Relevant bibliographies by topics / Market behaviour

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Market behaviour'

Author: Grafiati
Published: 4 June 2021
Last updated: 16 June 2025

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Journal articles on the topic "Market behaviour"

1

Arup, Kumar Sarkar. "Analysis of Individual Investors Behaviour of Stock Market." International Journal of Trend in Scientific Research and Development 1, no. 5 (2017): 922–31. https://doi.org/10.31142/ijtsrd2394.

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At the time of investment investors' emotional inclinations, ingrained thought patterns, psychological biases, and other factors may affect their investment behaviour. In this context the research work has made an analysis of individual investors behavior of stock market and main focusof the study is to analyse the effect of demographic factors and investor awareness on the individual investor behaviour and the study is done by using the primary data collected from the selected stock market investors in Purba and Paschim Medinipur district in West Bengal. The results of the association between demographic factors and individual investor behaviour using chi square test shows that age, educational background and experience has significant effect on the individual investor behaviour in all dimensions. But at the same time occupation has significant effect only on heuristics, prospects and herding dimensions and there is no effect of occupation on the market dimension of individual investor behaviour in stock market in the selected districts. While annual income has significant effect on prospect and herding dimensions but no significant effect on heuristics and market dimensions of investor behaviour in stock market. Analysis of the association between investor awareness and individual investor behaviour shows that knowledge of stock market of an individual investor, following stock market news on T.V and attending seminars affects only his her heuristics, markets and herding behaviour but it does not affect on prospects behaviour of individual investor in Purba and Paschim Medinipur district in West Bengal. Further, the issue of following websites of the NSE or BSE affects individual investor behaviour in stock market on heuristics, markets and herding behaviour but it does not affect on herding behaviour of individual investor in stock market in this two districts. Consultation with licensed brokers or any other intermediary for getting financial advice affect individual investor behaviour in stock market on prospects and markets dimensions but not on heuristics and herding. Arup Kumar Sarkar "Analysis of Individual Investors Behaviour of Stock Market" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-1 | Issue-5 , August 2017, URL: https://www.ijtsrd.com/papers/ijtsrd2394.pdf
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Anuar, Norazura, Zukarnain Zakaria, Rossilah Jamil, and Mohd Roslan Ismail. "The effects of extreme market conditions on investors’ herding behavior in the Malaysian stock market." Edelweiss Applied Science and Technology 8, no. 6 (2024): 2121–32. http://dx.doi.org/10.55214/25768484.v8i6.2393.

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The presence of herding behaviour could cause abnormality and extremely volatile markets, especially in emerging markets. This behaviour has been studied extensively but with inconclusive results. This paper investigates the effects of extreme market conditions on investors’ herding behaviour in the Malaysian stock market. Two common measures for herding behaviour were employed: cross-sectional standard deviation (CSSD) and cross-sectional absolute deviation (CSAD). Data were extracted from the daily closing prices of 346 companies listed on Bursa Malaysia. The study spans from year 2000 to 2019, consisting of pre-crisis, during-crisis and post-crisis, during up- and down-market conditions. The results from CSSD revealed the presence of herding behaviour during the pre-crisis in both extreme up and down-market conditions. In the post-crisis, herding behaviour was observed in extreme up-market conditions. Using CSAD, herding behaviour was prevalent in extreme up-market conditions and post-crisis in extreme down-market conditions. These findings offer additional evidence supporting the existence of herding behaviour during extreme market conditions. Mitigating herding behaviour through enhanced information disclosure and increased investor awareness can improve market quality and reduce volatility.
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Gil-Pareja, Salvador. "Pricing to market behaviour in European car markets." European Economic Review 47, no. 6 (2003): 945–62. http://dx.doi.org/10.1016/s0014-2921(02)00234-9.

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4

Jensen, Jørgen Dejgaard. "Market power behaviour in the Danish food marketing chain." Journal on Chain and Network Science 9, no. 1 (2009): 43–58. http://dx.doi.org/10.3920/jcns2009.x150.

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The paper presents and demonstrates an econometric approach to analysing food industry firms' market pricing behaviour within the framework of translog cost functions and based on firm-level accounts panel data. The study identifies effects that can be interpreted as firms' market power behaviour in output or input markets. The most robust indications of market power behaviour in output markets are found in the pork and poultry processing sectors, as well as for firms in the bakeries sector. On the other hand, the most robust market power behaviour indications regarding input markets are found for poultry processing. In general, the patterns with regard to market power behaviour seem to be more clearly identified in the processing sectors than in the distribution sectors.
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Mittal, Satish K., and Sonal Jain. "Stock Market Behaviour: Evidences from Indian Market." Vision: The Journal of Business Perspective 13, no. 3 (2009): 19–29. http://dx.doi.org/10.1177/097226290901300302.

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A. Itasanmi, Sunday, and Jegede Tosin E. "Investigation of Market Women’s Environmental Knowledge, Attitude and Behaviour in Nigerian City of Ibadan." International Journal of Education and Literacy Studies 7, no. 4 (2019): 76. http://dx.doi.org/10.7575/aiac.ijels.v.7n.4p.76.

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This study assessed the environmental knowledge, attitude and behaviour among market women in the Nigerian city of Ibadan, Oyo State. A quantitative research design was adopted and 403 market women were randomly selected from different markets in Ibadan. Questionnaire items adapted from Fah and Sirisena (2014) and Abdullahi and Tuna (2014) were pilot-tested among female artisans in Ibadan. Data collected from the study were analyzed using frequency counts, simple percentages, ANOVA, and regression analysis. Results of the analysis revealed that market women have good knowledge about erosion, water pollution, amongst others but lack knowledge in the area of soil degradation. Market women also have pro-environmental attitude based on their responses and they exhibit environmentally responsible behaviours in the area of tree planting, refuse disposal etc. but display irresponsible environmental behaviour by not switching off electricity gadgets when not in use. The findings also showed that there is a significant effect of environmental knowledge on environmental attitude, environmental attitude on environmental behaviour and the joint effects of environmental knowledge and attitude on environmental behaviour among market women.
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7

Sarkar, Arup Kumar. "Analysis of Individual Investors Behaviour of Stock Market." International Journal of Trend in Scientific Research and Development Volume-1, Issue-5 (2017): 922–31. http://dx.doi.org/10.31142/ijtsrd2394.

