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SSRN Electronic Journal, 2011 This paper provides a brief exposition of financial markets in Post Keynesian economics. Inspired by John Maynard Keynes's path-breaking insights into the role of liquidity and finance in monetary production economies Post Keynesian economics offers a refreshing alternative to mainstream (mis)conceptions in this area.
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Russian Economic Developments, 2012 In December 2012, the Russian financial markets demonstrated a similar trend to the previous months, characterized by significant volatility. An average monthly trading volume of the Russian Federation for the period increased by 4%, while the market for government securities and futures decreased by 2% and 4%, respectively.
Natalia Burkova, Elizaveta Khudko
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Institutional Markets, Financial Marketing, and Financial Innovation
The Journal of Finance, 1989ABSTRACTFirms and institutions are monitored and controlled through a complex set of implicit and explicit contractual relations. Because of these agency theoretic relations, institutional behavior in financial markets is not a simple reflection of the preference structures of individuals.
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Financial Market Dislocations [PDF]
Review of Financial Studies, 2011 Dislocations occur when financial markets, operating under stressful conditions, experience large, widespread asset mispricings. This study documents systematic dislocations in world capital markets and the importance of their fluctuations for expected asset returns.
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2008
Laboratory financial markets allow human subjects to trade assets under conditions controlled by the researcher. By varying the conditions — such as the trading format, or the timing and content of private information — the researcher can make direct and sharp inferences.
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Laboratory financial markets allow human subjects to trade assets under conditions controlled by the researcher. By varying the conditions — such as the trading format, or the timing and content of private information — the researcher can make direct and sharp inferences.
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Financial Markets and Cliometrics [PDF]
, 2014 The study of financial markets is a growing part of cliometrics for at least three reasons. First, appreciation of the role financial markets played in the rise and spread of capitalism has grown, along with concerns about financial crises. Second, accessibility to the immense amount of data generated by financial markets keeps improving thanks to ...
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2021
The description of a financial market through stochastic processes is fundamental for solving an dynamic optimisation problem. In particular, in this chapter we show how to check whether a market is arbitrage free and complete. We will always assume that the financial market is arbitrage free, since this is an obvious assumption that no model can ...
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The description of a financial market through stochastic processes is fundamental for solving an dynamic optimisation problem. In particular, in this chapter we show how to check whether a market is arbitrage free and complete. We will always assume that the financial market is arbitrage free, since this is an obvious assumption that no model can ...
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Financial Intermediation and Financial Markets
2005Financial intermediation is the process of transferring sums of money from economic agents with surplus funds to economic agents that would like to utilize those funds. The key to understanding the process and the range of financial instruments available lies in recognizing that economic agents are a heterogeneous bunch having very different financial ...
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2011
In this chapter we introduce the financial markets which will appear in our applications. In Section 3.1 a financial market in discrete time is presented. A prominent example is the binomial model. However, we do not restrict to finite probability spaces in general.
Nicole Bäuerle, Ulrich Rieder
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In this chapter we introduce the financial markets which will appear in our applications. In Section 3.1 a financial market in discrete time is presented. A prominent example is the binomial model. However, we do not restrict to finite probability spaces in general.
Nicole Bäuerle, Ulrich Rieder
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IMITATION IN FINANCIAL MARKETS
International Journal of Theoretical and Applied Finance, 2000It is believed that trading agents often imitate the behaviour of those around them. In its excessive form this imitation can help lead to large increases or decreases in asset-prices over a small time, often described as bubbles and crashes. In this paper we examine a model in which rational agents repeatedly trade one asset whose price is influenced
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