Journals
Publish with us
Publishing partnerships
About us
Blog
Discrete Dynamics in Nature and Society
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Discrete Dynamics in Nature and Society
/
2015
/
Article
/
Tab 3
/
Research Article
Does Expectation of Correlation Breakdown in Financial Market Fulfill Itself?
Table 3
Correlation between the returns of high-risk and low-risk assets estimated by rational agents (ex-ante correlation).
Initial excess demand
Prevalence in the market
Rational investors
Contrarian speculators
Largely high or low
0.998
0.112
Close to zero
0.000
0.113