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Academic literature on the topic 'Stocks – Prices – Canada'

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Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Stocks – Prices – Canada"

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Reeves, Randall R., George W. Wenzel, and Michael CS Kingsley. "Catch history of ringed seals (Phoca hispida) in Canada." NAMMCO Scientific Publications 1 (June 5, 1998): 100. http://dx.doi.org/10.7557/3.2983.

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The ringed seal (Phoca hispida) has always been a staple in the diet and household economy of Inuit in Canada. The present paper was prepared at the request of the NAMMCO Scientific Committee to support their assessment of ringed seal stocks in the North Atlantic Basin and adjacent arctic and subarctic waters. Specifically, our objective was to evaluate recent and current levels of use of ringed seals by Canadian Inuit. Annual removals probably were highest (possibly greater than 100,000) in the 1960s and 1970s, a period when sealskin prices were particularly strong. Catches declined substantially in the 1980s following a collapse in sealskin prices, presumably related to the European trade ban on skins from newborn harp and hooded seals (Phoca groenlandica and Cystophora cristata, respectively). Recent catch levels throughout Canada (1980s and early 1990s) are believed to be in the order of 50,000 to 65,000 ringed seals, with a total average annual kill (including hunting loss) in the high tens of thousands. No reliable system is in place to monitor catches of ringed seals, so any estimate must be derived from a heterogeneous array of sources.
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Razmi, Seyedeh Fatemeh, Leila Torki, Seyed Mohammad Javad Razmi, and Ehsan Mohaghegh Dowlatabadi. "The Indirect Effects of Oil Price on Consumption Through Assets." International Journal of Energy Economics and Policy 12, no. 1 (January 19, 2022): 236–42. http://dx.doi.org/10.32479/ijeep.12528.

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This research considers how oil price can indirectly affect consumption through asset prices of stock and house. Using the theory of consumption wealth effect, this research shows that, unexpectedly, a rise in oil price would lead to increase in consumption. The research uses the data of three OECD countries of France, Canada and the United States from quarter 1st 1997 to quarter 3rd 2017 and vector autoregression model. Empirical results prove that a positive shock to oil price has a positive indirect effect on consumptions of France and Canada via both asset prices. The indirect effect of oil price on US consumption only exists through stock price. The duration of indirect effect of oil price on consumption depends on dependency of consumption to asset prices in each country.
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Lalwani, Vaibhav, and Madhumita Chakraborty. "Multi-factor asset pricing models in emerging and developed markets." Managerial Finance 46, no. 3 (December 2, 2019): 360–80. http://dx.doi.org/10.1108/mf-12-2018-0607.

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Purpose The purpose of this paper is to compare the performance of various multifactor asset pricing models across ten emerging and developed markets. Design/methodology/approach The general methodology to test asset pricing models involves regressing test asset returns (left-hand side assets) on pricing factors (right-hand side assets). Then the performance of different models is evaluated based on how well they price multiple test assets together. The parameters used to compare relative performance of different models are their pricing errors (GRS statistic and average absolute intercepts) and explained variation (average adjusted R2). Findings The Fama-French five-factor model improves the pricing performance for stocks in Australia, Canada, China and the USA. The pricing in these countries appears to be more integrated. However, the superior performance in these four countries is not consistent across a variety of test assets and the magnitude of reduction in pricing errors vis-à-vis three- or four-factor models is often economically insignificant. For other markets, the parsimonious three-factor model or its four-factor variants appear to be more suitable. Originality/value Unlike most asset pricing studies that use test assets based on variables that are already used to construct RHS factors, this study uses test assets that are generally different from RHS sorts. This makes the tests more robust and less biased to be in favour of any multifactor model. Also, most international studies of asset pricing tests use data for different markets and combine them into regions. This study provides the evidence from ten countries separately because prior research has shown that locally constructed factors are more suitable to explain asset prices. Further, this study also tests for the usefulness of adding a quality factor in the existing asset pricing models.
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Burnett-Isaacs, Kate, Ning Huang, and W. Erwin Diewert. "Developing Land and Structure Price Indices for Ottawa Condominium Apartments." Journal of Official Statistics 36, no. 4 (December 1, 2020): 763–802. http://dx.doi.org/10.2478/jos-2020-0038.