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8

Sanjay, Golluru, and Ghanathe Ramesh. "Study on Investor Buying behaviour on Derivative Market." International Journal of Research Publication and Reviews 5, no. 1 (2024): 2042–47. http://dx.doi.org/10.55248/gengpi.5.0124.0233.

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Chaffai, Mustapha, and Imed Medhioub. "Herding behavior in Islamic GCC stock market: a daily analysis." International Journal of Islamic and Middle Eastern Finance and Management 11, no. 2 (2018): 182–93. http://dx.doi.org/10.1108/imefm-08-2017-0220.

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Purpose This paper aims to examine the presence of herd behaviour in the Islamic Gulf Cooperation Council (GCC) stock markets following the methodology given by Chiang and Zheng (2010). Generalized auto regressive conditional heteroskedasticity (GARCH)-type models and quantile regression analysis are used and applied to daily data ranging from 3 January 2010 to 28 July 2016. Results show evidence of herd behaviour in the GCC stock markets. When the data are divided into down and up market periods, herd information is found to be statistically significant and negative during upward market periods only. These results are similar to those reported in some emerging markets such as China, Japan and Hong Kong, where stock returns perform more similarly during down market periods and differently during rising markets. Design/methodology/approach The authors present a brief literature on herd behaviour. Second, the authors provide some specificity of the GCC Islamic stock market, followed by the presentation of the methodology and the data, results and their interpretation. Findings The authors take into account the difference existing in market conditions and find evidence of herding behaviour during rising markets only for GCC markets. This result was confirmed after using the quantile regression method, as evidence of herding was observed only in highly extreme periods. Stock returns perform more similarly when market is down in Islamic GCC stock market. Research limitations/implications The research limitation consists in the fact that this work can be extended to compare the GCC stock markets with other markets in Asia such as Malaysia and Indonesia. Practical implications The principal implication consists in the fact that herding behaviour is limited in the GCC markets and Islamic finance can have an important contribution to moderate the behaviour in the financial markets. Social implications The work focusses on the role of ethics in the financial markets and their ability to reduce the impact of behavioural biases. Originality/value The paper studies the behaviour of investors in the Islamic financial markets and gives an idea about the importance of the behaviour in this particular market regarding its characteristics.
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Bocharova, Yu H., Yu B. Lyzhnyk, and І. V. Shapovalova. "MICROECONOMIC MODELING OF CONSUMER BEHAVIOUR IN THE FOOD MARKET OF UKRAINE." Visnyk of Donetsk National University of Economics and Trade named after Mykhailo Tugan-Baranovsky, no. 2 (77) (2022): 64–72. http://dx.doi.org/10.33274/2079-4819-2022-77-2-64-72.

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Objective. The objective of the article is to determine the main features of consumer behaviour models in food markets on the basis of domestic and global experience of modeling consumer behavior; to investigate the impact of war on changes in both the psychology of consumer behaviour and changes in the activity of the markets themselves in order to take them into account in the process of modeling consumer behaviour in the future. Methods. The theoretical and methodological basis of the research are the scientific works of foreign and domestic scientists. Dialectical method of learning processes and phenomena (for a general study of the issue of modeling consumer behaviour in the Ukrainian food market); monographic (for analysis and generalization of the theoretical foundations of consumer behaviour modeling); graphic (to display consumer preferences for different categories of goods, peculiarities of purchasing behaviour of Ukrainian consumers during the war and factors influencing consumer choice); index (to assess changes in consumer preferences for different categories of goods); abstract-logical method (for evaluating statistical data and for forming the resulting research conclusions). Results. The components and features of modeling consumer behaviour and the process of making a consumer choice in the food market are considered, the main features that distinguish the food market from other markets are determined. A classification of consumer behaviour modeling types in food markets is proposed. In the subsequent research, it is found out how the consumer goods market of Ukraine changes during the war. The growth of prices for goods in the consumer basket and the restoration and redistribution of logistics supply chains are analyzed. The levels of elasticity of demand for various groups of products are analyzed and it is found that during the war, only 7% of Ukrainian consumers do not limit themselves when buying food products. The main influencing factor on consumer behaviour on the food market in Ukraine is the purchasing power of the population and the level of income of consumers. The study of influencing factors on the consumer's choice of a certain product brand makes it possible to find out that the issues of supporting the army, volunteers, state language and politics take the first places among consumer preferences when choosing a certain product brand. The model of influencing factors on the changing consumer behaviour in the food market of Ukraine during the war is proposed; three main groups of influencing factors that change consumer behaviour in food markets during the war are determined.
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Dissertations / Theses on the topic "Market behaviour"

1

Jackson, Andrew Rhys. "Market participant behaviour and equity market dynamics." Thesis, London Business School (University of London), 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.408644.

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Bryan, Mark L. "Essays in labour market behaviour." Thesis, University of Essex, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416708.

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Tran, Mai Ngoc. "Essays on stock market behaviour." Thesis, University of Birmingham, 2018. http://etheses.bham.ac.uk//id/eprint/8776/.

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This thesis consists of three empirical essays on certain aspects of the behaviour of the stock market. The first study measures the impact of political reform on stock market volatility in Southeast Asian countries using a GARCH-family of model. We find that these major political changes have positive impact on the stability of the stock market. The second study employs an Autoregressive Distributed Lag model and Toda-Yamamoto (1995) Granger causality test to assess the interaction between Thailand's stock market and macroeconomic variables. We find long-run and short-run interactions exists between the stock market index and macro variables. The third study provides another look at the volatility of the stock exchange through variance decomposition. With a short-length dataset from Thailand, we find that discount rate news and cash flow news are equally important.
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Alagidede, Paul. "Market efficiency and stock return behaviour in Africa's emerging equity markets." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8093.

