Stock Price
Market Confidence Predicts Stock Price: Beyond Supply and Demand.
... Stock price is actually the outcome of a game among ...particular stock, each investor has his/her own estimation to the fundamental value of the ...ask price or bid price to ...
10
Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model
... ante stock price bubble scenario and stock price bubble and bubble burst is second ...of stock price bubble in Dhaka Stock ...ante stock price bubble period. ...
14
Comparative Study Of Artificial Neural Network And Box-Jenkins Arima For Stock Price Indexes
... 63 The results for the ANN model used in this study have demonstrated that ANN methods can be used effectively in prediction of a stock price index. They seem to perform very well with financial data and ...
75
The Reliable Integrated Decision for Stock Price by Multilayer Integration Time-series of Coverage Reasonability
... of price fluctuation. Actually, the true fluctuation of price is shown in ...in price biases might increase successive (parabolic/anti-parabolic) waveforms ( β β β β + + + + or β β β β − − − − ...the ...
5
The Effects of Twitter Sentiment on Stock Price Returns.
... In this work we present significant evidence of dependence between stock price returns and Twitter sentiment in tweets about the companies. As a series of other papers have already shown, there is a signal ...
21
Fluctuation of LQ45 index and BCA stock price at Indonesian Stock Echange IDX
... If the variance and the volatility of stock price are constant, the return density probability will have a Gaussian distribution. The empirica l distributions have the tails that are fatter than that of the ...
4
A Genetic Programming Based Stock Price Predictor together with Mean-Variance Based Sell/Buy Actions
... virtual stock market (4,000,000 stocks in ...the stock price models we can see the effect of each agent's action (sell/buy stocks) on the future prices and other agents' wealth in the ...
6
Insider Trading Laws and Stock Price Informativeness
... firm-specific stock return variation estimated using an international two-factor model for US dollar excess returns across all firms for each country in each ...
44
Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)
... Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price i[r] ...
21
The Impact of Macroeconomic Fundamentals on Stock Prices Revisited: Evidence from Indian Data
... that stock returns are positively and significantly related to the level of real economic activity as proxied by the index of industrial ...between stock price and real output is consistent with ...
20
Pesqui. Oper. vol.31 número2
... sale price for the stock, represented by the strike price for put options, is POP’s main ...underlying stock and the put option, he/she assumes a short position for the call options, thus ...
21
PRICE CATEGORIES AND PRICE STRUCTURE
... The price expresses the money relationships that occur and take place between economic agents, between them and the population, between citizens, between different companies and countries, ...the price is ...
6
Clustering Approach to Stock Market Prediction
... reports into bag of words by the stemming algorithm (Porter 1980) and removing stop words. Then, we compute the TF-IDF weight of each term by multiplying the term frequency and the inverse document frequency. The term ...
11
REPUTATIONAL RISK OF BANKS – A STUDY ON THE EFFECTS OF REGULATORY SANCTIONS FOR MAJOR BANKS IN EUROPE
... the stock market, is that the stock price reacts to new ...corresponding stock price reacts positive or negative. The adjustment of stock prices to new information was first ...
45
An optimum principle predicts the distribution of axon diameters in normal white matter.
... is the Black-Scholes model in which stock price fluctuations are log-normally distributed (although the actual data deviates significantly from the model). In Gov [17], a physical model [r] ...
10
Rev. contab. finanç. vol.26 número67
... the stock price of the compa- nies investigation, is what is discussed in the article entitled Analysis of the rele- vance of information content of the Value Added Statement in the Brazilian capital ...
2
Rev. Bras. Econ. vol.57 número4
... time horizon will be considered finite. The positiveness of the stock price will be analyzed in the next section. The interest rate {r(t) : 0 ≤ t ≤ T }, assumed finite, the appreciation rate {ρ(t), 0 ≤ t ≤ ...
24
Rev. contab. finanç. vol.24 número63
... the stock price is informationally richer than the current and past accounting earnings in terms of future earnings, which invalidates the establishment of a contemporaneous relationship (timing zero) ...
14
Are there signals of a housing bubble?: an empirical analysis of the portuguese case
... future price increases cause prices to be temporarily ...market price is at least 10% above their estimated ...smooth price increases. The data used by the authors reveal that the price climb ...
96
Predictable dividends and returns
... the price-dividend ratio ...the stock market cash flow data, but they should share a common growth ...true, stock market information is not enough to identify these particular innovations to aggregate ...
44