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AbstractMeasuring the service flow and the stock value of condominium apartments in Canada and decomposing these values into constant quality price and quantity components is important for many purposes. In addition, the System of National Accounts requires that these service flows and stock values for condos be decomposed into constant quality land and structure components. In Canada and most other countries, such a land and structure decomposition of condominium apartment sale prices does not currently exist. In this article, we provide such a decomposition of condominium apartment sales in Ottawa for the period 1996–2009. Specific attention is paid to the roles of communal land and structure space on condominium apartment unit selling prices. Key findings include methods to allocate land and building space to a single condominium unit, identifying the characteristics that best explain condominium prices, and developing an average depreciation rate for condos for the 14-year time period.
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Güntner, Jochen H. F. "HOW DO INTERNATIONAL STOCK MARKETS RESPOND TO OIL DEMAND AND SUPPLY SHOCKS?" Macroeconomic Dynamics 18, no. 8 (June 7, 2013): 1657–82. http://dx.doi.org/10.1017/s1365100513000084.

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Building on Kilian and Park's (2009) structural VAR analysis of the effects of oil demand and supply shocks on the U.S. stock market, this paper focuses on the differences and commonalities of stock price responses in oil exporting and importing economies in 1974–2011. Structural oil price shocks add to our understanding of the 2008 stock market crash. I find that unexpected reductions in world oil supply do not affect stock returns in any of six OECD countries. Although an increase in global aggregate demand consistently raises oil prices and cumulative real stock returns, the effect is more persistent for oil exporters. Other, e.g., precautionary oil demand shocks have a detrimental impact on stock markets in oil-importing countries, a statistically insignificant effect for Canada, and a significantly positive effect for Norway. Oil price shocks account for a larger share of the variation in aggregate international stock returns than in national stock returns.
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Sami, Janesh. "Stock Market Investment and Inflation: Evidence from the United States and Canada." Review of Economic Analysis 13, no. 3 (October 31, 2021): 339–65. http://dx.doi.org/10.15353/rea.v13i3.4047.

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This paper examines the long-run relationship between goods prices and stock prices to understand whether stock market investment can help hedge against inflation in the United States (US) and Canada. This study employed an autoregressive distributed lag (ARDL) cointegration test developed by Pesaran, Shin, and Smith (2001), and finds evidence of a positive long-run economic relationship between stock prices and goods prices in both economies over the sample period 1960 to 2019. The long-run elasticity is above one for both economies implying that the developments in the goods market significantly affect the stock market. We undertake a suite of sensitivity checks and find robust evidence that the stock market investment can help hedge against inflation in the United States and Canada.
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Janardan, Shriya. "Evidence of Fear in Fixed Income and Bourses: A Study on Certain G-7 Economies." Ushus - Journal of Business Management 18, no. 3 (July 1, 2019): 1–12. http://dx.doi.org/10.12725/ujbm.48.1.

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The paper aimed to predict the Fear index for certain G7 countries (Canada, France, Germany and Japan) considering the two variables Stock Price (Close) and Bond Yield(LBY). Daily data were analyzed for the period from April 2013 to June 2017. The main purpose was to identify the degree in which fear affecting the stock market percolates to Fixed Income Instruments. Using Panel Data Regression (Fixed Effect Model) the two variables were able to predict the VIX index and the model was found to be robust in nature. The major finding is that Fixed Income and stocks share a negative relationship with VIX (Fear Index).
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Gray, R. S., J. S. Taylor, and W. J. Brown. "Economic factors contributing to the adoption of reduced tillage technologies in central Saskatchewan." Canadian Journal of Plant Science 76, no. 4 (October 1, 1996): 661–68. http://dx.doi.org/10.4141/cjps96-116.

