The Damped Fluctuations as a Base of Market Quotations

Magomet Yandiev ()
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Magomet Yandiev: Department of Economics, Lomonosov Moscow State University
Authors registered in the RePEc Author Service: Magomet Iandiev ()

No 3, Working Papers from Moscow State University, Faculty of Economics

Abstract: In this article, the author applied the formula of damped fluctuations to explain the process of market quotations. The result shows that assimilation by the market of any new information takes place alongside two simultaneous processes: a sudden wide spread in the quotation values, which then narrows and comes to nothing, and a gradually growing perception by the market of the new price level, that is, the quantitative measure of new information being assimilated.

Keywords: Pricing Model; Market Quotations; Information; Damped Fluctuations (search for similar items in EconPapers)
JEL-codes: G12 G14 (search for similar items in EconPapers)
Pages: 7 pages
Date: 2011-08
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Citations: View citations in EconPapers (3)

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