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Biondi et al. (2012) develop an analytical model to examine the emergentdynamic properties of share market price formation over time, capable tocapture important stylized facts. These latter properties prove to be sensitiveto regulatory regimes for fundamental information provision, as well as tomarket confidence conditions among actual and potential investors. Regimesbased upon mark-to-market (fair value) measurement of traded security, whilegenerating higher linear correlation between market prices and fundamentalsignals, also involve higher market instability and volatility. These regimesalso incur more relevant episodes of market exuberance and vagary in someregions of the market confidence space, where lower market liquidity furtheroccurs.

What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary