Academic literature on the topic 'Stocks Prices Australia Econometric models'
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Journal articles on the topic "Stocks Prices Australia Econometric models"
Akbulaev, Nurkhodzha, Basti Aliyeva, and Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange." Pénzügyi Szemle = Public Finance Quarterly 66, no. 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Full textZhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu, and Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices." Advanced Materials Research 518-523 (May 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.
Full textShi, Chao, and Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting." Axioms 8, no. 4 (October 18, 2019): 116. http://dx.doi.org/10.3390/axioms8040116.
Full textNautiyal, Neeraj, and P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange." Global Business Review 19, no. 3 (March 14, 2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.
Full textMa, Le, Richard Reed, and Jian Liang. "Separating owner-occupier and investor demands for housing in the Australian states." Journal of Property Investment & Finance 37, no. 2 (March 4, 2019): 215–32. http://dx.doi.org/10.1108/jpif-07-2018-0045.
Full textKhoa, Bui Thanh, and Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm." International Journal of Electrical and Computer Engineering (IJECE) 12, no. 6 (December 1, 2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.
Full textMISSAOUI, Sahbi, and Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach." Accounting and Finance Research 10, no. 2 (April 7, 2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.
Full textGhosh, Papiya, and Brishti Guha. "THE STUDY OF RELATIONSHIP BETWEEN TOBIN’S Q AND US STOCK PERFORMANCE OF SELECTED FIRMS." International Journal of Advanced Economics 1, no. 2 (June 22, 2020): 85–94. http://dx.doi.org/10.51594/ijae.v1i2.56.
Full textRahman, Matiur, and Muhammad Mustafa. "Dynamics of Tobin’s Q and US Stock Performance." International Review of Business and Economics 2, no. 2 (2018): 52–68. http://dx.doi.org/10.56902/irbe.2018.2.2.3.
Full textReichert, Bianca, and Adriano Mendonça Souza. "Can the Heston Model Forecast Energy Generation? A Systematic Literature Review." International Journal of Energy Economics and Policy 12, no. 1 (January 19, 2022): 289–95. http://dx.doi.org/10.32479/ijeep.11975.
Full textDissertations / Theses on the topic "Stocks Prices Australia Econometric models"
Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.
Full textYang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.
Full textOliveira, Lima Jorge Claudio Cavalcante de. "Fractional integration and long memory models of stock price volatility : the evidence of the emerging markets." Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38164.
Full textOther possible explanations for the occurrence of long term persistence are also pursued such as the Regime Switching modelisation proposed first by Hamilton and Susnel (1994) with the SWARCH approach. Results show that this approach can bring another possible explanation for persistence, specially in economies like Brazil that, have very different regimes for the period covered in this study.
Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
Full textMagliolo, Jacques. "The relevance and fairness of the JSE ALTX PRE-IPO share pricing methodologies." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1018652.
Full textMilunovich, George Economics Australian School of Business UNSW. "Modelling and valuing multivariate interdependencies in financial time series." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Full textKing, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.
Full textO'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.
Full textMnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.
Full textCasas, Villalba Isabel. "Statistical inference in continuous-time models with short-range and/or long-range dependence." University of Western Australia. School of Mathematics and Statistics, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0133.
Full textBooks on the topic "Stocks Prices Australia Econometric models"
Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.
Find full textGuidolin, Massimo. Size and value anomalies under regime shifts. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Find full textWeil, Philippe. On the possibility of price decreasing bubbles. Cambridge, MA: National Bureau of Economic Research, 1989.
Find full textGrinblatt, Mark. The disposition effect and momentum. Cambridge, MA: National Bureau of Economic Research, 2002.
Find full textGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, MA: National Bureau of Economic Research, 2004.
Find full textWright, Jonathan H. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. Washington, D.C: Federal Reserve Board, 2000.
Find full textSantos, Tano. Cash-flow risk, discount risk, and the value premium. Cambridge, Mass: National Bureau of Economic Research, 2005.
Find full textGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, Mass: National Bureau of Economic Research, 2004.
Find full textChan, Louis K. C. Momentum strategies. Cambridge, MA: National Bureau of Economic Research, 1995.
Find full textLin, Wen-Ling. Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns. Cambridge, MA: National Bureau of Economic Research, 1991.
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