Results 31 to 40 of about 2,001,618 (298)
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
doaj +1 more source
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
doaj +1 more source
What Moves Stock Prices? [PDF]
The Journal of Portfolio Management, 1988 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
Cutler, David M. +2 more
openaire +2 more sources
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
doaj +1 more source
PLOS ONE, 2020 I evaluate Alan Greenspan's claim that stock price bubbles build up in periods of euphoria and tend to burst due to increasing fear. Indeed, there is evidence that e.g. during a crisis, triggered by increasing fear, both qualitative and quantitative measures of risk aversion increase substantially.
openaire +5 more sources
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
doaj +1 more source
Overreaction in Stock Forecasts and Prices [PDF]
SSRN Electronic Journal, 2009 We study the degree of individual and aggregate market overreaction in a dynamic experimental auction market. In 13 sessions with overall 101 students we find overreaction to new information both in stock price forecasts and transaction prices. Interestingly, market forces do not seem to help in lowering overreaction to new information in our setting ...
Nosic, Alen, Weber, Martin
openaire +2 more sources
Stock price prediction based on Recurrent Neural Networks
, 2023 reservedWith the advent of the artificial intelligence era and the increasing demand for financial data analysis, Deep Learning (DL) has become an application frontier in the financial field.
SHEN, YINXIA
core
Stock price fragility in an emerging market [PDF]
, 2013 Includes bibliographical references.This research project examines stock price fragility, a measure developed by Greenwood and Thesmar (2011), which serves as a proxy for non-fundamental risk i.e.
Nairac, Jean-Michel
core +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Patients with chronic kidney disease undergoing hemodialysis commonly experience reduced physical function, fatigue, poor sleep quality, and impaired health‐related quality of life. Intradialytic exercise has been proposed as a non‐pharmacological strategy to improve these outcomes.
Klebson da Silva Almeida +6 more
wiley +1 more source