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Journal articles on the topic 'Market – price reference point'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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1

Riley, Christopher, Barbara Summers, and Darren Duxbury. "Capital Gains Overhang with a Dynamic Reference Point." Management Science 66, no. 10 (2020): 4726–45. http://dx.doi.org/10.1287/mnsc.2019.3404.

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Financial models incorporating a reference point, such as the Capital Gains Overhang (CGO) model, typically assume it is fixed at the purchase price. Combining experimental and market data, this paper examines whether such models can be improved by incorporating reference-point adjustment. Using real stock prices over horizons from 6 months to 5 years, experimental evidence demonstrates that a number of salient points in the prior share price path are key determinants of the reference point, in addition to the purchase price. Market data testing is then undertaken by using the CGO model. We sh

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Xu, Wen-Juan, Chen-Yang Zhong, Fei Ren, et al. "Evolutionary dynamics in financial markets with heterogeneities in investment strategies and reference points." PLOS ONE 18, no. 7 (2023): e0288277. http://dx.doi.org/10.1371/journal.pone.0288277.

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In nature and human societies, the effects of homogeneous and heterogeneous characteristics on the evolution of collective behaviors are quite different from each other. By incorporating pair pattern strategies and reference point strategies into an agent-based model, we have investigated the effects of homogeneous and heterogeneous investment strategies and reference points on price movement. In the market flooded with the investors with homogeneous investment strategies or homogeneous reference points, large price fluctuations occur. In the market flooded with the investors with heterogeneou

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Xu, Wen-Juan, and Li-Xin Zhong. "Market impact shapes competitive advantage of investment strategies in financial markets." PLOS ONE 17, no. 2 (2022): e0260373. http://dx.doi.org/10.1371/journal.pone.0260373.

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The formation of an efficient market depends on the competition between different investment strategies, which accelerates all available information into asset prices. By incorporating market impact and two kinds of investment strategies into an agent-based model, we have investigated the coevolutionary mechanism of different investment strategies and the role of market impact in shaping a competitive advantage in financial markets. The coevolution of history-dependent strategies and reference point strategies depends on the levels of market impact and risk tolerance. For low market impact and

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Pandey, Ashish. "Reference Prices and Turnover: Evidence from Small-Capitalization Stocks." Journal of Risk and Financial Management 14, no. 1 (2021): 29. http://dx.doi.org/10.3390/jrfm14010029.

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A large amount of literature in the field of social psychology and product pricing discusses the role of reference prices in affecting buyer’s price perception and purchase intention. Reference price denotes a standard against which the consumer compares the offer price of a product. In this paper, we investigate whether reference prices play any role in affecting the trading decision of stock market investors. We use firm-level, fixed-effect panel data methodology to empirically investigate whether investors respond to a violation of their internalized reference price range by executing a tra

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Pandey, Ashish. "Reference Prices and Turnover: Evidence from Small-Capitalization Stocks." Journal of Risk and Financial Management 14, no. 1 (2021): 29. http://dx.doi.org/10.3390/jrfm14010029.

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A large amount of literature in the field of social psychology and product pricing discusses the role of reference prices in affecting buyer’s price perception and purchase intention. Reference price denotes a standard against which the consumer compares the offer price of a product. In this paper, we investigate whether reference prices play any role in affecting the trading decision of stock market investors. We use firm-level, fixed-effect panel data methodology to empirically investigate whether investors respond to a violation of their internalized reference price range by executing a tra

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Kumar Inani, Sarveshwar, Harsh Pradhan, R. Prasanth Kumar, and Ajay Kumar Singal. "Do daily price extremes influence short-term investment decisions? Evidence from the Indian equity market." Investment Management and Financial Innovations 19, no. 4 (2022): 122–31. http://dx.doi.org/10.21511/imfi.19(4).2022.10.

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For short-term investments in equity markets, investors use price points, candlestick patterns, moving averages, support and resistance levels, trendlines, price patterns, relative strength index, and moving average convergence-divergence as reference(s) for making decisions. This study investigates whether investors use daily price extremes (highest and lowest prices for the day) for making short-term investments or trading decisions in the context of the Indian equity market. Using 6,902 observations of daily data of the NIFTY 50 index since its launch, it is observed that daily price extrem

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Xu, Lei, Govindan Kannan, Xiaoli Yang, Jian Li, and Xiukun Zhao. "Pricing and Allotment in a Sea-Cargo Supply Chain with Reference Effect: A Dynamic Game Approach." Discrete Dynamics in Nature and Society 2013 (2013): 1–10. http://dx.doi.org/10.1155/2013/162563.

