Tele-Read has a cautionary tale for self-published authors who publish through Amazon.com:

Fantasy author Jim C. Hines recounts a recent pricing snafu with his e-book Goblin Tales, self-published through Amazon, Barnes & Noble, and Kobo. Hines had put the book on sale for 99 cents over Christmas and returned it to $2.99 in January...Then on February 11th Hines noticed that Amazon had dropped the price of the e-book to 99 cents again.

Though Amazon did raise the price of the book back to $2.99 when he complained, they cited a line in the terms and conditions that Amazon claims “…sole and complete discretion to set the retail price at which your Digital Books are sold through the Program.” So here's the moral of the story: If you self-publish through Amazon, you should keep an eye on the price of your books.