Results 271 to 280 of about 88,253 (309)
Some of the next articles are maybe not open access.
On the increments distribution of stock prices
Applied Mathematics-A Journal of Chinese Universities, 2001The authors construct the models of increment distributions of stock prices in two approaches. The first approach is based on limit theorems of random summation. The second is based on the statistical analysis of increment distributions of the logarithms of stock prices.
Korolev, V. Yu. +2 more
openaire +1 more source
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
openaire +2 more sources
The analysis and prediction of stock price
2013 IEEE International Conference on Granular Computing (GrC), 2013Nowadays, the stock market has attracted more and more people's attention with its high risk and high returns, and forecasting method of stock price also emerge in an endless stream, such as nonlinear regression. In this paper, we introduce a kind of method based on Hidden Markov Model to forecast stock price trend. Which is different from the existing
Tao Xing, Yuan Sun, Qian Wang, Guo Yu
openaire +1 more source
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
openaire +1 more source
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
openaire +1 more source
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
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 ...
openaire +2 more sources
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 ...
openaire +1 more source
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
openaire +1 more source
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
openaire +1 more source
Stock Markets and Energy Prices [PDF]
, 2014 Concerns about the effects of oil prices on stock markets ebb and flow with the rise and fall in oil prices themselves. This paper reviews selected empirical evidence on the relationship between energy price shocks and stock markets. Existing evidence indicates that although a general increase in oil prices tends to favor stock markets of energy ...
openaire +1 more source