for empirical testing is that its price data are calculated as the volume-weighted average of all prices reported across the various exchange markets. This gives an average price that, arguably, may be most representative of the aggregate market (Koutmos and Payne...
(2021) have investigated the relationship between speculative culture and he decline in corporate stock prices. Their findings indicated that companies situated in regions with a prevalent speculative culture face increased risks of stock price declines. However, the heightened supervision from stakeholders...
Owing to these challenging attributes, various research endeavors have been undertaken to effectively forecast future currency prices in foreign exchange with precision. The studies performed have built models utilizing statistical methods, being the Monte Carlo algorithm the most popular. In this study, ...
The rapid pace of globalization over the last decade or so, together with the deregulation of financial markets, has raised concerns about the increasing fragility of the world financial markets. However, as Kindleberger (1996) has shown in hisManias, Panics and Crashes, the problems of the inst...
This paper examines how market prices, volume, and traders' dividend expectations respond to public information releases in laboratory markets for a long-lived financial asset. The objective is to study deviations from the symmetric info... AB Gillette,DE Stevens,SG Watts,... - 《Contemporary Acc...
Owing to these challenging attributes, various research endeavors have been undertaken to effectively forecast future currency prices in foreign exchange with precision. The studies performed have built models utilizing statistical methods, being the Monte Carlo algorithm the most popular. In this study, ...
In addition, this process is a source of information for market participants that cause prices to move when they affect the market maker's beliefs about the stock value [28]. Jiang et al. identify jumps in U.S. Treasury-bond prices and investigate what causes such unexpected large price ...