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The contract between the carrier and forwarder is a long-term issue, and the repeated contract business makes the forwarder develop a reference point based on the contract prices, and this reference effect, to a large extent, affects the forwarder’s contract purchasing decisions. Based on that, this paper introduces the reference effect in the sea-cargo supply chain and studies a multiple-period contract problem between the carrier and the forwarder. It is found that when the capacity price in the spot market is less than the forwarder’s willingness-to-pay, the forwarder’s contract purchasing

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Bahng, Seungwook. "Do Psychological Barriers Exist in the Stock Price Indices? Evidence from Asia's Emerging Markets." International Area Review 6, no. 1 (2003): 35–52. http://dx.doi.org/10.1177/223386590300600103.

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This paper tests whether psychological barriers exist in the price levels of stock indices. Using the data from Asia's emerging markets and statistical methods, this study analyzes barrier effects around psychologically important reference levels. The results indicated the existence of a price barrier in the Taiwanese stock index. Other markets, however, do not seem to possess the effect of a selected reference point. The case of Taiwan is interpreted as evidence of a violation of market efficiency in the sense that the resulting distribution of random price level occurrences would be close to

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Son, Sam-Ho, Jeong-Hwan Lee, and Se-Jun Lee. "An Empirical Study on the Validity of the Availability Huristics and Anchoring Huristics in the Korean Stock Market." Institute of Management and Economy Research 14, no. 1 (2023): 265–79. http://dx.doi.org/10.32599/apjb.14.1.202303.265.

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Purpose - The purpose of this paper is to compare and review behavioral economics models that explain stock price changes after large-scale price shocks in the Korean stock market and to find a suitable model. In this paper, among the theories reviewed, it was confirmed that the anchoring heuristics theory has high explanatory power for stock prices after large-scale stock price fluctuations. Design/methodology/approach - This paper conducts an event study on stock price shocks in which the individual stocks that make up the KOSPI200 index show more than 10% fluctuation on a daily basis.

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Wang, Ji Gan, Yong Chen, Ting Li, and Shu Shu Huang. "Study on Fuzzy Recognition Model of Carbon Emission Rights Pricing." Advanced Materials Research 807-809 (September 2013): 852–56. http://dx.doi.org/10.4028/www.scientific.net/amr.807-809.852.

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Complying with the situation of ecological civilization construction in our country, carbon trade is the inevitable trend of world economic development. The core of the carbon trade is the pricing of the carbon emission rights. The pricing process of carbon emission rights is ambiguity, uncertainty and complexity, so it is more reasonable and scientific to put forward the carbon emission rights pricing model by combining the fuzzy recognition model with the highest price and the lowest price of carbon emission rights price. Then, the model is applied to predict the price of China's carbon emis

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Hovakimian, Armen, and Huajing Hu. "Anchoring on Historical High Prices and Seasoned Equity Offerings." Journal of Financial and Quantitative Analysis 55, no. 8 (2019): 2588–612. http://dx.doi.org/10.1017/s0022109019000723.

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We document that firms’ financing decisions are affected by historical high prices. The ratio of the monthly high price to the 12-month historical high price positively affects the probability of a seasoned equity offering (SEO). Furthermore, the postannouncement market reaction is muted and the offering discount is smaller if the preannouncement stock price is high relative to its historical high price. The results suggest that historical high price reference points may help managers rationally time SEOs to take advantage of market reception and minimize issuance costs.

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Mashayekhi, Bita, Mehrdad Sadr Ara, and Ashraf Jafari. "Gold Price and Exchange Rate Volatility: Effects of Economic Sanctions." INTERNATIONAL JOURNAL OF MANAGEMENT & INFORMATION TECHNOLOGY 4, no. 1 (2013): 121–27. http://dx.doi.org/10.24297/ijmit.v4i1.807.

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The gold market has recently attracted much attention and gold prices have fluctuated over the past few years. Therefore, the aim of this study is investigate and analyze the trend of gold prices over the past five years in Iran. The importance of this topic is coming from uncertainty and volatility of the gold market, gold excitement and lack of a correct analysis of the market trends with reference to the probable factors which affect the gold price. The studys period refers to the ended five-year in December 2012. This research from methodological point of view is a descriptive-perspective

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Wang, Yi, Hui Wang, and Shubing Guo. "Research on Dynamic Game Model and Application of China’s Imported Soybean Price in the Context of China-US Economic and Trade Friction." Complexity 2019 (November 12, 2019): 1–13. http://dx.doi.org/10.1155/2019/6048186.

