Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6309
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dc.contributor.authorÇağınalp, G.-
dc.contributor.authorMerdan, Hüseyin-
dc.date.accessioned2021-09-11T15:35:45Z-
dc.date.available2021-09-11T15:35:45Z-
dc.date.issued2007en_US
dc.identifier.issn0167-2789-
dc.identifier.urihttps://doi.org/10.1016/j.physd.2006.09.036-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/6309-
dc.description.abstractA system of ordinary differential equations is used to study the price dynamics of an asset under various conditions. One of these involves the introduction of new information that is interpreted differently by two groups. Another studies the price change due to a change in the number of shares. The steady state is examined under these conditions to determine the changes in the price due to these phenomena. Numerical studies are also performed to understand the transition between the regimes. The differential equations naturally incorporate the effects due to the finiteness of assets (rather than assuming unbounded arbitrage) in addition to investment strategies that are based on either price momentum (trend) or valuation considerations. The numerical studies are compared with closed-end funds that issue additional shares, and offers insight into the strategies of investors. (c) 2006 Elsevier B.V. All rights reserved.en_US
dc.language.isoenen_US
dc.publisherElsevier Science Bven_US
dc.relation.ispartofPhysica D-Nonlinear Phenomenaen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectordinary differential equations for asset pricingen_US
dc.subjectsteady states of asset pricesen_US
dc.subjectdynamical system approach to mathematical financeen_US
dc.subjectsecondary issues and stock buybacksen_US
dc.subjectclosed-end fundsen_US
dc.titleAsset Price Dynamics With Heterogeneous Groupsen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Science and Literature, Department of Mathematicsen_US
dc.departmentFakülteler, Fen Edebiyat Fakültesi, Matematik Bölümütr_TR
dc.identifier.volume225en_US
dc.identifier.issue1en_US
dc.identifier.startpage43en_US
dc.identifier.endpage54en_US
dc.identifier.wosWOS:000243667700004en_US
dc.identifier.scopus2-s2.0-33845230240en_US
dc.institutionauthorMerdan, Hüseyin-
dc.identifier.doi10.1016/j.physd.2006.09.036-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
item.openairetypeArticle-
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept07.03. Department of Mathematics-
Appears in Collections:Matematik Bölümü / Department of Mathematics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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