"BEHAVIORAL ECONOMETRIC" INTERPRETATION OF DYNAMIC SUPPLY AND DEMAND FUNCTIONS IN A MARKET PRICING MODEL

DOI10.1142/S0219024901001152MaRDI QIDQ3523593zbMATH OpenOpenAlexFDO

Authors J. K. Wang

Publication date 3 September 2008

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219024901001152

zbMATH Keywords

tatonnementbehavioral economicsmarket pricingcomplex deterministic systems

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Microeconomic theory (price theory and economic markets) (91B24) Multisectoral models in economics (91B66)

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(10)

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• A dynamical approach to stock market fluctuations
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• A behavioral finance-based tick-by-tick model for price and volume
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• Generation of predictive price and trading volume patterns in a model of dynamically evolving free market supply and demand
• Supply based on demand dynamical model
• Investors' interacting demand and supply curves for common stocks
• The relationship between supply and demand in stock markets and differential equations of stock price
• Discussion of: ``From lab experiment to the field: the case of a price formation model based on laboratory findings

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