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China’s soybean price fluctuates due to the current economic and trade frictions between China and the United States. Brazil and the United States are regarded as two oligarchs in China’s soybean import market. A dynamic price game model is established, and price elasticity parameters are estimated by using statistical data and Rotterdam model. The stability of Nash equilibrium point is discussed through bifurcation diagram, maximum Lyapunov exponent, evolutionary trajectory, and time series diagram. The influence of price adjustment speed on equilibrium price is analyzed. The numerical simula

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KP, Jaheer Mukthar, Sivasubramanian K, and Raju V. "Measuring the Relationship between Crude Oil Price, Stock Market and Gold Price with Reference India." International Journal of Finance Research 2, no. 1 (2021): 37–45. http://dx.doi.org/10.47747/ijfr.v2i1.245.

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India is one among the highly potential market for the oil consumption. When we are considering the industrial line, natural gas and oil industry, it portraits a great significant influence on the economic growth and development through the GDP and per capita flow of income. The year-wise statistics was collected for two decades from 2000 to 2019 and the everyday prices such as gold price, Nifty opinions and Crude oil prices are intended and taken the annual averages of it. The aim for selecting the data from the year 2000 to 2019 is very vital. It was selected to find out the influence of new

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Zheng, Haoran, and Jing Bai. "Quantum Leap: A Price Leap Mechanism in Financial Markets." Mathematics 12, no. 2 (2024): 315. http://dx.doi.org/10.3390/math12020315.

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This study explores the quantum leapfrog mechanism within the context of quantum finance and presents a new interpretation of established financial models through a quantum perspective. In quantum physics, the well-documented phenomenon of particles tunneling through energy barriers has a parallel in finance. We propose a quantum financial leapfrog model in which asset prices make quantum leaps, penetrating market “energy barriers” in non-sequential advances. By leveraging the Hamiltonian operator and the Schrödinger equation, our approach simulates the dynamics of asset prices in a manner aki

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Chen, Po-Yu. "Dynamic Sales Price Control Model for Exclusive Exquisite Products within a Time Interval." Processes 9, no. 10 (2021): 1717. http://dx.doi.org/10.3390/pr9101717.

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When information regarding the effective evaluation of the value of exquisite products is lacking, the market demand function for such products at a given time point is affected by the diffusion of historical transaction price information before the time point. This is because historical transaction prices play an active role in influencing the internal reference price (IRP) of customers, and the continuous diffusion of historical transaction price information leads to the continuous correction, adjustment, and updating of customers’ IRPs. Given the varying rates of such information diffusion,

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Heidhues, Paul, and Botond Kőszegi. "Competition and Price Variation when Consumers Are Loss Averse." American Economic Review 98, no. 4 (2008): 1245–68. http://dx.doi.org/10.1257/aer.98.4.1245.

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We modify the Salop (1979) model of price competition with differentiated products by assuming that consumers are loss averse relative to a reference point given by their recent expectations about the purchase. Consumers' sensitivity to losses in money increases the price responsiveness of demand—and hence the intensity of competition—at higher relative to lower market prices, reducing or eliminating price variation both within and between products. When firms face common stochastic costs, in any symmetric equilibrium the markup is strictly decreasing in cost. Even when firms face different co

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Haxby, Andrew. "Can a financial bubble burst if no one hears the pop?" Focaal 2017, no. 78 (2017): 77–89. http://dx.doi.org/10.3167/fcl.2017.780107.

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This article concerns the formation of price in Kathmandu’s land market. In Nepal, land has been for generations the bedrock of savings and household finance, an objectification of social status and a subject of intense political debate, up to and including the recent Maoist insurrection. In Kathmandu, however, the meaning of land has begun to change, mostly because of the rapid fluctuations in its monetary value. This article demonstrates how residents have used localized understandings of price and value formation to explain these changes, understandings that take as their reference point hi

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Shen, Tianyao. "Machine Learning Applications in Stock Price Prediction." Advances in Economics, Management and Political Sciences 94, no. 1 (2024): 257–67. http://dx.doi.org/10.54254/2754-1169/94/2024ox0211.

