• Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders 

      Liaudinskas, Karolis (Working paper;6/2022, Working paper, 2022)
      This paper studies whether and why algorithmic traders exhibit one of the most broadlydocumented behavioral puzzles – the disposition effect. We use trade data from the NASDAQ Copenhagen Stock Exchange merged with the ...
    • Monetary Policy Decisions – Comparing Theory and "Inside" Information from MPC Members 

      Apel, Mikael; Claussen, Carl Andreas; Gerlach-Kristen, Petra; Lennartsdotter, Petra; Røisland, Øistein (Working Papers;3/2013, Working paper, 2013)
      We analyze the influence of the Taylor rule on US monetary policy by estimating the policy preferences of the Fed within a DSGE framework. The policy preferences are represented by a standard loss function, extended with ...