Blar i Norges Banks vitenarkiv på emneord "financial markets"

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    • Comparing Behavioural Heterogeneity Across Asset Classes 

      Hommes, Cars H.; Zwinkels, Remco C.J.; ter Ellen, Saskia (Working Papers;12/2017, Working paper, 2017)
      We estimate a generic agent-based model in which agents have heterogeneous beliefs about the future price to see to what extent behaviour differs across assets, and what this implies for market stability. We find evidence ...

    • 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 ...

    • Nowcasting Norwegian GDP: The Role of Asset Prices in a Small Open Economy 

      Aastveit, Knut Are; Trovik, Tørres G. (Working Papers;9/2007, Working paper, 2007)
      This paper finds that asset prices on Oslo Stock Exchange is the single most important block of data to improve estimates of current quarter GDP in Norway. Other important blocks of data are labor market data and industrial ...