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The zero-tillage and minimum-tillage technologies, which are now being rapidly adopted in many areas of western Canada, have made a significant contribution to the sustainability of the soil resource. As a measure of economic viability of these practices this study uses the Top Management Model to simulate the 5-yr ending equity given stochastic prices and yields for a consensus farm in central Saskatchewan. Simulations are used to compare a minimum disturbance, zero-tillage system to a more conventional direct-seeding system. At 1994 crop and input prices, and a 10% yield advantage, zero-tillage systems compared favourably with conventional direct-seeding system. The relative crop yield and glyphosate price are key determinants to the short-run profitability of adopting zero-tillage technologies with fuel price having a smaller influence. When the switch to zero tillage allows a net reduction in machinery stock, this simultaneously increases the profitability, and reduces the financial risk for the producer. We conclude that in areas of Saskatchewan where zero-tillage systems provide a yield advantage, producers will continue to adopt these systems as an economically viable means of sustaining their soil resource. Key words: Adoption, zero tillage, economic determinants, herbicide prices, risk
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Soylemez, Yakup. "The Causality Relationship between Energy Prices and Developed Countries Indices." Bussecon Review of Finance & Banking (2687-2501) 2, no. 2 (December 16, 2020): 1–18. http://dx.doi.org/10.36096/brfb.v2i2.208.

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The aim of this study is to determine the causality relationship between energy prices, which are among the most important inputs of the economy, and selected stock market indices of developed countries. Crude oil and natural gas are used as energy variables. G7 countries were selected to represent developed countries. Stock indices used in the study are Dow&Jones (USA), DAX (Germany), CAC40 (France), FTSE250 (England), FTSE Italia All-Share (Italy), NIKKEI225 (Japan), and S&P/TSX (Canada). In the study, Johansen (1988) cointegration test and Granger (1969) causality test were used to analyze the causality relationship between energy prices and selected stock market indices. The research could not find a long-term balance relationship between energy prices and developed country indices. Also, while the causality relationship was determined between crude oil prices and NIKKEI225, DAX, and CAC40 indices, a causal relationship between natural gas prices and Dow&Jones and FTSE250 indices was determined. In the study, it was found that energy prices can be used for diversification in investments to be made with stock market indices of developed countries. This study is one of the most comprehensive studies in the literature that examines the relationship between energy prices and the stock market indices of G7 countries. It is expected to contribute to the literature in this way.
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Soylemez, Yakup. "The causality relationship between energy prices and developed countries indices." Bussecon Review of Social Sciences (2687-2285) 3, no. 2 (December 17, 2021): 24–40. http://dx.doi.org/10.36096/brss.v3i2.292.

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The aim of this study is to determine the causality relationship between energy prices, which are among the most important inputs of the economy, and selected stock market indices of developed countries. Crude oil and natural gas are used as energy variables. G7 countries were selected to represent developed countries. Stock indices used in the study are Dow & Jones (USA), DAX (Germany), CAC40 (France), FTSE250 (England), FTSE Italia All Share (Italy), NIKKEI225 (Japan), and S&P/TSX (Canada). In the study, Johansen (1988) cointegration test and Granger (1969) causality test were used to analyse the causality relationship between energy prices and selected stock market indices. The research could not find a long-term balance relationship between energy prices and developed country indices. Also, while the causality relationship was determined between crude oil prices and NIKKEI225, DAX, and CAC40 indices, a causal relationship between natural gas prices and Dow & Jones and FTSE250 indices was determined. In the study, it was found that energy prices can be used for diversification in investments to be made with stock market indices of developed countries. This study is one of the most comprehensive studies in the literature that examines the relationship between energy prices and the stock market indices of G7 countries. It is expected to contribute to the literature in this way.
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Dissertations / Theses on the topic "Stocks – Prices – Canada"

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Sabherwal, Sanjiv. "Price discovery for dually traded securities : evidence from the US-Listed Canadian stocks." Diss., Georgia Institute of Technology, 2000. http://hdl.handle.net/1853/29160.