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The widespread creation of stock markets in developing countries is one of the most conspicuous features of international financial development in the past three decades. The number of stock markets in Africa increased from only six before 1989 to 21 by 2004. The quest for long-term capital for development and the increasing role played by stock markets in the efficient allocation of resources made the stock market culture inevitable in most cases. 'Africa's emerging markets represent a fast growing part of the world economy, and empirical evidence suggests that they have low, even negative, correlations with the more developed financial markets. Thus inclusion of African assets in a mean-variance efficient portfolio could significantly reduce portfolio volatility and increase expected returns. In spite of these facts, little is known about Africa's markets. Although the Efficient Markets Hypothesis (EMH) has been with us for nearly five decades, and knowledge of stock return behaviour has been accumulating in emerging market economies of Asia and Latin America, Africa's markets continue to escape the attention of the research community. This thesis contributes to our knowledge of the dynamic behaviour of stock returns in Africa's biggest markets (South Africa, Egypt, Nigeria, Kenya, Tunisia and Morocco). The novelty of this study rests on applying a variety of econometric techniques and which leads to the following conclusions: Weak form efficiency is rejected for all the markets; however, this is discussed with reference to the institutional characteristics of the markets studied (i. e., capitalisation, turn over, liquidity and information and legal architecture). Seasonal patterns exist in African stock returns: however, with appropriate specification, they tend to disappear, and where they are significant, they tend to be unexploitable. We also show that Africa's markets are not well integrated, regionally, and globally. While this evidence calls for more openness to trade and policy coordination, it also implies that Africa's markets can play a role in diversifying investment risk. Finally, stock prices tend to provide a hedge to investors against rising consumer prices over a relatively long period of time.
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Koh, Sung Soo. "The Korean stock market : structure, behaviour and test of market efficiency." Thesis, City University London, 1989. http://openaccess.city.ac.uk/8245/.

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This thesis evaluates the Korean capital market internationalisation and examines the efficiency of the Korean stock market comprehensively. For this purpose this study is concentrated onthree main areas as follows. First, this thesis evaluates the capital market liberalisation by examining the internal market mechanism and conducting geographical comparisons. The general structure of the Korean securities market and disclosure system are described, and the development of the capital market is reviewed. The liberalisation plan is examined. It is found that the internationalisation plan of the Korean capital market should be gradual and balanced with general economic conditions. Several measures are recommended to enhance the functions of the domestic capital markets. Also comparative characteristics of capital market in the Far East are described, including equity market, bond market, money market, and foreign exchange market. Second, this thesis examines the relationship between the macro economic activities and the capital market in Korea. Using the interest rate model for 14.5 years, the expected inflation is uniformly positively related to inflation. The relations between stock returns and expected inflation, and between stock returns and unexpected inflation showed negative. Thus, the common stocks in Korea are found not hedging against inflation. And real variables influence to real stock returns as fundamental determinants of equity values. However, these real stock return inflation relations are found varying over time. The results of the recent five and half years period showed positive relation or no relation between real stock return and inflation. Third, this thesis examines the efficiency of the Korean stock market at three different levels. In the weak form empirical tests, the results manifest mixed behavior across samples. But the average results by serial correlation analysis, runs analysis, and spectral analysis do not show random walk behavior. In the frequency distribution model, the average results indicate relatively fat tails. In the semi-strong form test, the valuation effects of bonus stock issue announcements are found to react to share prices in a relatively short period. Investors on average cannot get significant abnormal returns. In the strong form test, the excess returns from following the 467 recommendations made by the four Korean stockbrokers turned out to be significant before deducting transactions costs. But considering transactions costs, the abnormal gain is close to zero. In summary, the results show that the Korean stock market in its early stages did not have the ability to help investors to 'relatively correctly price' the shares. More recent evidence shows improved efficiency which is likely to continue as the capital market expands.
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Gkionakis, Vasileios. "Labour market policy and individual saving behaviour in markets with search frictions." Thesis, London School of Economics and Political Science (University of London), 2007. http://etheses.lse.ac.uk/2946/.

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The present dissertation evaluates specific labour market policies and investigates individual saving behaviour in economies characterized by search and matching frictions in the labour market. The first chapter investigates the optimality of state provided unemployment insurance in a search theoretic framework with saving and borrowing constraints. The model is solved numerically, since an analytic solution is not possible, and then calibrated using features of the US economy. The results demonstrate that when individuals have access to saving, the importance of unemployment benefits provision diminishes significantly. Ex post heterogeneity among agents, matters however. Individuals that were unlucky not to accumulate enough assets to buffer the unemployment risk, would still prefer to receive non-trivial amounts of state provided benefits during their unemployment spell. The second chapter of the thesis is concerned with the interaction between saving, consumption and search. It starts by documenting that the excess sensitivity of consumption growth to lagged labor income growth conceals a negative sensitivity of consumption growth to lagged unemployment growth. To understand this empirical regularity, we embed search frictions in a heterogeneous agent, precautionary savings model and study the implications for unemployment and consumption dynamics both at the microeconomic and macroeconomic level. The third and final chapter employs a standard search and matching model with no saving, in order to study the effects of firing taxes on the job destruction rate, when probation period - or temporary contract - policies are implemented. It is shown that, contrary to conventional wisdom, firing taxes can amplify the job turnover rate by providing incentives to destroy surviving matches at the end of the probation period. Moreover, low skill workers are shown to be more severely affected while wage inequality across different productivity groups may increase.
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Evans, Pornsawan. "An investigation into aspects of market behaviour in UK financial futures markets." Thesis, Swansea University, 2003. https://cronfa.swan.ac.uk/Record/cronfa42422.

