Results 121 to 130 of about 79,209 (149)
[Nursery stock price list] ; Breeding new strawberries, our new strawberry magazine /
, 1923 William Marshall. Freeman
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SSRN Electronic Journal, 2010 We study the relation between the ownership structure of financial assets and non-fundamental risk. We define an asset to be fragile if it is susceptible to non-fundamental shifts in demand. An asset can be fragile because of concentrated ownership, or because its owners face correlated or volatile liquidity shocks, i.e., they must buy or sell at the ...
Robin Greenwood +4 more
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Review of Financial Studies, 1992
The authors undertake a comprehensive investigation of price and volume co-movement using daily New York Stock Exchange data from 1928 to 1987. They adjust the data to take into account well-known calendar effects and long-run trends. To describe the process, they use a seminonparametric estimate of the joint density of current price change and volume ...
Gallant, A Ronald +2 more
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The authors undertake a comprehensive investigation of price and volume co-movement using daily New York Stock Exchange data from 1928 to 1987. They adjust the data to take into account well-known calendar effects and long-run trends. To describe the process, they use a seminonparametric estimate of the joint density of current price change and volume ...
Gallant, A Ronald +2 more
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Physical Review E, 2004
We show that the dynamics of stock prices can be accurately described as a continuous time random walk with a time dependent diffusion coefficient. The time evolution of the diffusion coefficient can be derived from tick by tick databases provided the stock price is characterized in terms of a couple of values describing the best ask and the best bid ...
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We show that the dynamics of stock prices can be accurately described as a continuous time random walk with a time dependent diffusion coefficient. The time evolution of the diffusion coefficient can be derived from tick by tick databases provided the stock price is characterized in terms of a couple of values describing the best ask and the best bid ...
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Stock Prices and Heteroscedasticity
The Journal of Business, 1976This paper provides evidence that the variance of returns on common stocks is not constant through time but is related to the volume of shares traded. In other words, returns on stocks are heteroscedastic. The work extends the approaches of Osborne, Granger and Morgenstern, and Clark.' Distributions of returns are known to be leptokurtic.
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Firm Expansion and Stock Price Momentum* [PDF]
Review of Finance, 2011 We document a significant and robust connection between firm-level asset changes and return momentum. Momentum profits are large and significant for firms that have experienced large asset expansions or contractions, whereas they otherwise are small and often insignificant.
Pöyry, Salla, Nyberg, Peter
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What Drives Stock Prices? Identifying the Determinants of Stock Price Movements [PDF]
Southern Economic Journal, 2006 In this paper, we show that the data have difficulty distinguishing a stock price decomposition in which expectations of future real dividend growth is a primary determinant of stock price movements from one in which expectations of future excess returns are a primary determinant.
Mark E. Wohar, Nathan S. Balke
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