Results 261 to 270 of about 2,001,618 (298)
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Determinants of telecommunication stock prices
Journal of Economic Studies, 2013Purpose – The purpose of this paper is to analyze the determinants affecting the stock prices of telecommunications firms in both developed and developing countries around the world. Design/methodology/approach – The empirical analysis is performed using panel ...
Gregoriou, Andros +2 more
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Stock Prices and the Supply of Information
The Journal of Finance, 1991ABSTRACTWe develop a model in which the dependence of the brokerage commission rate on share price provides an incentive for brokers to produce research reports on firms with low share prices. Stock splits therefore affect the attention paid to a firm by investment analysts.
Brennan, Michael J, Hughes, Patricia J
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THE DISTRIBUTION OF RETURNS OF STOCK PRICES
International Journal of Theoretical and Applied Finance, 2000We perform a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets. We consider (i) the trades and quotes (TAQ) database, for which we analyze 40 million records for 1000 US companies for the 2-year period 1994–95, and (ii)
Amaral, Luís A. N. +4 more
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The Speed of Stock Price Discovery
SSRN Electronic Journal, 2012We develop closed-form expressions for the path and speed of stock price discovery in a utility-based CAPM with wealth effects. Two investors with uniquely bounded risk-preferences always apply opposite portfolio rebalancing trades. These trades determine the intra-period path and speed of price discovery in a Walrasian, tâtonnement setup.
Arieh Gavious, Haim Kedar-Levy
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A Model for Pricing Stocks and Bonds
2002This paper develops a tractable, dynamic, arbitrage-free model capable of jointly pricing a cross section of bonds and stocks. The bond pricing portion of the model produces the standard affine term-structure equations. It is then shown that a particular choice of dividend process, characterized by affine dividend yields, leads to stock prices that ...
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A PERSPECTIVE ON ACCOUNTING AND STOCK PRICES
Journal of Applied Corporate Finance, 1991Abstract The article presents an overview of accounting and stock prices. These two types of study, which are actually market reaction and valuation studies, are not entirely distinct. In so far as it is concerned with price effects, the former type generally focuses on the relation between new accounting information and short-term ...
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The Journal of Finance, 1966
MANY WHO ARE KNOWLEDGEABLE in the stock market feel that splitting the shares of a stock produces, for various reasons, a greater total market value for the shares outstanding. Based on intuition and supported by some widely quoted research by Barker, many others assert that any positive price movement in the period surrounding a stock split is related
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MANY WHO ARE KNOWLEDGEABLE in the stock market feel that splitting the shares of a stock produces, for various reasons, a greater total market value for the shares outstanding. Based on intuition and supported by some widely quoted research by Barker, many others assert that any positive price movement in the period surrounding a stock split is related
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Options on Stock-Price Length and Stock-Price Speed
This paper introduces two classes of path-dependent derivatives: options on stockprice length and options on stock-price speed. Stock-price length is defined as the sum of the absolute price changes observed over a predetermined discrete sampling grid.openaire +1 more source
The Volatility of Stock Market Prices
Science, 1987If the volatility of stock market prices is to be understood in terms of the efficient markets hypothesis, then there should be evidence that true investment value changes through time sufficiently to justify the price changes. Three indicators of change in true investment value of the aggregate stock market in the United States from 1871 to 1986 are ...
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Oil price uncertainty and stock price crash risk: Evidence from China
Energy Economics, 2022Fenghua Wen, Jihong Xiao
exaly