With the birth of behavioral finance, more and researchers have brought individual psychology investors behaviors that it fosters into theoretical research scope finance. From perspective micro behavior, they try to explain causes complex phenomena in financial market with psychological factors such as motivation. This paper mainly analyzes impact investor sentiment on price volatility China's ...

This study aims to evaluate the link between economic growth and consumer price index (CPI) in Japan for the period of 1980-2014. Initial series were adjusted for stationarity using the Augmented Dickey- Fuller (ADF) test for unit root followed by the application of Johansen Co-integration Test in order to examine the long-run relationship among the variables, while the causalities were evaluat...

An attempt has been made to study the price behaviour of major vegetables in hill region of Nepal. The study is based on secondary data on wholesale monthly/weekly arrivals and prices for the period of 2000-01 to 2009-10. The seasonality in wholesale price was analyzed using multiplicative model; the Fourier analysis was used to analyze cyclical variation in wholesale prices and Autoregressive ...

We explore the relationship between shelf prices and manufacturers’ coupons for 25 readyto-eat breakfast cereals. We find that shelf prices are lower during periods when coupons are available. This result is inconsistent with static monopoly price discrimination under a broad range of assumptions. We present evidence that is inconsistent with both dynamic theories of price discrimination and ex...

where k = 1/V . This equation tells us that for any fixed money supply M, a negative relationship exists between the price level P and output Y , assuming that velocity V is fixed: the higher the price level, the lower the level of real balances and, therefore, the lower the quantity of goods and services demanded Y . In other words, the aggregate demand curve slopes downward. One way to unders...

This paper sets up a model, where multinationals compete in quantities and domestic firms form a competitive fringe. Within this framework, we analyse the relationship between market concentration, international outsourcing and the industry price-cost margin. The empirical results of a panel of 66 industries and the EU12 countries in the 1990s strongly confirm our theoretical hypotheses. Market...

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, the autoregressive distributed lag (ARDL) model, and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, an...