The comparative statics on asset prices based on bull and bear market measure.
Masamitsu OhnishiYusuke OsakiPublished in: Eur. J. Oper. Res. (2006)
Keyphrases
- market data
- market participants
- market prices
- online markets
- similarity measure
- market equilibrium
- financial markets
- optimal pricing
- electricity markets
- asset allocation
- decision making
- competitive market
- spot market
- pricing mechanism
- distance measure
- market clearing
- stock market
- information theory
- dynamic pricing
- bidding strategies
- correlation coefficient
- stock price
- market share
- supply chain management