IDEAS home Printed from https://ideas.repec.org/a/oup/qjecon/v35y1921i3p394-411..html
   My bibliography  Save this article

Is Market Price Determinate?

Author

Listed:
  • F. W. Taussig

Abstract

The current doctrine stated, 394. — In fact, demand often does not respond to price in the way assumed, 396. — The penumbra of indeterminate prices, 397. — Cases of fixed seasonal supply, 398. — Supplies that can be carried over, 400. — The demand curve not always negatively inclined, 402. — Speculation does not necessarily stabilize prices, 403. — Commodities produced continuously, 403. — Stock exchange dealings, 405. — The traditional grounds for justifying speculation not applicable to stock exchange dealings, 407. — Application of the present reasoning to dumping, 409. — To war prices, 410. — Conclusion, 410.

Suggested Citation

  • F. W. Taussig, 1921. "Is Market Price Determinate?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 35(3), pages 394-411.
    • Handle: RePEc:oup:qjecon:v:35:y:1921:i:3:p:394-411.
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.2307/1884093
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016. "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
    2. Hugh Rockoff, 2004. "Until it's Over, Over There: The U.S. Economy in World War I," NBER Working Papers 10580, National Bureau of Economic Research, Inc.
    3. Dale, Charles, 1981. "Brownian motion in the treasury bill futures market," MPRA Paper 46530, University Library of Munich, Germany.
    4. Pippenger, John, 2008. "Freely Floating Exchange Rates Do Not Systematically Overshoot," University of California at Santa Barbara, Economics Working Paper Series qt97m8z6hw, Department of Economics, UC Santa Barbara.
    5. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1331, Athens University of Economics and Business.
    6. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
    7. Gray, Roger W. & Rutledge, David J.S., 1971. "The Economics of Commodity Futures Markets: A Survey," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(04), pages 1-52, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:qjecon:v:35:y:1921:i:3:p:394-411.. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press (email available below). General contact details of provider: https://academic.oup.com/qje .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.