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With economic fluctuations, investors focus on the stock market where scientific investment strategies become increasingly crucial. This article utilizes linear regression to predict stock price trends, achieving an R value close to 1, indicating high accuracy in the model's predictions. Additionally, logistic regression and random forest classification models were employed to predict stock price movements, revealing a superior performance with the random forest model achieving an AUC value of 0.64. By employing a combination of regression and classification algorithms, this study offers a div

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Cao, JinMing. "An Analysis of Endowment and Its Applications in Behavioral Economics." Advances in Economics, Management and Political Sciences 40, no. 1 (2023): 184–88. http://dx.doi.org/10.54254/2754-1169/40/20232018.

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The endowment effect has many applications in behavioral economics and consumer psychology. This research demonstrates the association between the endowment, used car pricing, and takeover premiums based on existing literature and statistical data. This can help the used car companies managers set an operable price for the buyers to improve turnover. At the same time, the article also discusses the application of the endowment effect in employee management. The result shows that the endowment effect means that when people own an item, regardless of its market value, they always overestimate it

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Chang, Chiao Yi, Andy Chien, and Ya-Ting Hsu. "Relationship Between Market Orders and Stock Returns: Evidence from Taiwan." Review of Pacific Basin Financial Markets and Policies 17, no. 02 (2014): 1450013. http://dx.doi.org/10.1142/s0219091514500131.

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Unlike previous studies that adopted price as the reference point in this paper we employ the adjusted order imbalance that relates to volume as a reference. We examine the relationship between a firm's characteristics and stock returns. Adjusted order imbalance, including trading direction of stock index and trading volume of individual stock and stock index, is freely and easily obtained by investors in Taiwan. Employing the panel regression model, this paper found prior adjusted order imbalance has a significantly positive relationship with individual stock returns. Additionally, empirical

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Ranganathan, Kavitha, and Poonam Singh. "Anchoring in Mergers and Acquisitions: Does the Regulatory Environment Matter?" Journal of Accounting, Auditing & Finance 36, no. 1 (2018): 142–71. http://dx.doi.org/10.1177/0148558x18798998.

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We examine the 52-week anchoring effect in the Indian takeover market that has a unique regulatory design. The Indian takeover regulation mandates the minimum offer price to be function of the target’s 26-week or 60-day high price. We show that the 52-week anchoring effect is robust even in the face of other regulatory anchors that differ from the widely cited 52-week high price. The anchoring effect dominates when the offer price exceeds the 52-week high price. Regulatory intervention in 2011 that shifts the floor price to a recent market price, such as the 60-day high price, does not attenua

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Yi, Juntai. "Analysis of Tianjin real estate market: multiple linear regression prediction method." Transactions on Economics, Business and Management Research 12 (September 28, 2024): 33–37. http://dx.doi.org/10.62051/a4tma782.

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In this paper, the price prediction of Tianjin real estate market is studied, and the key factors affecting housing prices are systematically analyzed by using the method of multiple linear regression prediction. The research data comes from the real estate transaction data of Tianjin from 2018 to 2022, covering independent variable information such as housing area, housing age, geographical location and supporting facilities. By constructing multiple linear regression model, it is found that housing area and supporting facilities have a significant positive impact on housing prices, while hou

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Zhao, Yifei, Jianhong Chen, Hideki Shimada, and Takashi Sasaoka. "Non-Ferrous Metal Price Point and Interval Prediction Based on Variational Mode Decomposition and Optimized LSTM Network." Mathematics 11, no. 12 (2023): 2738. http://dx.doi.org/10.3390/math11122738.

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The accurate forecasting of metal prices is of great importance to industrial producers as the supply of metal raw materials is a very important part of industrial production. The futures market is subject to many factors, and metal prices are highly volatile. In the past, most of the relevant research has focused only on deterministic point forecasting, with less research performed on interval uncertainty forecasting. Therefore, this paper proposes a novel forecasting model that combines point forecasting and interval forecasting. First, a novel hybrid price point forecasting model was establ

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Pathak, Hari Prasad, and Sweta Gupta. "Rights Offering and Its Effect on Share Price Movement: A Study of Commercial Banks." Journal of Nepalese Business Studies 11, no. 1 (2018): 1–13. http://dx.doi.org/10.3126/jnbs.v11i1.24195.

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This paper examines the effect of rights share issue on share price movement in the banking sector covering the period 2007/08 to 2016/17. In order to find out the share price movement in different selected points of time, pre and post right issue and price relatives were calculated considering the price of 90 days before the right announcement date as the beginning index. Five different points of time were selected to observe the share price movements assuming the announcement date as the reference point of time. Stock price data were obtained from the website of NEPSE. The paper uses correla

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Deng, Zhefu. "Short-term Market Fluctuations and Investor Behavior in the A-share Market: Evidence from 2024 National Day Holiday." Advances in Economics, Management and Political Sciences 196, no. 1 (2025): 243–52. https://doi.org/10.54254/2754-1169/2025.bj24792.

