Speculative markets and the effectiveness of price limits

DOI10.1016/S0165-1889(02)00185-9MaRDI QIDQ951476zbMATH OpenFDO

Authors Frank Westerhoff

Publication date 24 October 2008

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

price limitsspeculative marketstechnical and fundamental trading rules

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Examining the effectiveness of price limits in an artificial stock market
• Speculative behavior and asset price dynamics
• Price limits and stock market volatility.
• Commodity markets, price limiters and speculative price dynamics
• Speculative price dynamics in a heterogeneous agent model

Cites work

• A simple general approach to inference about the tail of a distribution
• Financial markets as nonlinear adaptive evolutionary systems
• From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Price limits and stock market volatility.
• Statistical physics in foreign exchange currency and stock markets
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

Cited in

(20)

• SECURITY MARKETS WITH PRICE LIMITS: A BAYESIAN APPROACH
• Dynamical analysis for a model of asset prices with two delays
• On the specification of noise in two agent-based asset pricing models
• Bifurcation analysis of a non-standard finite difference scheme for a time-delayed model of asset prices
• Speculative behavior and the dynamics of interacting stock markets
• Introducing a price variation limiter mechanism into a behavioral financial market model
• The great crypto crash in September 2018: why did the cryptocurrency market collapse?
• A robust rational route to randomness in a simple asset pricing model
• TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS
• Examining the effectiveness of price limits in an artificial stock market
• Financial power laws: empirical evidence, models, and mechanisms
• Commodity markets, price limiters and speculative price dynamics
• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
• Power-law behaviour, heterogeneity, and trend chasing
• THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS
• Heterogeneous fundamentalists and market maker inventories
• Do price limits help control stock price volatility?
• Price limits and stock market volatility.
• Revisiting Paul de Grauwe's chaotic exchange rate model: new analytical insights and agent-based explorations
• Speculation and destabilisation

This page was built for publication: Speculative markets and the effectiveness of price limits

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951476)