Belief aggregation in financial markets and the nature of price fluctuations

QR Code

Belief aggregation in financial markets and the nature of price fluctuations

We present a model of financial markets, where the belief of the market, expressed by a normal distribution over asset returns, is formed by aggregating in a dynamically consistent way individual subjective beliefs of the market participants, which are likewise assumed to follow normal distributions...

Full description

Bibliographic Details
Main Author:	Schoch, Daniel
Other Authors:	Huynh, Van-Nam
Format:	Book Section
Published:	Springer International Publishing 2015
Online Access:	https://eprints.nottingham.ac.uk/29892/

Similar Items

Reasons for price fluctuations
by: Ali, Fazlin
Published: (2019)

Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets
by: Ng, Yuen Yein
Published: (2015)

The effect of oil price fluctuations on the Malaysian and Indonesian stock markets
by: Abdul Hadi, Abdul Razak, et al.
Published: (2009)

Analysis of the impact of international crude oil price fluctuation on Chinese stock market
by: Wang, Jingyu
Published: (2022)

Factors that influencing the fluctuation price of rubber in the market / Wan Nor Syamimi Wan Jusoh
by: Wan Jusoh, Wan Nor Syamimi
Published: (2010)

Determinants of stock price fluctuations: Evidence from Singapore
by: Choi, Jun Hui, et al.
Published: (2014)

Methods to overcome the effects of fluctuation in cement prices to local contractor
by: Suhaila, Sulong
Published: (2010)

The impact of cost of production and price fluctuation on the revenues of pepper farmers
by: Aley Looi, Rhemaneeta Allan, et al.
Published: (2019)

The dynamics of China’s mutton price fluctuations under extreme events
by: Zheng, Xiong, et al.
Published: (2024)

Is the Fed reacting to stock price fluctuations? Evidence from the Internet bubble
by: Recordon, Eugenie
Published: (2006)

Causal relationship between material price fluctuation and project’s outturn costs
by: Olatunji, Oluwole, et al.
Published: (2018)

Do oil price fluctuations affect the inflation rate in Indonesia asymmetrically?
by: Lim, Thye Goh, et al.
Published: (2020)

The Impact of Price Fluctuations in Supply Chain Uncertainty and Risk in Oil & Gas Industry
by: Mikayilova, Khatira
Published: (2015)

Assessing the mechanism of oil price fluctuation and fiscal policy response in the Malaysian economy
by: Nora Yusma Mohamed Yusoff,
Published: (2013)

The impacts of petroleum price fluctuations on income distribution across ethnic groups in Malaysia
by: Saari, M. Yusof, et al.
Published: (2016)

Impact of crude oil price, exchange rates and real GDP on Malaysia's food price fluctuations: symmetric or asymmetric?
by: Wong, Kelly Kai Seng, et al.
Published: (2017)

Stock Market Liquidity and The Macroeconomic Fluctuations: UK Empirical Study
by: Mao, Jianlei
Published: (2010)

Market fluctuations and country risk relationships for Australian and Indian energy
by: Simpson, John
Published: (2013)

Oil Price Fluctuations and Macroeconomy: Empirical Evidence from Egypt, Iran and Saudi Arabia
by: Voo, Vincent Chung Yin
Published: (2009)

Study on the determinants that influence the fluctuation in the world price of rubber / Nur Hafizakhtar Zainol Abidin
Published: (2007)

Financial Markets’ Reaction and World Crude Oil Price Shocks
by: Teoh, Hooi Khim
Published: (2005)

The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State)
by: Alotaibi, Saud
Published: (2016)

Digital Gold or Worthless Bytes? An Exploration of Bitcoin Price Fluctuations and Assessment of Event Driven Volatility
by: Manning Smith, James
Published: (2015)

A case study: factors contributing fluctuation in world oil price / Nuraisha Mohd.Fadzil
by: Mohd.Fadzil, Nuraisha
Published: (2011)

The impact of news sentiment on the stock market fluctuation : the case of selected energy sector
by: Ling, Wu, et al.
Published: (2021)

Fluctuating hydrodynamics, current fluctuations and hyperuniformity in boundary-driven open quantum chains
by: Carollo, Federico, et al.
Published: (2017)

New evidence of oil price fluctuations and manufacturing output in Saudi Arabia, Kuwait and United Arab Emirates
by: Muhammad, Faheem, et al.
Published: (2020)

Attitudes and beliefs towards alcohol minimum pricing in Western Australia
by: Keatley, David, et al.
Published: (2016)

Dynamics Relationship Between House Prices And Macroeconomic Aggregates
by: Sabri, Bukryman
Published: (2005)

Dynamics Relationship Between House Prices And Macroeconomic Aggregates
by: SABRI, BUKRYMAN
Published: (2005)

Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)

Private placement, share prices, volume and financial crisis: an emerging market study
by: Mohd Noor, Normaziah, et al.
Published: (2013)

Natural Gas Markets in Asia: Pricing, Integration, Regionalism, and Energy Security Issues
by: Inchauspe, Julian
Published: (2014)

Natural Gas Market Liberalization: An Examination of UK and US Futures and Spot Prices
by: Simpson, John
Published: (2013)

Limits to the thermal tolerance of corals adapted to a highly fluctuating, naturally extreme temperature environment
by: Schoepf, V., et al.
Published: (2015)

Quantum coherence fluctuation relations
by: Morris, Benjamin, et al.
Published: (2018)

Stock prices and dynamics of aggregate investment: evidence from Malaysia
by: Ibrahim, Mansor
Published: (2008)

House prices and bank credits in Malaysia: an aggregate and disaggregate analysis
by: Ibrahim, Mansor, et al.
Published: (2014)

Is Dirham better performed than Dinar in hedging fluctuated prices? / Dziauddin Sharif , Norlina Hazamuri and Mohd Asyadi Redzuan
by: Sharif, Dziauddin, et al.
Published: (2010)

The asymmetric effect of oil price fluctuation on non-performing loans in Kazakhstan: evidence from the ricardian curse of the resource boom
by: Chin, Lee, et al.
Published: (2022)