Do supply and demand drive stock prices?

DOI10.1080/14697680600987216zbMath1278.91141OpenAlexW1999084348MaRDI QIDQ3439865

Carl Hopman

Publication date: 18 May 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600987216

zbMATH Keywords

supply and demandstock pricesorder flow

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

Related Items (10)

Exogenous and endogenous price jumps belong to different dynamical classes ⋮ The inelastic market hypothesis: a microstructural interpretation ⋮ Bridging stylized facts in finance and data non-stationarities ⋮ Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes ⋮ Statistical characteristics of price impact in high-frequency trading ⋮ Nonlinear price impact from linear models ⋮ MARKET IMPACT AND ORDER BOOK CHARACTERISTICS IN THE KOREAN FUTURES MARKET ⋮ Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders ⋮ High frequency trading strategies, market fragility and price spikes: an agent based model perspective ⋮ How efficiency shapes market impact

Cites Work

• Continuous Auctions and Insider Trading
• Strategic Trading and Welfare in a Dynamic Market
• Common risk factors in the returns on stocks and bonds

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