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Формирование И Коллапс Спекулятивного Бума На Финансовом Рынке При Ограниченном Предложении Актива

Author

Listed:
  • Асрян Г. А.

    (Кисловодский институт экономики и права)

Abstract

В работе предложена модель, позволяющая объяснить аномальное поведение цен актива в момент ослабления и снятия ограничений на продажу инсайдерами своих позиций. Построена многопериодическая модель финансового рынка с дискретным временем, в которой инвесторы торгуют акциями, которые сначала имеют ограниченное предложение в силу ограничений продажи инсайдерами. Предложение актива возрастает по мере того, как инсайдеры получают возможность продавать свои позиции.In work the model, allowing to explain abnormal behaviour of the prices of an active at the moment of easing and removal of restrictions on sale insiders the positions is offered. The multiperiodic model of the financial market with discrete time in which investors trade in actions which at first have the limited offer owing to sale restrictions insiders is constructed. The active offer increases as insiders have an opportunity to sell the positions.

Suggested Citation

  • Асрян Г. А., 2008. "Формирование И Коллапс Спекулятивного Бума На Финансовом Рынке При Ограниченном Предложении Актива," Управление экономическими системами: электроннный научный журнал, CyberLeninka;Негосударственное образовательное учреждение высшего профессионального образования Кисловодский институт экономики и права, issue 16, pages 45-49.
    • Handle: RePEc:scn:007255:14943709
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