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This article explores the trading cycle of A-shares from the end of September to the beginning of October 2024. During the trading days in the last week of September, it rapidly increased from 2,689.7 points to 3,358.59 points. On the first trading day after the National Day holiday on October 8, it commenced at a limit price of 3,674.4 points before experiencing a sharp decline. The present article employs the K-line chart to visualize and analyze the relevant data, including trading volume and market sector movements, to elucidate the economic factors underpinning this cyclical phenomenon. T

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IVAMA-BRUMMELL, Adriana M., Daniella PINGRET-KIPMAN, Priscila G. LOULY, and Rosiene R. ANDRADE. "Medicines regulation, pricing and reimbursement in Brazil." Revista Brasileira de Farmácia Hospitalar e Serviços de Saúde 13, no. 1 (2022): 769. http://dx.doi.org/10.30968/rbfhss.2022.131.0769.

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Brazil is an upper-middle-income country with a high human development index (HDI) of 0.765 (2019). The Unique Health System (SUS) is a universal, decentralised system, free at point-of-care, although 27% of Brazilians have voluntary supplementary health insurance. Medicines are provided free-of-charge through the SUS, though there are a few exceptions where co-payment is required. Around 87% of the country’s expenditure with medicines and medical devices corresponds to out-of-pocket, highlighting the importance of price regulation. Marketing authorisation and maximum price approval are mandat

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Bharandev, Sravani, and Sapar Narayan Rao. "Disposition effect at the market level: evidence from Indian stock market." Review of Behavioral Finance 12, no. 2 (2019): 69–82. http://dx.doi.org/10.1108/rbf-12-2018-0132.

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Purpose The purpose of this paper is to test the disposition effect at market level and propose an appropriate reference point for testing disposition at market level. Design/methodology/approach This is an empirical study conducted on 500 index stocks of NSE500 (National Stock Exchange). Winning and losing days for each stock are calculated using 52-week high and low prices as reference points. To test disposition effect, abnormal trading volumes of stocks are regressed on their percentage of winning (losing) days. Further using ANOVA, the difference between mean of percentage of winning (los

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Amoruso, Paola, Massimo Mariani, Maurizio d’Amato, and Raffaele Didonato. "Italian Auction Market: Features of Discounted Forced Sale Price." Real Estate Management and Valuation 28, no. 3 (2020): 12–23. http://dx.doi.org/10.1515/remav-2020-0020.

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AbstractThe purpose of the paper is to investigate the main causes of discount between list price and forced sale value in the Italian real estate auction segment, in favor of more comprehensive determination of the value of mortgage underlying guarantees; this would allow for an improvement of further valorization processes of assets intended to obtain a higher selling price.Starting from the results of existing literature, an ordinary least squares regression analysis was conducted in order to point out the main determinants of the discount between list price and forced sale value. It has be

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Papież, Monika, and Sławomir Śmiech. "Wykorzystanie modelu SVECM do badania zależności pomiędzy cenami surowców a cenami stali na rynku europejskim w latach 2003-2011." Przegląd Statystyczny. Statistical Review 2012, no. 4 (2012): 504–24. http://dx.doi.org/10.59139/ps.2012.04.8.

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The article presents the analysis of the relations between the demand for steel products and the prices of steel and raw materials (coking coal) on the European market based on the monthly data in the period 2003-2011. The analysis of those relations was conducted with the use of Structural Vector Error Correction Model (SVECM), which allowed to determine the impact of the supply of raw materials and the demand for steel products on the prices of steel products. The results obtained indicate that steel market is in long run equilibrium. The price of coking coal is the dominant variable in the

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Li, Tianye. "Application Analysis of Financial Time Series in Stock Market." Advances in Economics, Management and Political Sciences 13, no. 1 (2023): 343–47. http://dx.doi.org/10.54254/2754-1169/13/20230744.

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Time series analysis is a basic tool in number investing. The time-series sequence is a sequence of variables measured in a fixed section sequence over some time. The fluctuation of stock price affects all aspects of social and economic life, so effectively predicting the trend of stock price changes has great economic and social value. Based on the existing research results on time series, this paper takes the stock market as an entry point, and sorts and summarizes the literature from the application fields and application methods of time series. The research results show that the applicatio

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Romli Muar, Muhammad. "Penentuan Harga Jual Kopi di Pasar Dampit Kabupaten Malang dalam Perspektif Jual Beli Islam." JOURNAL ISLAMIC BUSINESS AND ENTREPRENEURSHIP 2, no. 1 (2023): 104–9. http://dx.doi.org/10.33379/jibe.v2i1.2956.

