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A Study of Human Price Speculation Behavior

Through a sweeping study of the world’s major financial markets, this paper divides the financial speculative prices into three distinctive models, viz. free speculative price, compound speculative price and arbitrary speculative prices. An attempt is then made to probe the inter-relationship and function formula of such models. The paper then lays emphasis on the environment and principles contributing to the formation of the free speculative prices paving the way for a review of the bitcoin, the US Stock Market DJIA and China’s SSE Composite Index as testimony to the existence of the free speculative price. Furthermore, this paper discusses the close relationship between the free speculative price and the “The Principle of Spontaneous Order” along with the contention that human price speculation behavior covers all the essential characteristics of behavior on the part of human society.