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Related papers: Price Impact

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A microeconomic approach is proposed to derive the fluctuations of risky asset price, where the market participants are modeled as prospect trading agents. As asset price is generated by the temporary equilibrium between demand and supply,…

Pricing of Securities · Quantitative Finance 2014-01-31 Yipeng Yang , Allanus Tsoi

The price multiplier effect provides precious insight into the behavior of investors during episodes of speculative trading. It tells us that the higher the price of an asset is (within a set of similar assets) the more its price is likely…

Condensed Matter · Physics 2009-11-10 Sergei Maslov , Bertrand M. Roehner

Many independent studies on stocks and futures contracts have established that market impact is proportional to the square-root of the executed volume. Is market impact quantitatively similar for option markets as well? In order to answer…

Trading and Market Microstructure · Quantitative Finance 2016-02-10 Bence Toth , Zoltan Eisler , Jean-Philippe Bouchaud

The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with…

Pricing of Securities · Quantitative Finance 2009-04-09 Sovan Mitra

We present an analysis of the price impact associated with trades effected by different financial firms. Using data from the Spanish Stock Market, we find a high degree of heterogeneity across different market members, both in the…

Trading and Market Microstructure · Quantitative Finance 2012-04-20 Alex J. Bladon , Esteban Moro , Tobias Galla

We observe the effects of the three different events that cause spread changes in the order book, namely trades, deletions and placement of limit orders. By looking at the frequencies of the relative amounts of price changing events, we…

Trading and Market Microstructure · Quantitative Finance 2019-07-24 Stephan Grimm , Thomas Guhr

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriele La Spada , J. Doyne Farmer , Fabrizio Lillo

Based on the order flow data of a stock and its warrant, the immediate price impacts of market orders are estimated by two competitive models, the power-law model (PL model) and the logarithmic model (LG model). We find that the PL model is…

Statistical Finance · Quantitative Finance 2017-04-18 Hai-Chuan Xu , Zhi-Qiang Jiang , Wei-Xing Zhou

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

Good models require good training data. For overparameterized deep models, the causal relationship between training data and model predictions is increasingly opaque and poorly understood. Influence analysis partially demystifies training's…

Machine Learning · Computer Science 2024-04-02 Zayd Hammoudeh , Daniel Lowd

The latent order book of \cite{donier2015fully} is one of the most promising agent-based models for market impact. This work extends the minimal model by allowing agents to exhibit mean-reversion, a commonly observed pattern in real…

Trading and Market Microstructure · Quantitative Finance 2020-09-07 Ismael Lemhadri

We consider a financial market in which traders potentially face restrictions in trading some of the available securities. Traders are heterogeneous with respect to their beliefs and risk profiles, and the market is assumed thin: traders…

Economics · Quantitative Finance 2023-12-06 Michail Anthropelos , Constantinos Kardaras

The influence of the past price behaviour on the realized volatility is investigated in the present article. The results show that trending (drifting) prices lead to increased (decreased) realized volatility. This ``volatility induced by…

Other Condensed Matter · Physics 2008-12-02 Gilles Zumbach

In general it is not clear which kind of information is supposed to be used for calculating the fair value of a contingent claim. Even if the information is specified, it is not guaranteed that the fair value is uniquely determined by the…

General Finance · Quantitative Finance 2016-02-01 Gabriel Frahm

A simple Ising spin model which can describe the mechanism of price formation in financial markets is proposed. In contrast to other agent-based models, the influence does not flow inward from the surrounding neighbors to the center site,…

Statistical Mechanics · Physics 2009-11-07 K. Sznajd-Weron , R. Weron

Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…

Trading and Market Microstructure · Quantitative Finance 2017-02-08 Jonathan Donier , Jean-Philippe Bouchaud

Individuals are often influenced by the behavior of others, for instance because they wish to obtain the benefits of coordinated actions or infer otherwise inaccessible information. In such situations this social influence decreases the ex…

Adaptation and Self-Organizing Systems · Physics 2015-05-14 Richard Colbaugh , Kristin Glass , Paul Ormerod

It is argued that the order of the analytic expressions for the calculation of the primordial perturbations from inflation exerts a strong influence upon the results of the analysis of observables dynamics based on these expressions and,…

Astrophysics · Physics 2007-05-23 C. A. Terrero-Escalante

Asset liquidity in modern financial markets is a key but elusive concept. A market is often said to be liquid when the prevailing structure of transactions provides a prompt and secure link between the demand and supply of assets, thus…

Trading and Market Microstructure · Quantitative Finance 2011-12-30 Alexandros Gabrielsen , Massimiliano Marzo , Paolo Zagaglia

The Price equation describes the change in populations. Change concerns some value, such as biological fitness, information or physical work. The Price equation reveals universal aspects for the nature of change, independently of the…

Populations and Evolution · Quantitative Biology 2023-12-27 Steven A. Frank