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Li, Bo Carleton University Dissertation Management Studies. "Price-related common stock anomalies: Canadian evidence." Ottawa, 1995.

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3

Mokengoy, Mardochée Bopo. "Volatility transmission between the oil price, the exchange rate and the stock market index." Master's thesis, Université Laval, 2015. http://hdl.handle.net/20.500.11794/25856.

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Ce mémoire analyse la transmission de volatilité entre le prix du pétrole, le taux de change et l’indice boursier au Canada et aux États-Unis de 1999/01/04 à 2014/03/21. En utilisant un modèle MGARCH-BEKK, nos résultats montrent qu’au Canada, il existe une transmission bidirectionnelle de volatilité entre le taux de change $US/$CAD et l’indice boursier TSX, une transmission positive de l’indice boursier au prix du pétrole, ainsi qu’une transmission négative du taux de change au prix du pétrole. Les résultats suggèrent également que ces relations ne sont pas stables dans le temps. Pour les États-Unis, le modèle estimé ne satisfait pas la condition de stationnarité de la covariance pour la période totale et la sous période 1999/01/04 – 2002/10/08. C’est pourquoi nous considérons uniquement les résultats des sous périodes 2002/10/09 – 2008/05/30 et 2008/06/02 – 2014/03/21. Il ressort qu’il existe des transmissions de volatilité, mais que celles-ci ne sont pas stables dans le temps.
This thesis analyzes the transmission of volatility between oil prices, exchange rates and stock market indices in Canada and in the USA for the period 1999/01/04 – 2014/03/21. Using a multivariate GARCH – BEKK model, we find that in Canada, there is a bidirectional transmission of volatility between the exchange rate $US/$CAD and the stock market index TSX, a positive transmission from the stock market index to the oil price and a negative transmission from the exchange rate to the oil price. We find also that these relationships are not stable over time. For the USA, the model estimated does not satisfy the condition of covariance stationarity for the entire sample and the sub sample 1999/01/04 – 2002/10/08. So we consider only results for sub samples 2002/10/09 – 2008/05/30 and 2008/06/02 – 2014/03/21. Results show that there are transmissions of volatility, but here again, these relationships are not stable over time.
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Abukari, Kobana. "The role of fundamental variables in explaining stock prices, Canadian evidence." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0015/MQ48483.pdf.

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Jean, Dominic. "A full century of monthly Canadian stock price index returns : a review of the Fisher hypothesis and some anomalies." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/MQ64050.pdf.

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White, Alan G. "Economic and financial indexes." Thesis, 1999. http://hdl.handle.net/2429/10137.

