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Modeling stock market dynamics based on conservation principles
Alvarez-Ramirez, Jose; Ibarra-Valdez, Carlos - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 493-511
conservation principles and consists of a series of differential equations describing the dynamics of assets trading, and a … other traders). In this way, the dynamics of the assets and its price are determined by the trading dynamics. An equilibrium … trading activity is based on trader groups and an infinitely divisible asset. Numerical simulations show that even a single …
Persistent link: https://www.econbiz.de/10010874377
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Capital gains and trading
Lei, Xiaoyan; Zhou, Yuegang; Zhu, Xiaoneng - In: Journal of International Financial Markets, … 32 (2014) C, pp. 167-183
This paper verifies that prospect theory preferences and speculative motives are drivers of trading in relation to … selling as profits increase, in line with speculative motives. The trading-gains relation is more prominent for stocks with a …
Persistent link: https://www.econbiz.de/10010906344
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Modeling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - Department of Economics and Finance, College of … - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics. Improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal....
Persistent link: https://www.econbiz.de/10010907447
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The Use of Nutrient Assimilation Services in Performance-based Water Quality Incentive Programs
Stephenson, Kurt; Shabman, Leonard A. - Southern Agricultural Economics Association - SAEA - 2013
agricultural nonpoint source reductions in the context of water quality credit trading and payment for environmental services …
Persistent link: https://www.econbiz.de/10010914985
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Implications of Current and Alternative Water Allocation Policies in the Bow River Sub Basin of Southern Alberta
Ali, Md Kamar; Klein, Kurt K. - Agricultural and Applied Economics Association - AAEA - 2013
other alternative (People First, proportional reduction, and trading) policies are investigated to address potential water …
Persistent link: https://www.econbiz.de/10010916149
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Index Future Trading, Spot Volatility And Market Efficiency.
Chen, Zonghao - In: Journal of Management Sciences 1 (2014) 2, pp. 73-101
This paper examines the impact of the listing of index futures trading on spot market volatility, market efficiency and … futures trading in S&P500, Nikkei 225, ASX all Ordinaries, and an equally weighted international portfolio. Additionally, this …
Persistent link: https://www.econbiz.de/10010933771
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Liquidity Shocks and Stock Bubbles
Nneji, Ogonna - Henley Business School, University of Reading - 2013
than funding liquidity. Third, liquidity shocks provide warning signals of impending bubble collapses. A trading rule based …
Persistent link: https://www.econbiz.de/10010937357
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Vertical integration, competition, and financial exchanges: Is there grain in the silo?
Juranek, Steffen; Walz, Uwe - Center for Financial Studies - 2010
, consisting of trading, clearing and settlement. We thereby focus on firms' decisions but also look on the implications of these …
Persistent link: https://www.econbiz.de/10010958700
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The Development of Mixed Portfolios Using Risk Covering Strategies
Eliza, Micu Angela; Doina, Iacob - In: Ovidius University Annals, Economic Sciences Series XI (2011) 1, pp. 1303-1308
The transactions on the future markets represent a form of investment with a high degree of amplification of the effects, in which the movements of the prices can be fast and extensive. For these reasons the future markets represent an extremely attractive environment for the people who have a...
Persistent link: https://www.econbiz.de/10010926001
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The Elaboration of the Mixed Portfolios by Using Complex Strategies of Options Trading
Eliza, Micu Angela; Doina, Iacob - In: Ovidius University Annals, Economic Sciences Series XI (2011) 1, pp. 1309-1314
In this research paper I am going to use some of the complex strategies of options trading, with the help of an MCAE …
Persistent link: https://www.econbiz.de/10010926060