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Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least qualitatively. The dynamics of market…

Computational Finance · Quantitative Finance 2010-04-12 Stefan Reimann , Andreas Tupak

Time series momentum strategies are widely applied in the quantitative financial industry and its academic research has grown rapidly since the work of Moskowitz, Ooi and Pedersen (2012). However, trading signals are usually obtained via…

Statistical Finance · Quantitative Finance 2021-11-09 Bruno P. C. Levy , Hedibert F. Lopes

Customer churn describes terminating a relationship with a business or reducing customer engagement over a specific period. Two main business marketing strategies play vital roles to increase market share dollar-value: gaining new and…

Machine Learning · Computer Science 2023-04-24 David Hason Rudd , Huan Huo , Guandong Xu

This study tries to examine the influence of salesperson's customer orientation on customer loyalty. Customer orientation is the approach taken by a salesperson to improve customer relationship and increase sales. Many organizations prefer…

Applications · Statistics 2021-03-03 Prathamesh Muzumdar , George Kurian

Crowding is most likely an important factor in the deterioration of strategy performance, the increase of trading costs and the development of systemic risk. We study the imprints of \emph{crowding} on both anonymous market data and a large…

Trading and Market Microstructure · Quantitative Finance 2020-01-14 Valerio Volpati , Michael Benzaquen , Zoltan Eisler , Iacopo Mastromatteo , Bence Toth , Jean-Philippe Bouchaud

This paper describes the dependence of market-based statistical moments of returns on statistical moments and correlations of the current and past trade values. We use Markowitz's definition of value weighted return of a portfolio as the…

General Economics · Economics 2026-02-17 Victor Olkhov

We describe how the market-based average and volatility of the "actual" return, which the investors gain within their market sales, depend on the statistical moments, volatilities, and correlations of the current and past market trade…

General Economics · Economics 2024-02-22 Victor Olkhov

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We study several aspects of the so-called low-vol and low-beta anomalies, some already documented (such as the universality of the effect over different geographical zones), others hitherto not clearly discussed in the literature. Our most…

Portfolio Management · Quantitative Finance 2015-10-08 S. Ciliberti , Y. Lempérière , A. Beveratos , G. Simon , L. Laloux , M. Potters , J. P. Bouchaud

Search prominence may have a detrimental impact on a firm's profits in the presence of costly product returns. We analyze the impact of search prominence on firm profitability in a duopoly search model, considering the presence of costly…

Theoretical Economics · Economics 2024-10-10 Sanxi Li , Jun Yu , Mingsheng Zhang

Stock correlations is crucial to asset pricing, investor decision-making, and financial risk regulations. However, microscopic explanation based on agent-based modeling is still lacking. We here propose a model derived from minority game…

Computational Finance · Quantitative Finance 2018-03-26 Ming-Yuan Yang , Sai-Ping Li , Li-Xin Zhong , Fei Ren

We demonstrate that minority mechanisms arise in the dynamics of markets because of effects of price impact; accordingly the relative importance of minority and delayed majority mechanisms depends on the frequency of trading. We then use…

Statistical Mechanics · Physics 2008-12-02 Damien Challet , Tobias Galla

I analyze a novel reputation game between a patient seller and a sequence of myopic consumers, in which the consumers have limited memories and do not know the exact sequence of the seller's actions. I focus on the case where each consumer…

Theoretical Economics · Economics 2023-01-31 Harry Pei

With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded volatility model, we may eliminate or generate the…

Statistical Finance · Quantitative Finance 2012-02-03 J. Shen , B. Zheng

We derive a specific functional form for factor alpha decay -- hyperbolic decay alpha(t) = K/(1+lambda*t) -- from a game-theoretic equilibrium model, and test it against linear and exponential alternatives. Using eight Fama-French factors…

Portfolio Management · Quantitative Finance 2025-12-30 Chorok Lee

I study a social learning model in which the object to learn is a strategic player's endogenous actions rather than an exogenous state. A patient seller faces a sequence of buyers and decides whether to build a reputation for supplying high…

Theoretical Economics · Economics 2020-11-03 Harry Pei

The performance of trend following strategies can be ascribed to the difference between long-term and short-term realized variance. We revisit this general result and show that it holds for various definitions of trend strategies. This…

General Finance · Quantitative Finance 2016-07-11 Tung-Lam Dao , Trung-Tu Nguyen , Cyril Deremble , Yves Lempérière , Jean-Philippe Bouchaud , Marc Potters

In the post-epidemic era, consumption recovery has obvious time and space transmission laws, and there are different valuation criteria for consumption segments. Using the A-share data of the consumption recovery stage from January to April…

General Economics · Economics 2024-01-26 Wenbo Lyu

We propose a continuum model for the description of buyer and seller dynamics in an Internet market. The relevant variables are the research effort of buyers and the sellers' reputation building process. We show that, if a commercial…

Physics and Society · Physics 2009-11-07 Paolo Laureti , Frantisek Slanina , Yi-Kuo Yu , Yi-Cheng Zhang

We uncover a large and significant low-minus-high rank effect for commodities across two centuries. There is nothing anomalous about this anomaly, nor is it clear how it can be arbitraged away. Using nonparametric econometric methods, we…

General Finance · Quantitative Finance 2016-07-27 Ricardo T. Fernholz , Christoffer Koch