A kinetic model of stock price returns is presented for the description of the stock price dynamics through an impact of the information signals on investor behaviours. The model incorporates behavioural processes of the influence of the private or public information on the exchange of cash and...

The dependence of stock prices on time is analyzed during major stock market crashes from the beginning of the 1929 Wall Street Crash to recent financial crises. A model of stock price dynamics is presented to describe the stock price decline during stock market crashes. It is shown from daily...

We present a model for stock price and volume behavior during market panic conditions. The model incorporates a mechanism for the share exchange between buyers and sellers while taking into account their cash balances. We analytically show that during market crises, trading volume is inversely...