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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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The Threshold Effect of Leveraged Trading on the Stock Price Crash Risk: Evidence from China
Entropy, 2020 The stock price crash constitutes one part of the complexity in the stock market. We aim to verify the threshold effect of leveraged trading on the stock price crash risk from the perspective of feedback trading. We empirically demonstrate that leveraged
Zhen Peng, Changsheng Hu
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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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ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI HARGA SAHAM PERUSAHAAN MANUFAKTUR DI BEI TAHUN 2010 – 2012
Jurnal Studi Manajemen Organisasi, 2014 The capital market is a means in which treasury securities are long-term traded. In capital markets, companies get funds relatively expensive, because the company does not have to pay the capital cost or capital cost can be reduced.
Andrio Sutriawan, Mulyo Haryanto
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PRICING OF THE ASIAN OPTION WITH THE KAMRAD-RITCHKEN’S TRINOMIAL MODEL
BarekengAsian Option determines its payoff option value by the average stock during the option period. This research aims to determine the price of Asian Option by average arithmetic using Kamrad-Ritchken’s Trinomial method.
Jihan Nabila Wafa’, Emy Siswanah
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The dynamic of bank stock price and its fundamentals: Evidence from Indonesia
Cogent Economics & Finance, 2022 This study examines the relationship between bank stock price and its selected fundamentals, namely, profitability, credit risk, and liquidity risk. Using the dynamic common correlated effect (DCCE) technique, we discover a mechanism error-correction ...
Hendrik Widjaja, Moch. Doddy Ariefianto
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A quantum mechanical model for the relationship between stock price and stock ownership
, 2012 The trade of a fixed stock can be regarded as the basic process that measures its momentary price. The stock price is exactly known only at the time of sale when the stock is between traders, that is, only in the case when the owner is unknown.
Cotfas, Liviu-Adrian
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Jurnal Akuntansi, 2014 The aim of this research is to know the impact of earnings per share (EPS) and price earnings ratio (PER) on stock price. Sample of stock that used is taken from wholesaler and retail sector in Indonesian Stock Exchange in 2000-2005 which collected by ...
Bram Hadianto
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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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How does stock market volatility react to oil shocks?
, 2017 We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility using a ...
Bastianin, Andrea, Manera, Matteo
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