Results 241 to 250 of about 1,331,584 (301)
Some of the next articles are maybe not open access.
Review of Financial Studies, 1992
It is generally agreed that speculators can make profits from insider trading or from the release of false information. Both forms of stock-price manipulation have now been made illegal. In this article, the authors ask whether it is possible to make profits from a different kind of manipulation, in which an uninformed speculator simply buys and sells ...
Allen, Franklin, Gale, Douglas
openaire +3 more sources
It is generally agreed that speculators can make profits from insider trading or from the release of false information. Both forms of stock-price manipulation have now been made illegal. In this article, the authors ask whether it is possible to make profits from a different kind of manipulation, in which an uninformed speculator simply buys and sells ...
Allen, Franklin, Gale, Douglas
openaire +3 more sources
What moves stock prices? [PDF]
The Journal of Portfolio Management, 1989 This paper estimates the fraction of the variance in aggregate stock returns that can be attributed to various kinds of news. First, we consider macroeconomic news and show that it is difficult to explain more than one third of the return variance from this source. Second, to explore the possibility that the stock market responds to information that is
David M. Cutler +2 more
openaire +1 more source
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 ...
Greenwood, Robin, Thesmar, David
openaire +1 more source
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 ...
Greenwood, Robin, Thesmar, David
openaire +1 more source
YMER Digital, 2022
Machine learning has many important applications in the stock price prediction. Here, we will discuss about predicting the returns on stocks. This has uncertainties and it is a very complex task. This project will be developed into two parts: First, we will learn how to predict stock price using the Long Short-Term Memory neural networks.
V BIKSHAM +4 more
openaire +1 more source
Machine learning has many important applications in the stock price prediction. Here, we will discuss about predicting the returns on stocks. This has uncertainties and it is a very complex task. This project will be developed into two parts: First, we will learn how to predict stock price using the Long Short-Term Memory neural networks.
V BIKSHAM +4 more
openaire +1 more source
Stock price synchronicity and stock price crash risk
China Finance Review International, 2016Purpose– The purpose of this paper is to empirically analyze the effects of stock price synchronicity and herding behavior of qualified foreign institutional investors (QFII) on stock price crash risk, especially the mediating effect of herding behavior of QFII on the relation of stock price synchronicity and stock price crash risk.Design/methodology ...
Yonghong Jin +3 more
openaire +1 more source
International Review of Economics & Finance, 2021
Abstract We apply concepts form machine learning to forecast stock prices. First, we introduce the general (3 by 3) forecasting model, in which the financial markets are populated by three types of stocks: Overpriced stocks, underpriced stocks and fairly priced stocks.
Arie Harel, Giora Harpaz
openaire +1 more source
Abstract We apply concepts form machine learning to forecast stock prices. First, we introduce the general (3 by 3) forecasting model, in which the financial markets are populated by three types of stocks: Overpriced stocks, underpriced stocks and fairly priced stocks.
Arie Harel, Giora Harpaz
openaire +1 more source
Finance and Credit, 2022
Subject. This article deals with stock pricing factors. Objectives. The article aims to identify factors affecting the share prices of Russian companies. Methods. For the study, I used content, logical, and comparative analyses. Results. The article describes the factors that influence the price of a company's shares, but are not always directly ...
openaire +1 more source
Subject. This article deals with stock pricing factors. Objectives. The article aims to identify factors affecting the share prices of Russian companies. Methods. For the study, I used content, logical, and comparative analyses. Results. The article describes the factors that influence the price of a company's shares, but are not always directly ...
openaire +1 more source
Forecasting Stock Market Prices
The Journal of Finance, 1977building techniques to publicly available information could have permitted an investor to earn a portfolio return in excess of the return which was commensurate with the portfolio risk. The question of equity market efficiency over time is an area of constant disagreement, especially between practitioners and theoreticians. The disagreement is really a
openaire +1 more source
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.
openaire +1 more source