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Discrete Dynamics in Nature and Society
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Discrete Dynamics in Nature and Society
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2015
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Article
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Tab 4
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Research Article
Does Expectation of Correlation Breakdown in Financial Market Fulfill Itself?
Table 4
Correlation between the returns of high- and low-risk assets resulting from the simulation of the model (ex-post correlation).
Initial excess demand
Prevalence in the market
Rational investors
Contrarian speculators
Largely high or low
0.971
0.001
Close to zero
0.064
0.207