  The paper presents a step forward into the development of the theory of
meaning. Stock and financial markets are examined from
communication-theoretical perspective on the dynamics of information and
meaning. This study focuses on the link between the dynamics of investors'
expectations and market price movement. The model for market asset price
dynamiscs, based on non-linear evolutionary equation linking investors'
expectations and market asset price movement, is provided. Model predictions
are tested on various FX, energy, food, and indices markets along different
time frames. The results suggest that model predicted time series is
co-integrated with asset time series which implies that the prop[osed model can
be used to forecast future price movement.
