Behavioral Conductance: Why Mispricing Direction is Regime-Conditional

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Yuichiro Tanaka
DOI: 10.5281/zenodo.20307085
Cited by: 2
References: 3

Abstract

The direction of market mispricing is regime-conditional, determined by institutional resistance structure. The dG/dt signal detects mispricing across 10 equity markets and credit markets, with opposite alpha directions in equity (momentum) vs credit (reverse carry). Commercially redacted PUBLIC version.

Fields of Study & Subjects

Banking stability regulation efficiency Financial Markets and Investment Strategies Italy: Economic History and Contemporary Issues

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
23 May 2026