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This thesis investigates a number of features of UK financial futures markets: (i) market microstructure through the context of the volume-maturity relationship of FTSEIOO futures (stock index futures), Long Gilt (bond futures) and Short Sterling (interest rate futures), (ii) domestic market linkages through the impact of macroeconomic announcements on the lead/lag relationship between the stock index futures and its equity index, (iii) international market linkages through the transmission of arbitrage information, measured by the mispricing errors, of stock index futures across the UK, US and Australian market, and (iv) the market efficiency of the three UK financial futures contracts, including the impact of the introduction of an electronic trading on the efficiency. We found an inverse relationship between the maturity and traded volume of these futures contracts. However, observation of the relationship for various maturity horizons (the near, middle and far contract) reveals that the inverse relationship is contributed mainly by the middle contract trading. The study of the lead/lag relationship reveals a futures lead over the cash market of 50 minutes for the FTSEIOO. UK macroeconomic announcements are found to strengthen the futures lead by up to 5 minutes. The impact from bad news created by the announcements appears to strengthen the futures lead whereas good news causes a price lead from the cash market to the futures market instead. The study of the international market linkages reveals the existence of bi-directional transmission of mispricing errors of stock index futures across the countries under investigation. We found a spillover from the US market to the Australian market, but not to the UK market, and from the Australian market to the US market. Finally, the study of market efficiency indicates that all three UK futures markets under investigation are weak-form efficient.
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Gurrib, Muhammad Ikhlaas. "Behaviour and performance of key market players in the US futures markets." Thesis, Curtin University, 2008. http://hdl.handle.net/20.500.11937/1287.

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This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction of the market in one month. The poor market timing abilities and poor significance of positive feedback results suggest higher trading frequency intervals for speculators. Hedging pressures, which measure the presence of risk premium in futures markets, were insignificant mostly in agricultural markets. As a robust test of hedging pressures, price pressure tests found risk premium to be still significant for silver, crude oil and live cattle. The positive feedback behaviour and negative market timing abilities suggest hedgers in heating oil and Japanese yen destabilize futures prices, and points to a need to check CFTC’s (Commodity Futures Trading Commission) position limits regulation in these markets. In fact, large hedgers in these two markets are more likely to be leading behaviour, in that they have more absolute net positions than speculators. Alternatively stated, positive feedback hedgers in these two markets are more likely to lead institutions and investors to buy (sell) overpriced (underpriced) contracts, eventually leading to divergence of prices away from fundamentals.Atlhought hedgers in crude oil had significant positive feedback behaviour and negative market timing skills, they would not have much of a destabilizing effect over remaining players because the mean net positions of hedgers and speculators were not far apart. While the results are statistically significant, it is suggested these could be economically significant, in that there have been no regulation on position limits at all for hedgers compared to speculators who are imposed with strict limits from the CFTC. Further, mean equations were regressed against decomposed variables, to see how much of the futures returns are attributed to expected components of variables such as net positions, sentiment and information variables. While the expected components of variables are derived by ensuring there are enough ARMA (autoregressive and moving average) terms to make them statistically and economically reliable, the unexpected components of variables measure the residual on differences of the series from its mean. When decomposing net positions against returns, it was found expected net positions to be negatively related to hedgers’ returns in mostly agricultural markets. Speculators’ expected (unexpected) positions were less (more) significant in explaining actual returns, suggesting hedgers are more prone in setting an expected net position at the start of the trading month to determine actual returns rather than readjusting their net positions frequently all throughout the remaining days of the month. While it important to see how futures returns are determined by expected and unexpected values, it is also essential to see how volatility is affected as well.In an attempt to cover three broad types of volatility measures, idiosyncratic volatility, GARCH based volatility (variance based), and PARCH based volatility (standard deviation) are used. Net positions of hedgers (expected and unexpected) tend to have less effect on idiosyncratic volatility than speculators that tended to add to volatility, reinforcing that hedgers trading activity hardly affect the volatility in their returns. This suggest they are better informed by having a better control over their risk (volatility) measures. The GARCH model showed more reliance of news of volatility from previous month in speculators’ volatility. Hedgers’ and speculators’ volatility had a tendency to decay over time except for hedgers’ volatility in Treasury bonds and coffee, and gold and S&P500 for speculators’ volatility. The PARCH model exhibited more negative components in explaining current volatility. Only in crude oil, heating oil and wheat (Chicago) were idiosyncratic volatility positively related to return, reinforcing the suggestion for stringent regulation in the heating oil market. Expected idiosyncratic volatility was lower (higher) for hedgers (speculators) as expected under portfolio theory. Markets where variance or standard deviation are smaller than those of speculators support the price insurance theory where hedging enables traders to insure against the risk of price fluctuations. Where variance or standard deviation of hedgers is greater than speculators, this suggest the motivation to use futures contracts not primarily to reduce risk, but by institutional characteristics of the futures exchanges like regulation ensuring liquidity.Results were also supportive that there was higher fluctuations in currency and financial markets due to the higher number of contracts traded and players present. Further, the four models (GARCH normal, GARCH t, PARCH normal and PARCH t) showed returns were leptokurtic. The PARCH model, under normal distribution, produced the best forecast of one-month return in ten markets. Standard deviation and variance for both hedgers’ and speculators’ results were mixed, explained by a desire to reduce risk or other institutional characteristics like regulation ensuring liquidity. Moreover, idiosyncratic volatility failed to accurately forecast the risk (standard deviation or variance based) that provided a good forecast of one-month return. This supports not only the superiority of ARCH based models over models that assume equally weighted average of past squared residuals, but also the presence of time varying volatility in futures prices time series. The last section of the study involved a stability and events analysis, using recursive estimation methods. The trading determinant model, mean equation model , return and risk model, trading activity model and volatility models were all found to be stable following the effect of major global economic events of the 1990s. Models with risk being proxied as standard deviation showed more structural breaks than where variance was used. Overall, major macroeconomic events didn’t have any significant effect upon the large hedgers’ and speculators’ behaviour and performance over the last decade.
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Gurrib, Muhammad Ikhlaas. "Behaviour and performance of key market players in the US futures markets." Curtin University of Technology, School of Economics and Finance, 2008. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=117995.

