搜索结果: 16-30 共查到“理论经济学 stock market”相关记录32条 . 查询时间(0.034 秒)
A discussion of stock market speculation by Pierre-Joseph Proudhon
Proudhon speculation stock market
2010/10/20
The object of this contribution is to present the ideas behind the thinking of the French economist Pierre-Joseph Proudhon (1809-1865) in relation to the causes and effects of Stock market speculation...
Mapping markets to the statistical mechanics: the derivatives act against the self-regulation of stock market
statistical mechanics self-regulation of stock market
2010/10/29
Mapping the economy to the some statistical physics models we get strong indications that, in
contrary to the pure stock market, the stock market with derivatives could not self-regulate.
World stock market: more sizeable trend reversal likely in February/March 2010
World stock market sizeable trend
2010/11/2
Based on our ”finance-prediction-oriented” methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor 2, and allows a phenomenon of the ”super...
The level crossing analysis of German stock market index (DAX) and daily oil price time series
stock market index (DAX) oil price time series
2010/10/18
The level crossing analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, $\nu_{\alpha}^+$, where $T_{\alpha} =1/\nu_{\alpha}^+ $ is the a...
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices
Universal nonuniversal world stock market indices
2010/11/2
The investigations of financial markets from a complex network perspective have unveiled many
phenomenological properties, in which the majority of these studies map the financial markets into one co...
Stock Market Trading Via Stochastic Network Optimization
Queueing analysis stochastic control universal
2010/11/2
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of s...
Stock Market and Motion of a Variable Mass Spring
Stock Market Motion of a Variable Mass Spring
2010/11/1
We establish an analogy between the motion of spring whose mass increases linearly with time
and volatile stock markets dynamics within an economic model based on simple temporal demand
and supply f...
Stock market integration in the Latin American markets: further evidence from nonlinear modeling
Stock market integration Latin American marketsp nonlinear modeling
2010/11/1
This article studies the financial integration between the six main Latin American markets and the US market in a nonlinear framework. Using the threshold cointegration techniques of Hansen and Seo (2...
Structural Breaks in the Mexico's Integration into the World Stock Market
International Asset Pricing Segmentation Emerging Markets Structural Breaks
2010/11/1
This article investigates the evolution of the Mexican stock market integration into the world
market. First, we estimate the time-varying Mexican degree of market integration using an
international...
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
stock market crash financial bubble Chinese markets rational expectation bubble herding
2010/11/2
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bi...
Empirical regularities of opening call auction in Chinese stock market
Econophysics Order-driven markets Opening call action Limit-order book Microstructure theory
2010/11/1
We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative pr...
Empirical shape function of limit-order books in the Chinese stock market
Empirical shape function limit-order books Chinese stock market
2010/12/13
We have analyzed the statistical probabilities of limit-order book (LOB) shape through building the book using the ultra-high-frequency data from 23 liquid stocks traded on the Shenzhen Stock Exchange...
Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market
Scaling Memory Effect Volatility Return Interval Chinese Stock Market
2010/12/20
We investigate the probability distribution of the volatility return intervals $\tau$ for the Chinese stock market. We rescale both the probability distribution $P_{q}(\tau)$ and the volatility return...
Critical comparison of several order-book models for stock-market fluctuations
order-book models stock-market fluctuations
2010/12/13
Far-from-equilibrium models of interacting particles in one dimension are used as a basis for modelling the stock-market fluctuations. Particle types and their positions are interpreted as buy and sel...
Toward the Effect of Audit Quality on Earnings Management——Empirical Evidence from Manufacturing Enterprises Listed in Shanghai Stock Market
audit quality earnings management discretionary accruals dual audit non-dual Audit First Ten auditors non-First Ten auditors
2007/7/4
Nowadays, earnings management is a hot issue, but most of the researches focus on the incentives of earnings management and few of them refer to the effect of audit quality on earnings management. In ...