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This thesis examines the theoretical underpinnings and practical construction of select economic and financial indexes. Such indexes are used for a variety of purposes, including the measurement of inflation, portfolio return performance, and firm productivity. Chapter 1 motivates interest in economic and financial indexes and introduces the principal ideas in the thesis. Chapter 2 focuses on one potential source of bias in the Canadian consumer price index (CPI) that arises from the emergence of large discount/warehouse stores—the so-called outlet substitution bias. Such outlets have gained market share in Canada in recent years, but current CPI procedures fail to capture the declines in average prices that consumers enjoy when they switch to such outlets. Unrepresentative sampling, and the fact that discount stores often deliver lower rates of price increase can further bias the CPI. Bias estimates for some elementary indexes are computed using data from Statistics Canada's CPI production files for the province of Ontario. It is shown that the effect on the Canadian CPI of inappropriately accounting for such discount outlets can be substantial. Another area in which indexes are frequently used is the stock market. Several stock market indexes exist, including those produced by Dow Jones and Company, Standard and Poor's Corporation, Frank Russell and Company, among others. These indexes differ in two fundamental respects: their composition and their method of computation—with important implications for their usage and interpretation. Chapter 3 introduces the concept of a stock index by asking what, in fact a stock market index is—this is tantamount to considering the purpose for which the index is intended, since stock indexes should be constructed according to their usage. Because stock indexes are most commonly used as measures of returns on portfolios, the main considerations in constructing such return indexes are examined. Chapter 4 uses the Dow Jones Industrial Average (DJIA) as a case study to examine its properties as a return index. It is shown that the DJIA is not the return on a market portfolio consisting of its thirty component stocks: in fact the DJIA measures the return performance on a very particular (and unusual) investment strategy, a fact that is not well understood by institutional investors. An examination of some other popular stock indexes shows that they all differ in their computational formula and that each is consistent with a particular investment strategy. Numerical calculations reveal that the return performance of the DJIA can vary considerably with the choice of basic index number formula, particularly over shorter time horizons. Given the numerous ways of constructing stock market return indexes, the user is left to determine which is 'best' in some sense. The choice of an appropriate (or 'best') formula for a stock market index is formally addressed in chapter 5. The test or axiomatic approach to standard bilateral index number theory as in Eichhorn & Voeller (1983), Diewert (1993a), and Balk (1995) is adapted here. A number of a priori desirable properties (or axioms) are proposed for a stock index whose purpose is to measure the gross return on a portfolio of stocks. It is shown that satisfaction of a certain subset of axioms implies a definite functional form for a stock market return index. Chapter 6 evaluates the various stock indexes is use today in terms of their usefulness as measures of gross returns on portfolios. To this end the axioms developed in chapter 5 are used to provide a common evaluative framework, in the sense that some of the indexes satisfy certain axioms while others do not. It is shown that the shortcomings of the DJIA as a measure of return arise from its failure to satisfy a number of the basic axioms proposed. Notwithstanding this, each index corresponds to a different investment strategy. Thus, when choosing an index for benchmarking purposes an investor should select one which closely matches his/her investment strategy—a choice that cannot be made by appealing to axioms alone.
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Books on the topic "Stocks – Prices – Canada"

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Zhang, Anming. Effects of merger and foreign alliance: An event study of the Canadian airline industry. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1996.

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Cox, Terry. Collectible Stocks and Bonds from North American Railroads: Guide with Prices. TCox & Associates, 2003.

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Cox, Terry. Collectible Stocks and Bonds from North American Railroads: Guide with Prices, 3rd Edition. TCox & Associates, LLC, 2018.

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London Opera House, London, Canada, people's popular-price play-house: Wednesday night, Nov. 20th The Castle Square Stock Company presenting "True Irish hearts" .. [London, Ont.?: s.n., 1986.

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Book chapters on the topic "Stocks – Prices – Canada"

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Galbraith, John Kenneth, and James K. Galbraith. "The Price." In Money. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691171661.003.0009.

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This chapter examines the consequences of the panics that occurred in and after 1819, 1837, 1857, 1873, in a minor way in 1884, with great severity in 1893 and again in 1907, and of the stock market crash of October 1929. The late years of the nineteenth century and the first decade of the twentieth were a good time to be rich. For one, there was no income tax. Historians refer to these years as the Gilded Age, but they might as well be called the age of gold. The chapter considers recognizable constants in the panics of the latter part of the nineteenth century and the first decade of the twentieth, including the expansion in business activity, particularly investment in the construction of canals and railroads. It also discusses speculation in railroads and common stocks, financed by money from banks, and the resulting bank failures.
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Lahmiri, Salim. "Prediction of International Stock Markets Based on Hybrid Intelligent Systems." In Handbook of Research on Innovations in Information Retrieval, Analysis, and Management, 110–24. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-8833-9.ch004.

