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Stock Prices and IPO Waves [PDF]
SSRN Electronic Journal, 2003 We develop a model of stock valuation and optimal IPO timing when investment opportunities are time-varying. IPO waves in our model are caused by declines in expected returns, increases in expected profitability, or increases in prior uncertainty about average profitability.
Pietro Veronesi +5 more
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Progress and prospects of data-driven stock price forecasting research
International Journal of Cognitive Computing in Engineering, 2023 With the rapid development of social economy and the continuous improvement of stock market, stock investment has become more and more widely concerned. Stock price prediction has become an important research direction in the field of cognitive computing
Chuanjun Zhao +8 more
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Stock Prices and Economic News [PDF]
The Journal of Business, 1984 This paper examines the daily response of stock prices to announcements about the money supply, inflation, real economic activity, and the discountrate. Except for the discount rate, survey data on market participants' expectations of these announcements are used to identify the unexpected component of the announcements in order to test the efficient ...
Pearce, Douglas K, Roley, V Vance
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Cogent Economics & Finance, 2021 This paper primarily aims at examining the impact of dividend policy on stock price volatility of industrial firms listed in the Dar es Salaam Stock Exchange employing data collected from audited published financial statements for the period 2009–2019 ...
Josephat Lotto
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Firm-specific, macroeconomic factors and stock price risk for Jordanian banks [PDF]
Banks and Bank Systems, 2021 Internal (firm-specific) and external (macroeconomic) determinants of stock price fluctuations are vital for investors seeking to invest their money in a firm’s stocks.
Wasfi Al Salamat +2 more
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Technological Revolutions and Stock Prices [PDF]
SSRN Electronic Journal, 2008 We develop a general equilibrium model in which stock prices of innovative firms exhibit “bubbles” during technological revolutions. In the model, the average productivity of a new technology is uncertain and subject to learning. During technological revolutions, the nature of this uncertainty changes from idiosyncratic to systematic.
Pietro Veronesi +5 more
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Jurnal Matematika, 2019 The multivariate forecasting model is a model of forecasting that takes into the causal relationship between a prediction factor with one or more independent variables. This study uses multivariate forecasting model that are transfer function and neural
Nila Rahmawati, Trianingsih Eni Lestari
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An Analysis of the Schrodinger Equation Model for the Distribution Rate of Stock Returns
JIF (Jurnal Ilmu Fisika), 2023 Quantum mechanics is a theory that describes the behavior of particles in the microscopic world. If the stock index can be considered an object on a macro scale, then every stock of a stock index is an object on a micro-scale.
Agus Kartono +2 more
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Modeling the effects of macroeconomic variables on the stock market: An Application of Non-linear Distributed Auto-regression Model [PDF]
International Journal of Business and Development StudiesThis study investigates the effects of macroeconomic variables on the stock market (stock price index).The effects of macroeconomic variables including global gold and oil price, exchange rate, interest rate, economic growth rate on the Iranian stock ...
Parinaz Dadashzadehrishekani +1 more
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