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The price of an agricultural product significantly influences the enthusiasm of farmers in managing their agricultural land. Good or standard prices will lift the farmer's economy in certain products. In this study focused on the position of coffee farmers and coffee prices in Dampit Market, Malang Regency. The classic problem that arises is the absence of a definite benchmark price so that coffee farmers have no bargaining value for the agricultural products they produce. There is a custom, at the beginning of the harvest the price tends to improve but during the main harvest the price will d

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Li, Zhenlong, Jie Guo, and Panagiotis Andrikopoulos. "Relative reference prices and M&A misvaluations." Review of Behavioral Finance 11, no. 1 (2019): 70–97. http://dx.doi.org/10.1108/rbf-04-2018-0036.

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Purpose The purpose of this paper is to examine the misvaluation hypothesis using a relative reference point (RRP) in mergers and acquisitions (M&A) market. Design/methodology/approach The paper studies 1,878 M&A deals in the US market announced between January 1985 and December 2014. Findings The paper finds that bidders prefer stock payments when the RRP increases. The RRP is positively related to the offer premium and the target announcement returns. Although the RRP is negatively related to the bidder announcement returns, it is positively related to the long-run performance of bid

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Chai, Jian, and Ying Jin. "The Dynamic Impacts of Oil Price on China’s Natural Gas Consumption under the Change of Global Oil Market Patterns: An Analysis from the Perspective of Total Consumption and Structure." Energies 13, no. 4 (2020): 867. http://dx.doi.org/10.3390/en13040867.

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In recent years, China’s energy structure has been adjusted unceasingly, where the proportion of natural gas has been increasing year by year, and its external dependence has also been increasing. Therefore, it is necessary to discuss the correlation between China’s natural gas market and the international energy market. This paper studies the dynamic relationship between China’s total natural gas consumption, consumption structure, and the international price of oil from the perspectives of mutation and time-variance, using the cointegration test with regime shifts and a state space model. Th

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Lin, Yu, and Ben Liu. "A Framework for Enhancing Stock Investment Performance by Predicting Important Trading Points with Return-Adaptive Piecewise Linear Representation and Batch Attention Multi-Scale Convolutional Recurrent Neural Network." Entropy 25, no. 11 (2023): 1500. http://dx.doi.org/10.3390/e25111500.

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Efficient stock status analysis and forecasting are important for stock market participants to be able to improve returns and reduce associated risks. However, stock market data are replete with noise and randomness, rendering the task of attaining precise price predictions arduous. Moreover, the lagging phenomenon of price prediction makes it hard for the corresponding trading strategy to capture the turning points, resulting in lower investment returns. To address this issue, we propose a framework for Important Trading Point (ITP) prediction based on Return-Adaptive Piecewise Linear Represe

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Meng, Charlotte C. "The price paid: Heuristic thinking and biased reference points in the housing market." Journal of Urban Economics 134 (March 2023): 103514. http://dx.doi.org/10.1016/j.jue.2022.103514.

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Al-Nefaie, Abdullah H., and Theyazn H. H. Aldhyani. "Bitcoin Price Forecasting and Trading: Data Analytics Approaches." Electronics 11, no. 24 (2022): 4088. http://dx.doi.org/10.3390/electronics11244088.

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Currently, the most popular cryptocurrency is bitcoin. Predicting the future value of bitcoin can help investors to make more educated decisions and to provide authorities with a point of reference for evaluating cryptocurrency. The novelty of the proposed prediction models lies in the use of artificial intelligence to identify movement cryptocurrency prices, particularly bitcoin prices. A forecasting model that can accurately and reliably predict the market’s volatility and price variations is necessary for portfolio management and optimization in this continually expanding financial market.

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Rosa, Mattia De. "Economic assessment of producing and selling biomethane into a regional market." Energy & Environment 31, no. 1 (2018): 60–76. http://dx.doi.org/10.1177/0958305x18762581.