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This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction of the market in one month. The poor market timing abilities and poor significance of positive feedback results suggest higher trading frequency intervals for speculators. Hedging pressures, which measure the presence of risk premium in futures markets, were insignificant mostly in agricultural markets. As a robust test of hedging pressures, price pressure tests found risk premium to be still significant for silver, crude oil and live cattle. The positive feedback behaviour and negative market timing abilities suggest hedgers in heating oil and Japanese yen destabilize futures prices, and points to a need to check CFTC’s (Commodity Futures Trading Commission) position limits regulation in these markets. In fact, large hedgers in these two markets are more likely to be leading behaviour, in that they have more absolute net positions than speculators. Alternatively stated, positive feedback hedgers in these two markets are more likely to lead institutions and investors to buy (sell) overpriced (underpriced) contracts, eventually leading to divergence of prices away from fundamentals.<br>Atlhought hedgers in crude oil had significant positive feedback behaviour and negative market timing skills, they would not have much of a destabilizing effect over remaining players because the mean net positions of hedgers and speculators were not far apart. While the results are statistically significant, it is suggested these could be economically significant, in that there have been no regulation on position limits at all for hedgers compared to speculators who are imposed with strict limits from the CFTC. Further, mean equations were regressed against decomposed variables, to see how much of the futures returns are attributed to expected components of variables such as net positions, sentiment and information variables. While the expected components of variables are derived by ensuring there are enough ARMA (autoregressive and moving average) terms to make them statistically and economically reliable, the unexpected components of variables measure the residual on differences of the series from its mean. When decomposing net positions against returns, it was found expected net positions to be negatively related to hedgers’ returns in mostly agricultural markets. Speculators’ expected (unexpected) positions were less (more) significant in explaining actual returns, suggesting hedgers are more prone in setting an expected net position at the start of the trading month to determine actual returns rather than readjusting their net positions frequently all throughout the remaining days of the month. While it important to see how futures returns are determined by expected and unexpected values, it is also essential to see how volatility is affected as well.<br>In an attempt to cover three broad types of volatility measures, idiosyncratic volatility, GARCH based volatility (variance based), and PARCH based volatility (standard deviation) are used. Net positions of hedgers (expected and unexpected) tend to have less effect on idiosyncratic volatility than speculators that tended to add to volatility, reinforcing that hedgers trading activity hardly affect the volatility in their returns. This suggest they are better informed by having a better control over their risk (volatility) measures. The GARCH model showed more reliance of news of volatility from previous month in speculators’ volatility. Hedgers’ and speculators’ volatility had a tendency to decay over time except for hedgers’ volatility in Treasury bonds and coffee, and gold and S&P500 for speculators’ volatility. The PARCH model exhibited more negative components in explaining current volatility. Only in crude oil, heating oil and wheat (Chicago) were idiosyncratic volatility positively related to return, reinforcing the suggestion for stringent regulation in the heating oil market. Expected idiosyncratic volatility was lower (higher) for hedgers (speculators) as expected under portfolio theory. Markets where variance or standard deviation are smaller than those of speculators support the price insurance theory where hedging enables traders to insure against the risk of price fluctuations. Where variance or standard deviation of hedgers is greater than speculators, this suggest the motivation to use futures contracts not primarily to reduce risk, but by institutional characteristics of the futures exchanges like regulation ensuring liquidity.<br>Results were also supportive that there was higher fluctuations in currency and financial markets due to the higher number of contracts traded and players present. Further, the four models (GARCH normal, GARCH t, PARCH normal and PARCH t) showed returns were leptokurtic. The PARCH model, under normal distribution, produced the best forecast of one-month return in ten markets. Standard deviation and variance for both hedgers’ and speculators’ results were mixed, explained by a desire to reduce risk or other institutional characteristics like regulation ensuring liquidity. Moreover, idiosyncratic volatility failed to accurately forecast the risk (standard deviation or variance based) that provided a good forecast of one-month return. This supports not only the superiority of ARCH based models over models that assume equally weighted average of past squared residuals, but also the presence of time varying volatility in futures prices time series. The last section of the study involved a stability and events analysis, using recursive estimation methods. The trading determinant model, mean equation model , return and risk model, trading activity model and volatility models were all found to be stable following the effect of major global economic events of the 1990s. Models with risk being proxied as standard deviation showed more structural breaks than where variance was used. Overall, major macroeconomic events didn’t have any significant effect upon the large hedgers’ and speculators’ behaviour and performance over the last decade.
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Casola, Luca. "Black Markets: Empirical studies into the economic behaviour of the black market consumer." Thesis, University of Canterbury. Psychology, 2007. http://hdl.handle.net/10092/1472.

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Most attempts by governments to reduce black market activity target the supplier rather than the consumer. The current thesis, however, sees reducing the willingness of the consumer to buy such goods as crucial in reducing the market. Over three studies, I examined variables that affected consumers buying from black markets and their perceptions of black markets. Study 1 (80 participants) confirmed the hypothesis that when the need to buy from a black market was for survival it would be considered more acceptable than to save money or to buy luxury goods. Study 1 further showed it was less acceptable to buy from the black market when the victim resulting from the purchase of the good was identified as an individual, rather than an organisation or society. Age and the gender of the consumer were also significant predictors of the rating of acceptability. In Study 2,65 participants completed a series of computer simulated scenarios to measure the price they would pay for different black market goods. Results indicate that the price participants were willing to pay for black market goods varied according to who the victim was (individual, organisation or society) and the participant's age and gender. Finally, in Study 3, 64 participants completed a similar task to Study 2, but some participants were informed about the true cost of black markets. Results confirmed the previous findings as well as indicating that the type of crime committed to procure the good and whether they saw information about the true cost of the markets also affected the price they would be willing to pay. The thesis concludes with suggestions for reducing black market activity.
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Books on the topic "Market behaviour"

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Elkouby, Jean-Maurice. Stock market behaviour. Mace Computer Services, 1992.

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Brakman, Steven, Hans van Ees, and Simon K. Kuipers, eds. Market Behaviour and Macroeconomic Modelling. Palgrave Macmillan UK, 1998. http://dx.doi.org/10.1007/978-1-349-26732-3.

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Steven, Brakman, Ees Hans van 1955-, and Kuipers, S. K. (Simon Klaas), eds. Market behaviour and macroeconomic modelling. St. Martin's Press, 1998.

