Results 21 to 30 of about 1,608,678 (297)
Commodity markets, price limiters and speculative price dynamics [PDF]
Journal of Economic Dynamics and Control, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
He, Xue-Zhong, Westerhoff, Frank H.
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The Effects of Price Limit Change on the Trade Volume Shares and Return for Companies Listed in Tehran Stock Exchange (TSE) [PDF]
مجله دانش حسابداری, 2013 In this study the effect of “changing the amount of price limit” on “stock returns” and “volume shares” in listed companies of Tehran Stock Exchange has been studied. The purpose of this study is to survey the information contents of “changing the amount
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General Compound Hawkes Processes in Limit Order Books
Risks, 2020 In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books.
Anatoliy Swishchuk, Aiden Huffman
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Oligopoly limit-pricing in the lab [PDF]
Games and Economic Behavior, 2006 We examine the behavior of senders and receivers in the context of oligopoly limit pricing experiments in which high prices chosen by two privately informed incumbents may signal to a potential entrant that the industry-wide costs are high and that entry is unprofitable.
Müller, W., Spiegel, Y., Yehezkel, Y.
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The Influence of Daily Price Limit Effects on Price Behavior of Stocks: A Contrarian Investment Strategy Approach [PDF]
مطالعات تجربی حسابداری مالی, 2011 Price limit is a kind of circuit breaker which is used in developing stock exchanges and futures markets to prevent extreme price volatility, price manipulation, and financial crashes.
s.m shariat panahi, A abjadpour
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Pricing of Special-Shaped Pearl Pendant Based on GABORGRANGER [PDF]
E3S Web of Conferences, 2021 In order to gain high innovation value profit of special-shaped pearl pendant on the market, the optimum price of such new product was confirmed in the work using GABOR-GRANGER.
Wu Xuanrun +4 more
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Limit pricing under third-degree price discrimination [PDF]
International Journal of Game Theory, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pires, Cesaltina, Jorge, Sílvia
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The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2009 According to stock price excessive volatility in Tehran stock exchange, the price limit mechanism is utilized in order to making the price fluctuation narrow and based on the specific periods, the price limit has encountered some variations which price ...
Gholamreza Eslami-Bidgoli +2 more
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PLoS ONE, 2023 Home-purchase limit is a unique administrative housing policy of China and has non-negligible influences on the housing price. The objective of this study is to analyze the spillover effect of home-purchase limit policy on housing prices in 35 large and ...
Guancen Wu, Wenjing Guo, Xing Niu
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Price dynamics in a Markovian limit order market [PDF]
, 2011 We propose and study a simple stochastic model for the dynamics of a limit order book, in which arrivals of market order, limit orders and order cancellations are described in terms of a Markovian queueing system. Through its analytical tractability, the
Cont, Rama, De Larrard, Adrien
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