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Biogas is a promising renewable energy resource produced by using anaerobic digestion of organic substrates and it is mainly used to generate electricity by means of biogas engines. Other potential utilisations are growing, e.g. grid injection and biofuels production but, generally, a treatment aimed to increase its quality is mandatory and greater investments are generally required to produce upgraded biogas (biomethane). Despite the increasing of interest on these applications, a lack of information is still present from an economic point of view. The present paper performs an extended econo

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Xu, Xiangchu, Zewei Zhan, Zengqiang Mi, and Ling Ji. "An Optimized Decision Model for Electric Vehicle Aggregator Participation in the Electricity Market Based on the Stackelberg Game." Sustainability 15, no. 20 (2023): 15127. http://dx.doi.org/10.3390/su152015127.

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With the growing popularity of charging pile infrastructure and the development of smart electronic devices and 5G communication technologies, the electric vehicle aggregator (EVA) as a bidding entity can aggregate numerous electric vehicle (EV) resources to participate in the electricity market. Moreover, as the number of grid-connected EVs increases, EVA will have an impact on the nodal marginal prices of electricity market clearing. Aiming at the bidding and offering problem of EVA participation in the day-ahead and intra-day electricity markets, based on the Stackelberg game theory, this p

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Ayala Gaytán, Edgardo Arturo. "Social network externalities and price dispersion in online markets." Ensayos Revista de Economía 28, no. 2 (2009): 1–28. http://dx.doi.org/10.29105/ensayos28.2-1.

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Ample empirical studies in the e-commerce literature have documented that the price dispersion in online markets is 1) as large as that in offline markets, 2) persistent across time, and 3) only partially explained by observed eretailers’ attributes. Buying on the internet market is risky to consumers. First of all, consumers and the products they purchase are separated in time. There is a delay in time between the time consumers pay and the time they receive the orders. Second, consumers and the products they purchase are separated in space. Consumers cannot physically touch or examine the pr

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FREY, RÜDIGER, and WOLFGANG J. RUNGGALDIER. "A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA." International Journal of Theoretical and Applied Finance 04, no. 02 (2001): 199–210. http://dx.doi.org/10.1142/s021902490100095x.

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In this paper we consider a nonlinear filtering approach to the estimation of asset price volatility. We are particularly interested in models which are suitable for high frequency data. In order to describe some of the typical features of high frequency data we consider marked point process models for the asset price dynamics. Both jump-intensity and jump-size distribution of this marked point process depend on a hidden state variable which is closely related to asset price volatility. In our setup volatility estimation can therefore be viewed as a nonlinear filtering problem with marked poin

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Jiang, Linlin, Fangyu Jin, Yixin Liu, and Hongyi Yang. "Research on the Anchoring Bias in Stock Investment: Evidence from Chinese Stock Market." Advances in Economics, Management and Political Sciences 29, no. 1 (2023): 120–25. http://dx.doi.org/10.54254/2754-1169/29/20231365.

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Under the influence of factors such as information loss, information asymmetry and personal experience, people can be easily affected by anchoring effect and make wrong decisions. The anchoring effect is a cognitive bias whereby an individual's decisions are influenced by a particular reference point or anchor. This influence can be reflected in many aspects, such as the promotion activities in shopping malls, the choice of insurance products, or the decision to sell or buy in the stock market. In recent years, scholars have gradually found that anchoring effect will influence various decision

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Fioretti, Michele, Alexander Vostroknutov, and Giorgio Coricelli. "Dynamic Regret Avoidance." American Economic Journal: Microeconomics 14, no. 1 (2022): 70–93. http://dx.doi.org/10.1257/mic.20180260.

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In a stock market experiment, we examine how regret avoidance influences the decision to sell an asset while its price changes over time. Participants know beforehand whether they will observe the future prices after they sell the asset or not. Without future prices, participants are affected only by regret about previously observed high prices (past regret), but when future prices are available, they also avoid regret about expected after-sale high prices (future regret). Moreover, as the relative sizes of past and future regret change, participants dynamically switch between them. This demon

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Cherepanova, D. M., Yu N. Nikulina, and R. G. Yanbykh. "Assessment of the level of state support for the agrarian sector in Russia and the European Union." Agricultural Science Euro-North-East 23, no. 5 (2022): 740–50. http://dx.doi.org/10.30766/2072-9081.2022.23.5.740-750.

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The article provides the research of the state support for agriculture in Russia using the methodology of the Organization for Economic Cooperation and Development (OECD). The overall estimation of support for agricultural producers in Russia, considering not only budget transfers but also price support in 2020 amounted to 749 billion rubles or 12 % of gross revenue. At the same time, budgetary transfers account for 31.9 %. A significant amount is accounted for by the support of the market price, which is estimated through the difference between domestic and reference prices (prices "at the bo

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Хаванова, Инна, and Inna Khavanova. "Category of Market Price in Modern Tax Law." Journal of Russian Law 4, no. 7 (2016): 0. http://dx.doi.org/10.12737/20152.