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Corrigan, Eoin. New models of market behaviour. Universitry College Dublin, 1995.

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Dinga, Emil, Camelia Oprean-Stan, Cristina Roxana Tănăsescu, Vasile Brătian, and Gabriela-Mariana Ionescu. Economic and Financial Market Behaviour. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-31702-6.

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Schütte, Hellmut. Consumer behaviour in Asia. Macmillan Business, 1998.

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W, Lo Andrew, ed. Market efficiency: Stock market behaviour in theory and practice. Edward Elgar Pub., 1997.

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Yong, Othman. Behaviour of the Malaysian stock market. Penerbit Universiti Kebangsaan Malaysia, 1993.

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Siegers, Jacques J., Jenny de Jong-Gierveld, and Evert van Imhoff, eds. Female Labour Market Behaviour and Fertility. Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-76550-6.

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Yong, Othman. Behaviour of the Malaysian stock market. 2nd ed. Penerbit Universiti KebangsaanMalaysia, 1994.

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Book chapters on the topic "Market behaviour"

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Lambin, Jean-Jacques, and Isabelle Schuiling. "The Customer Purchase Behaviour." In Market-Driven Management. Macmillan Education UK, 2012. http://dx.doi.org/10.1007/978-0-230-36312-0_6.

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Horner, Susan, and Swarbrooke John. "The cruise market." In Consumer Behaviour in Tourism. Routledge, 2020. http://dx.doi.org/10.4324/9781003046721-24.

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Castro, Rui. "The Single Market Behaviour." In Engineering of Power Systems Economics. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-55251-9_3.

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Self, Peter. "Theories of Political Behaviour." In Government by the Market? Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23111-9_2.

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Simpson, David. "Adaptation in the Market Economy." In Rethinking Economic Behaviour. Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780230513556_12.

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Simpson, David. "The Future of the Market Economy." In Rethinking Economic Behaviour. Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780230513556_15.

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Tomat, Gian Maria. "Real Estate Market." In Financial Markets Efficiency and Economic Behaviour. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36836-3_8.

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Martins, Jo M., Farhat Yusuf, and David A. Swanson. "Market Segmentation and Income Distribution." In Consumer Demographics and Behaviour. Springer Netherlands, 2011. http://dx.doi.org/10.1007/978-94-007-1855-5_8.

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Martins, Jo M., Farhat Yusuf, and David A. Swanson. "Age, Preferences and Market Segmentation." In Consumer Demographics and Behaviour. Springer Netherlands, 2011. http://dx.doi.org/10.1007/978-94-007-1855-5_9.

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Parkinson, Stephen T., Michael J. Baker, and K. Moller. "Developing the Market for New Industrial Products." In Organizational Buying Behaviour. Palgrave Macmillan UK, 1986. http://dx.doi.org/10.1007/978-1-349-08048-9_8.

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Conference papers on the topic "Market behaviour"

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Piwoni-Krzeszowska, Estera. "INTENTIONALITY OF CORPORATE BEHAVIOUR IN RELATIONSHIPS WITH MARKET STAKEHOLDERS." In The 7th International Scientific Conference "Business and Management 2012". Vilnius Gediminas Technical University Publishing House Technika, 2012. http://dx.doi.org/10.3846/bm.2012.152.

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Viswanathan, Vidya. "Consumer Behaviour and Factors Affecting Purchase of Electric Vehicles in Indian Market." In 2024 IEEE International Conference on Electronics, Computing and Communication Technologies (CONECCT). IEEE, 2024. http://dx.doi.org/10.1109/conecct62155.2024.10677104.

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Trondsen, Benjamin Johansen, Oscar Martinius Høst Steen, and Alexandra Jane Sheppard. "Assessing Operational Behaviour of a Hybrid Hydro-Solar Power Plant Providing Security of Supply Under Weather Uncertainty in the Nordics." In 2024 20th International Conference on the European Energy Market (EEM). IEEE, 2024. http://dx.doi.org/10.1109/eem60825.2024.10608906.

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Balaji, S., and D. Manikavelan. "Enhancing E-Commerce Predictive Analytics using Ensemble Models for Consumer Behaviour and Market Forecasting." In 2025 International Conference on Intelligent Systems and Computational Networks (ICISCN). IEEE, 2025. https://doi.org/10.1109/iciscn64258.2025.10934325.

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Hsiao-Ya, Chiu, Chen An-Pen, Sheng Chieh-Chung, and Huang Yun-Hsuan Huang. "Observations of Market Expectation Behaviour in the Taiwan Stock Market." In 9th Joint Conference on Information Sciences. Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.184.

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"Two Modes of Housing Market Behaviour." In 2005 European Real Estate Society conference in association with the International Real Estate Society: ERES Conference 2005. ERES, 2005. http://dx.doi.org/10.15396/eres2005_355.

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Csikósová, Adriana, Katarína Čulková, and Mária Janošková. "CONSUMER BEHAVIOUR IN THE TOURISM MARKET TYPOLOGY." In 10th Business & Management Conference, Paris. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/bmc.2019.010.002.

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Saravanan, C., and S. Jayakani. "Factors influencing investors behaviour in stock market." In INTERNATIONAL CONFERENCE ON MODELLING STRATEGIES IN MATHEMATICS: ICMSM 2024. AIP Publishing, 2025. https://doi.org/10.1063/5.0276485.

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Németh, Nikolett. "Consumer behaviour on the market of food supplements." In International Scientific Days 2016 :: The Agri-Food Value Chain: Challenges for Natural Resources Management and Society. Slovak University of Agriculture in Nitra, Slovakia, 2016. http://dx.doi.org/10.15414/isd2016.s10.04.

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Ojo, Samuel Olusegun, Pius Adewale Owolawi, Maredi Mphahlele, and Juliana Adeola Adisa. "Stock Market Behaviour Prediction using Stacked LSTM Networks*." In 2019 International Multidisciplinary Information Technology and Engineering Conference (IMITEC). IEEE, 2019. http://dx.doi.org/10.1109/imitec45504.2019.9015840.

