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Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison

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New Drivers of Performance in a Changing Financial World

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Abstract

Capital markets are characterized by significant differences in investors’ attitudes and expectations that, as a rule, determine unusual price dynamics that are unlike those suggested by classical linear models (Westerhoff, 2005).

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Authors
  1. Gianluca Mattarocci
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Editor information

Editors and Affiliations

  1. University of Rome ‘Tor Vergata’, Italy

    Alessandro Carretta (full professor in Financial Markets and Institutions and director of the PhD programme in Banking and Finance) (full professor in Financial Markets and Institutions and director of the PhD programme in Banking and Finance)

  2. Faculty of Economics ‘Federico Caffè’, University of Rome III, Italy

    Franco Fiordelisi MA, PhD (professor in Banking and Finance) (professor in Banking and Finance)

  3. Faculty of Economics, University of Rome ‘Tor Vergata’, Italy

    Gianluca Mattarocci MA, PhD (lecturer of Economics and Management of Financial Intermediaries) (lecturer of Economics and Management of Financial Intermediaries)

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© 2009 Gianluca Mattarocci

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Cite this chapter

Mattarocci, G. (2009). Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison. In: Carretta, A., Fiordelisi, F., Mattarocci, G. (eds) New Drivers of Performance in a Changing Financial World. Palgrave Macmillan Studies in Banking and Financial Institutions. Palgrave Macmillan, London. https://doi.org/10.1057/9780230594814_6

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