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 The article is devoted to transfer pricing rules with particular reference to unresolved problems. Its purpose is to outline the complex issue of transfer pricing. The author examines the difference between the concepts of “market price” and price, determined according to the “arm’s length principle”, discusses the basic rules of taxation, principles of determining the price of goods, work or services for taxation purposes. To ensure the correct application of the separate entity approach, countries have adopted the arm&#180;s length principle. This article analyzes initiatives on t

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Barabanova, V. V., and N. S. Pryimak. "THE EFFECT OF MARKET PRICING ON CONSUMER BEHAVIOR IN CONDITIONS OF UNCERTAINTY." TRADE AND MARKET OF UKRAINE, no. 2(54) 2023 (December 30, 2023): 71–78. http://dx.doi.org/10.33274/2079-4762-2023-54-2-71-78.

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Objective. Purpose of the article is to highlight and find ways to solve the problem of assessing the impact of marketing pricing on consumer behavior in conditions of uncertainty. Methods. he theoretical and methodological basis of the research is inductive and deductive research methods for the systematization of marketing pricing concepts; scientific works of domestic scientists regarding the impact of marketing pricing on consumer behavior in conditions of uncertainty. The research used methods that provide the method of scientific knowledge, the method of system-structural analysis. The r

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Hoai, Nguyen Thi Thu, Dang Trung Tuyen, Nguyen Duy Nhien, and Nguyen Thi Hong. "The fluctuation linkages and price volatility risk on agricultural commodity market: Evidence from Vietnamese coffee." Uncertain Supply Chain Management 11, no. 4 (2023): 1735–44. http://dx.doi.org/10.5267/j.uscm.2023.6.017.

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This paper uses the DCC-GARCH and Value at Risk (VaR) model to analyze the fluctuation, linkage, and price volatility risk among coffee price series in the period of 2004 - 2020. In terms of the fluctuation, the study points out, the volatility of Vietnamese coffee price and the price of Robusta coffee in two markets were affected by two ARCH terms and GARCH terms at 1 percent level. Meanwhile, the coffee price of Brazil and Colombia is only impacted by the ARCH term. The linkage between Brazil and Colombia is the biggest. The average coefficient linkage among Vietnam with two main competitors

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Zhao, Keyi. "The Analysis of Weber's Law in Product Marketing Strategy: Taking Coca Cola as Evidence." Advances in Economics, Management and Political Sciences 28, no. 1 (2023): 152–57. http://dx.doi.org/10.54254/2754-1169/28/20231316.

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Transaction marketing is a business strategy that focuses on a single "point of sale" transaction. A transaction marks a financial agreement between two parties in which one party receives a financial benefit from the sale of goods and services to the other party. The way to obtain goods in modern society is usually inseparable from transactions, maximizing profits and obtaining more property has become the goal of many businessmen. However, obtaining benefits is not a simple science. It needs to be analyzed from different fields such as cost, research and development, publicity and the focus

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Alla, Leonidova. "The effect of inflation on welfare of the population and Russian market capacity." SHS Web of Conferences 69 (2019): 00071. http://dx.doi.org/10.1051/shsconf/20196900071.

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The material basis of welfare of the population is its income. However, the inflation negatively affects current incomes of the population and market capacity determined by the value of current incomes. Given the variable dynamics of inflation, it is necessary to evaluate its impact on household incomes and market capacity using the accumulated inflation rate with a scientifically based reference point. This calculation option will allow us to determine the dynamics of real average per capita incomes and market capacity calculated in constant prices of the reference point, assess the problem a

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Zhang, Shuang, Yueping Du, and Linxue Wang. "Using Consumer Loss Aversion to Investigate the Effect of Stackelberg Pricing for New-Energy Vehicles." Energies 17, no. 17 (2024): 4445. http://dx.doi.org/10.3390/en17174445.

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Compared to the development history of traditional FVs (fossil-fuel vehicles), although NEVs (new-energy vehicles) have many advantages and huge development potential, they are still in the early stages of development. The current research about NEV diffusion mainly focuses on policies, competition, and cooperation with FVs, as well as consumer-related factors, in which consumers are generally assumed as rational. In order to study the impact of irrational consumer factors on NEV diffusion, this study takes the prospect theory into consideration. Through a literature analysis, the loss-aversio

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