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Reports on the topic "Market behaviour"

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Mackevič, Paulina, Edgar Bicic, and Samson Abiodun Toye. Impact of Lithuanian Cultural Norms on Consumer Behaviour. Vilnius Business College, 2024. https://doi.org/10.57005/ab.2024.4.8.

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The market is endlessly evolving each day, and the choices of consumers are influenced by a wide range of different factors, one of which is the cultural norms of a country, which by itself consists of many other factors. This study aims to research Lithuania’s cultural norms and the degree of their impact on day-to-day consumer behavior in Lithuania. In this research we analyzed Lithuanian cultural norms, which consist of unspoken rules, laws, habits, taboos that exist within the behaviors of Lithuanians as well as the culture and history that has impacted and shaped the mentality of Lithuanians along with their values. Sometimes cultural norms can be easy to identify but some unwritten rules require thorough research to be understood fully. For the quantitative part of this study Lithuania’s major city was targeted which is: Vilnius. A survey has been given to get a better understanding of the people’s behavior and how they view and associate themselves with Lithuanian and International brands. Additionally, there was a written interview made with a Lithuanian national food producing company to identify if Lithuanians tend to buy some traditional sweets, because of the festive holidays or country’s fests do not have an influence. This research aims to contribute to the overall knowledge of consumer behavior in Lithuania, which could potentially help businesses get a better understanding of the Lithuanian market and how it can be targeted.
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Paull, Gillian. Dynamic Labour Market Behaviour in the British Household Panel Survey: The Effects of Recall Bias and Panel Attrition. The IFS, 1997. http://dx.doi.org/10.1920/re.ifs.2024.0864.

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Østergaard, Sigrid, and Jessica Aschemann-Witzel. SAVING THE WORLD, ONE PLATE AT A TIME? Aarhus University, 2025. https://doi.org/10.7146/aul.549.

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The PlantPro project aimed at researching the acceleration of an efficient green consumer behaviour transition in the food sector, with a major focus on more plant-rich diets. It is a research project funded by Innovation Fund Denmark which ran from the first of April, 2021 to December, 2024. Social scientists focusing on the food sector from three Danish universities, including Aarhus University, Copenhagen Business School, and the University of Copenhagen, collaborated with 16 partners – sector representatives from large and small companies, retailers, NGO´s, think tanks, and network organisations. As such, the project is unique in its focus on market and behaviour, and the way it brings together a broad range of stakeholders. The research in the project explored previous and ongoing food sector transitions, consumer-citizen behaviour changes and perception across different segments, and the actions to nudge, inform, or motivate behaviour change in different public and private choice contexts. This research was built on well-studied theories of sector sustainability transitions and social tipping, as well as a broad range of behaviour change theories. Diverse methods were used, ranging from case studies and expert interviews, to repeated representative surveys following trends over time, and experimental online surveys looking at specific mechanisms of change, to finally lab and real-life experiments looking at household, canteen, and supermarket behaviours. As a practical implication, the project delivers a catalogue of marketing and policy actions that can contribute to accelerating an efficient green consumer behaviour transition in the food sector. We list and describe this catalogue on the next pages. We have three major conclusions. The first is about the status of change. The second is about the road from here. The third is about the range of actions for both immediate and sustained effects.
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Soloviev, Vladimir, Victoria Solovieva, Anna Tuliakova, Alexey Hostryk, and Lukáš Pichl. Complex networks theory and precursors of financial crashes. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/4119.

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Based on the network paradigm of complexity in the work, a systematic analysis of the dynamics of the largest stock markets in the world and cryptocurrency market has been carried out. According to the algorithms of the visibility graph and recurrence plot, the daily values of stock and crypto indices are converted into a networks and multiplex networks, the spectral and topological properties of which are sensitive to the critical and crisis phenomena of the studied complex systems. This work is the first to investigate the network properties of the crypto index CCI30 and the multiplex network of key cryptocurrencies. It is shown that some of the spectral and topological characteristics can serve as measures of the complexity of the stock and crypto market, and their specific behaviour in the pre-crisis period is used as indicators- precursors of critical phenomena.
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McGinnity, Frances, Emma Quinn, Evie McCullough, Shannen Enright, and Sarah Curristan. Measures to combat racial discrimination and promote diversity in the labour market: a review of evidence. ESRI, 2021. http://dx.doi.org/10.26504/sustat110.

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Racial discrimination in this report is understood to mean ‘any distinction, exclusion, restriction or preference based on race, colour, descent, or national or ethnic origin’ (ICERD, Article 1). Discrimination is distinct from racial prejudice (an attitude) and stereotypes (beliefs). Discrimination can be damaging to both individuals’ life chances and their wellbeing, as well as to society (OECD, 2013; Fibbi et al., 2021). Yet discrimination is difficult to measure accurately. It is also challenging to devise measures to combat discriminatory behaviour and promote diversity. This report reviews international literature on racial discrimination in the labour market and the effectiveness of measures to combat it. The aim is to distil the evidence into a short report to inform measures addressing discrimination in the labour market, including the current development of the National Action Plan Against Racism. The focus is on specific measures that can be implemented now to address current racial discrimination in the labour market.
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Tirapat, Sunti, and Anant Chiarawongse. Trading behavior in volatile markets: an exploratory investigation into Thai markets. Chulalongkorn University, 2007. https://doi.org/10.58837/chula.res.2007.21.

