Relevant bibliographies by topics / Formation of the price

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  1. Dissertations / Theses

Academic literature on the topic 'Formation of the price'

Author: Grafiati
Published: 4 June 2021
Last updated: 2 February 2022

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Dissertations / Theses on the topic "Formation of the price"

1

Du, Preez Johan. "Price formation under uncertainty." Master's thesis, University of Cape Town, 2003. http://hdl.handle.net/11427/14975.

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Bibliography: leaves 170-173.<br>The analysis presented in this thesis is aimed at better understanding the role of expectations to the price formation process. Since general competitive analysis lacks a coherent explanation of how expectations are formulated it is difficult to promote theories that assume agents have no structural knowledge in favour of theories that assume agents have significant structural knowledge, e.g. rational expectations hypothesis versus the theory of rational beliefs. Accordingly, empirical evidence is presented to support analyses of models in which agents are not
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2

Aulton, Anneliese Julia. "A theoretical and econometric analysis of agricultural futures markets and the implications for agricultural policy reform." Thesis, University of Nottingham, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.318297.

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3

Nilsson, Pia. "Price Formation in Real Estate Markets." Doctoral thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-20736.

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This thesis includes an introductory chapter and four individual papers. The papers are held together by concepts associated with price formation in real estate markets, differentiated goods and the local character of land and housing markets. The first two papers focus on the markets for land and agricultural property and the two succeeding studies on housing markets. The first study examines regional variations of Swedish agricultural land prices. The associated empirical model follows the form of earlier literature in testing the influence of expected returns from the current agricultural u
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4

Säfvenblad, Patrik. "Price formation in multi-asset securities markets." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-855.

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This volume is a collection of three essays relating to the pricing of securities in financial markets, such as stock markets, where a large number of individual securities are traded. Lead-Lag Effects in a Competitive REE MarketThis essay introduces a model of cross-security information aggregation. The model is essentially an extension of Chan (Journal of Finance, 1993) to the case of simultaneous auction markets where revealed information is correlated across securities.The model provides clear predictions of lead-lag effects between securities returns. Several of the model's predictions ar
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5

Säfvenblad, Patrik. "Price formation in multi-asset securities markets /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/455.htm.

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6

Friberg, Kent. "Essays on Wage and Price Formation in Sweden." Doctoral thesis, Stockholm : Department of Economics, Stockholm University, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-304.

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7

Omar, Ayman M. A. A. "Selected aspects of price formation in commodity markets." Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/37174.

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The thesis is driven by the strategic importance of crude oil, and aims to contribute to the knowledge on crude oil pricing and markets by conducting three investigative undertakings. The first examines the ability of crude petroleum to act as a safe haven asset for investors in equity markets around the start of international violent conflicts and wars. The second investigates the price differentials between US domestic benchmark crudes and the global marker Brent around the start of upstream production disruptions. The third empirical examination explores the presence of abnormal behaviour i
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8

Watson, Iain. "Internal reference price formation in support of UK and US grocery retail price decision-making." Thesis, Heriot-Watt University, 2013. http://hdl.handle.net/10399/2630.

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UK and US grocery retailers operate with narrow profit margins; the shelf price of each product sold has a direct affect on these profits. Despite the importance of pricing, grocers adopt sub-optimal risk mitigation tactics rather than profit maximization. Part of a grocer’s perceived pricing risk is their lack of any understanding of customer product price expectation. The academic concept of Internal Reference Price (IRP) represents that price expectation but, despite a large body of research, IRP does not appear to be used in UK or US grocery pricing. This is due in part to academics’ lack
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9

Bebbington, P. A. "Studies in informational price formation, prediction markets, and trading." Thesis, University College London (University of London), 2017. http://discovery.ucl.ac.uk/1563501/.

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This thesis is a collection of three separate studies -- but split into four chapters -- which address the underlying issues in the nature and dynamics of markets. The studies investigate price-formation in the presence of noisy asymmetric information flow to a synthetic market, the statistical behaviour of in-play predictive markets and a reformulation of the Markowitz portfolio optimisation for financial market securities into the time-domain. The first study looks to examine modern in-play gambling or predictive markets, in particular, horse racing markets. Since the advent of online sports
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10

Jottreau, Benoît. "Financial models and price formation : applications to sport betting." Thesis, Paris Est, 2009. http://www.theses.fr/2009PEST1031.

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Cette thèse est composée de quatre chapitres. Le premier chapitre traite de l'évaluation de produits financiers dans un modèle comportant un saut pour l'actif risque. Ce saut représente la faillite de l'entreprise correspondante. On étudie alors l'évaluation des prix d'options par indifférence d'utilité dans un cadre d'utilité exponentielle. Par des techniques de programmation dynamique on montre que le prix d'un Bond est solution d'une équation différentielle et le prix d'options dépendantes de l'actif est solution d'une équation aux dérives partielles d'Hamilton-Jacobi-Bellman. Le saut dans
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