Discretionary Trading and Asset Price Volatility

October 1, 1995

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

Summary

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.

Subject: Asset and liability management, Asset prices, Asset valuation, Financial markets, Liquidity, Prices, Securities markets, Stock markets

Keywords: Asia and Pacific, asset price volatility, Asset prices, Asset valuation, covariance term, equilibrium price, incumbent investor, investor base, investors trading, Liquidity, market clearing, market participant, price of the asset, Securities markets, single-investor model, Stock markets, WP

Pages:
34
Volume:
1995
DOI:
https://doi.org/10.5089/9781451947922.001
Issue:
104
Series:
Working Paper No. 1995/104
Stock No:
WPIEA1041995
ISBN:
9781451947922
ISSN:
1018-5941

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