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This study is an exploratory investigation into trading behavior within volatile markets. It examines several aspects of trading behavior by various types of market participants (local retail investors, local institutional investors and foreign investors) during volatile markets. Issues investigated in the study include abnormal trading activity, the impact of trading activity, and the causality between prices and volumes of securities on the foreign board compared to that seen on the main board, as well as with warrants and their underlying assets. The quality of the market during volatility as opposed to a ‘normal’ market is also examined. Using the intraday market data on the Stock Exchange of Thailand (SET) during a period from 1999 to 2003, first, it was found that domestic retail investors seemed to follow contrarian trading strategies, while institutional and foreign participants seemed to be momentum traders. However, institutional and foreign investors were seen more sensitive to market conditions and adjusted their trading activities in a risk adverse manner. Second, abnormal trading activity was observed and found to be more pronounced during extreme ‘bull’ market surges than during extreme ‘bear’ markets. Based on a study of related evidence, however, such overreaction was not found to be strong. Retail investors’ trading tended to have more of an impact on prices than those of other investor categories. However, the directions they took were opposite to what we would have expected. Third, our results showed that, generally,there were positive contemporaneous associations between the price changes/trading volumes in securities on the main board, and the price changes and trading volumes of corresponding securities on the foreign board, as well as with warrants and their underlying assets, regardless of market conditions. Finally, the results confirmed our expectation that the quality of exchange during normal periods was better than during volatile periods.
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Nimesh, Vikas, Bhaskar Natarjan, Saddam Hussain, and K. N. Hemanth Kumar. CATALYSING THE MARKET TRANSFORMATION OF ELECTRIC 2-WHEELER INSIGHTS FROM CONSUMERS AND STAKEHOLDERS. Alliance for an Energy Efficient Economy (AEEE), 2023. http://dx.doi.org/10.62576/aeee2w.

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Electric two-wheelers (E2Ws) are becoming increasingly popular as an eco-friendly mode of transport. They provide a convenient and efficient option for short-distance travel, particularly in urban areas. However, the widespread adoption of E2Ws in India still faces several challenges. In order to address these issues, the Alliance for an Energy Efficient Economy (AEEE) and International Copper Association India (ICA India) have teamed up to identify the key barriers hindering the adoption of electric two-wheelers in the market. The joint research project aims to identify effective pathways for a market transformation for E2Ws in India and promote the widespread adoption of E2Ws as a sustainable and efficient mode of transport. The goal of the study is to facilitate the increased adoption of E2Ws in India by examining the perspectives of various stakeholders, including consumers, fleet operators, financial institutions, dealerships, and service centers. The study was conducted in three zones - North Zone (Delhi, Lucknow), West Zone (Mumbai, Jaipur, Ahmedabad, Rajkot), and South Zone (Bangalore, Coimbatore, Hyderabad, Chennai). The study collected 1159 responses from both E2W users and internal combustion engine (ICE) users across India, as well as E2W dealers, in order to gain a more comprehensive understanding of the E2W market across the country. The survey results revealed key insights about the prevalence of E2W users, their awareness of ICE options, and their willingness to adopt more eco-friendly modes of transport. The report covers key aspects of E2Ws, including purchase, charging, performance, aftersales, safety, retrofitting, etc. Chapter 1 introduces the E2W ecosystem and sets the background and need for the study. Chapter 2 details the scope and methodology adopted for the research. Various barriers and motivating factors and their role in attracting or deterring consumers from or towards EV adoption, like charging practices, usage behaviour, ownership cost, purchase experience, etc., were delved into. The chapter also details the respondents’ profiles and the surveying techniques incorporated for the study, i.e., face-toface interviews with E2W users and In-person qualitative discussions with the E2W dealers. It was found that the younger generations had an equal propensity towards both ICE and E2Ws. Also, the average income of EV owners was found to be higher than the average income of ICE two-wheelers. Chapter 3 discusses the findings and key insights from the consumer survey. It examines the key perceptions of customers regarding E2W and ICE vehicles and their purchase and usage practices. The chapter discusses important current and future triggers and barriers to EV adoption. Access to charging stations, Safety concerns, high upfront costs, long charging times, etc., were found to be the major deterrents towards EV adoption. Chapter 4 presents the key insights from the dealer consultation and discusses the various obstacles, including warranty and battery replacement costs, low margins, the lack of supplier credit facilities, battery backup, the high price of E2Ws, and low speed. These obstacles impede their ability to sell electric vehicles and compete with other types of vehicle dealers. Nonetheless, as the EV market grows and develops, manufacturers and dealers will be able to overcome these obstacles and establish a more sustainable and competitive EV industry. Chapter 4 presents the key insights from the dealer consultation and discusses the various obstacles dealers face, including warranty and battery replacement costs, low margins, the lack of supplier credit facilities, battery backup, the high price of E2Ws, and low speed. These obstacles impede their ability to sell electric vehicles and compete with other types of vehicle dealers. Nonetheless, as the EV market grows and develops, manufacturers and dealers will be able to overcome these obstacles and establish a more sustainable and competitive EV industry. Chapter 5 provides recommendations to address the different barriers to E2W adoption in India, like high upfront costs of E2W, charging stations, safety issues, battery issues, etc. The whitepaper provides recommendations to address the challenges and barriers hindering the adoption of E2Ws in India. These recommendations cover various topics such as consumer perceptions, demand incentives, and product-related issues like servicing, safety, and performance. To encourage ix the wider adoption of E2Ws, the whitepaper proposes several measures, including improving the availability of charging infrastructure, regular maintenance of charging points, and investment support to charging and swapping players. Additionally, partnering with financial institutions to offer affordable loans is recommended to make E2Ws more accessible to consumers. These measures are critical to overcoming the challenges faced by E2W users and promoting the adoption of ecofriendly transport options in India. To achieve the target of increasing energy efficiency and reducing carbon emissions by 33-35% by 2030, as set by the Indian government, it is crucial for the various stakeholders in the electric vehicle ecosystem to implement the strategies outlined in the whitepaper. The aim is to accelerate the adoption of E2Ws and support the government in achieving its goals.
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Lakonishok, Josef, Inmoo Lee, and Allen Poteshman. Investor Behavior in the Option Market. National Bureau of Economic Research, 2004. http://dx.doi.org/10.3386/w10264.

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Chen, Yan, Peter Cramton, John List, and Axel Ockenfels. Market Design, Human Behavior, and Management. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w26873.

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Zeckhauser, Richard, Jayendu Patel, and Darryll Hendricks. Nonrational Actors and Financial Market Behavior. National Bureau of Economic Research, 1991. http://dx.doi.org/10.3386/w3731.

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