I'm not an expert in horse biology but I'd assume they are like most other mammals and the males of the species are stronger and faster. So this being the case would particular sexes of horses be preferable for certain activities? Would people consider the sex of the horse they were buying as a factor? In middles ages Europe would war horses be exclusively male like the soldiers? Did they sell for different amounts? How old were horses when they were sold typically?
There are three common "genders" for mature horses (three years old). Stallion (male), Mare (female) and a Gelding (has his testicals surgically removed in a castration).
There are also uncommon Spayed Mare and incorrectly castrated Rigg.
To answer your question in part (without an historical pov), prices of horses are indeed affected by gender, where a stallion is priced higher then a mare and a young gelding is more pricey than a horse
Source: Welfare, GAO Horse. "Action Needed to Address Unintended Consequences from Cessation of Domestic Slaughter." (2011), pg 55-56.