimmermann
The Journal Of Investment Management, Vol. 16 No.4, 2018

Finance vs. Wal-Mart: Why are Financial Services so Expensive?

"In the absence of evidence that increased trading led to either better prices or better risk sharing, we would have to conclude that the finance industry's share of GDP is about 2 percentage points higher than it needs to be and this would represent an annual misallocation of resources of about $280 billions for the U.S. "

Thomas Philippon
New York University

Does the Yield Curve Really Forecast Recession?

It's well known that in the United States recessions are often preceded by an inversion of the yield curve. Is there any economic rationale for this?

David Andolfatto, Andrew Spewak
Federal Reserve Bank of St. Louis, Economic Synopses, No. 30, 2018
Articles: 1-10 / 16
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