Results 11 to 20 of about 955,547 (308)
Stock Prices and Fundamentals [PDF]
NBER Macroeconomics Annual, 1999 We consider a variety of fundamentals-based explanations for the recent stock price run-up, including changes in preferences, dividend growth rates, and the extent of risk sharing. In a calibrated OLG model we focus on two aspects of risk sharing-the market participation rate and the degree of diversification.
John Heaton, Deborah J. Lucas
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Journal of Business Economics and Management, 2021 Stock markets stand as a financial mechanism that provides liquidity for firms and offers diversification benefits for investors. Stock markets in the Eastern European countries are weakform efficient which exposes them to speculative prices.
Florin Aliu, Orkhan Nadirov, Artor Nuhiu
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TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
Economic Journal of Emerging Markets, 2011 The aim of this paper is to investigate the statistical relationship between stock prices and exchange rates in ASEAN from 1993–2006. Using Engle-Granger test, it finds that the re-lationship between stock prices and exchange rates is characterized by a ...
Dwipraptono Agus Harjito
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Jurnal Manajemen Dan Kewirausahaan, 2022 This research aims to look at the effect of stock splits on stock prices with variable liquidity as intervening. The research sample consisted of 83 companies on the Indonesia Stock Exchange (IDX) that conducted a stock split corporate action in the ...
Muhammad Ilham Maulana, Indah Yuliana
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An empirical analysis of internal and external factors of stock pricing: evidence from Indonesia [PDF]
Problems and Perspectives in Management, 2017 Stock prices change from time to time along with the latest conditions and information derived by investors dealing with the outlook for the company. Changes in stock prices are probably triggered by various factors, both internal and external, coming ...
Hesty Juni Tambuati Subing +2 more
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Analyzing the Impact of Financial News Sentiments on Stock Prices—A Wavelet Correlation
Mathematics, 2023 This study investigates the complex interplay between public sentiment, as captured through news titles and descriptions, and the stock prices of three major tech companies: Microsoft (MSFT), Tesla (TSLA), and Apple (AAPL). Leveraging advanced analytical
Marian Pompiliu Cristescu +4 more
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Asymmetric reactions of stock prices and industrial output to exchange rate shocks: Multiple threshold nonlinear autoregressive distributed lag framework [PDF]
Ekonomski Anali, 2023 Motivated by swings in the exchange rate of many developing economies which exert influence on firms’ input costs, output, stock prices, and profits, the study investigated the asymmetric reactions of stock prices and industrial output to ...
Odionye Joseph Chukwudi +1 more
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Stock Liquidity and Stock Price Crash Risk [PDF]
Journal of Financial and Quantitative Analysis, 2017 We find that stock liquidity increases stock price crash risk. To identify the causal effect, we use the decimalization of stock trading as an exogenous shock to liquidity. This effect is increasing in a firm’s ownership by transient investors and nonblockholders.
Chang, X, Chen, Y, Zolotoy, L
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The effects of drought on stock prices: An industry-specific perspective
Frontiers in Environmental Science, 2022 In this study, we examine the effect of drought on industry stock prices using a balanced panel of monthly data for 15 industries classified by China Securities Regulatory Commission in 2012.
Xinbin Cheng, Yudong Wang, Xi Wu
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Stock Price Prediction using Facebook Prophet [PDF]
ITM Web of Conferences, 2022 Estimating stock prices has always been a challenging task for researchers in the financial sector. Although the Efficient Market Hypothesis states that it is impossible to accurately predict stock prices, there is work in the literature that has shown ...
Kaninde Sumedh +3 more
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