Biondi et al. (2012) develop an analytical model to examine the emergent dynamic properties of share market price formation over time, capable to capture important stylized facts. These latter properties prove to be sensitive to regulatory regimes for fundamental information provision, as well...

This paper develops a theoretical analysis of share market price formation driven by accounting and market structures. Heterogeneous investors are assumed to discover and process fundamental information disclosed by accounting system of share-issuing entity. Information set available to share...

This paper develops a theoretical analysis of share market price formation driven by accounting and market structures. Interacting heterogeneous investors are assumed to discover and process fundamental information disclosed by accounting system of share-issuing entity. Information set available...