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This paper compares the accuracy of three hybrid intelligent systems in forecasting ten international stock market indices; namely the CAC40, DAX, FTSE, Hang Seng, KOSPI, NASDAQ, NIKKEI, S&P500, Taiwan stock market price index, and the Canadian TSE. In particular, genetic algorithms (GA) are used to optimize the topology and parameters of the adaptive time delay neural networks (ATNN) and the time delay neural networks (TDNN). The third intelligent system is the adaptive neuro-fuzzy inference system (ANFIS) that basically integrates fuzzy logic into the artificial neural network (ANN) to better model information and explain decision making process. Based on out-of-sample simulation results, it was found that contrary to the literature GA-TDNN significantly outperforms GA-ATDNN. In addition, ANFIS was found to be more effective in forecasting CAC40, FTSE, Hang Seng, NIKKEI, Taiwan, and TSE price level. In contrary, GA-TDNN and GA-ATDNN were found to be superior to ANFIS in predicting DAX, KOSPI, and NASDAQ future prices.
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Rahman, Rashedur M., Ruppa K. Thulasiram, and Parimala Thulasiraman. "Performance Analysis of Sequential and Parallel Neural Network Algorithm for Stock Price Forecasting." In Applications and Developments in Grid, Cloud, and High Performance Computing, 97–121. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-2065-0.ch007.

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The neural network is popular and used in many areas within the financial field, such as credit authorization screenings, regularities in security price movements, simulations of market behaviour, and so forth. In this research, the authors use a neural network technique for stock price forecasting of Great West Life, an insurance company based in Winnipeg, Canada. The Backpropagation algorithm is a popular algorithm to train a neural network. However, one drawback of traditional Backpropagation algorithm is that it takes a substantial amount of training time. To expedite the training process, the authors design and develop different parallel and multithreaded neural network algorithms. The authors implement parallel neural network algorithms on both shared memory architecture using OpenMP and distributed memory architecture using MPI and analyze the performance of those algorithms. They also compare the results with traditional auto-regression model to establish accuracy.
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Conference papers on the topic "Stocks – Prices – Canada"

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Dias, Rui, Paulo Alexandre, Paula Heliodoro, Hortense Santos, Ana Rita Farinha, and Márcia C. Santos. "The 2020 Oil Price War Has Increased Integration Between G7 Stock Markets and Crude Oil WTI." In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.s.p.2021.13.

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This paper aims to examine whether the oil price war between Saudi Arabia and Russia has increased integration between the Crude Oil WTI Spot oil index and the G7 stock markets, namely France (CAC 40), Germany (DAX 30), USA (DOW JONES), UK (FTSE 100), Italy (FTSE MID), Japan (Nikkei 225), Canada (S&P TSX), from January 2018 to January 2021. The results show that in the period before the oil price war, the G7 stock markets and the WTI index had 29 integrations (out of 56 possible). The WTI index is integrated with the UK stock markets (FTSE 100), and Japan (NIKKEI 225), and is integrated into the Japanese market. In the period of the oil price war, the G7’s stock markets and the Crude Oil WTI Spot index had 43 integrations (out of 56 possible), namely the WTI, Dow Jones, and Nikkei 225 indexes, with all their peers (7 out of 7 possible). When comparing the period before and during the 2020 oil crash, we found that integrations increased significantly from 29 to 43 (out of 56 possible); we also found that the Crude Oil WTI Spot index is no longer a safe haven for portfolio diversification in G7 stock markets. These findings validate our research issue, i.e., the oil price war between Saudi Arabia and Russia had increased integrations, and this evidence could question portfolio diversification.
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Horng, Wann-Jyi, Ju-Lan Tsai, and Yung-Chin Chiu. "A Model of the Oil Prices' Return Rate Threshold for the Two Stock Market Returns: An Evidence Study of the U.S. and Canada's Stock Markets." In 2009 Fourth International Conference on Computer Sciences and Convergence Information Technology. IEEE, 2009. http://dx.doi.org/10.1109/iccit.2009.116.

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Inglezakis, Dimitrios A., Georgios N. Lygidakis, and Ioannis K. Nikolos. "Flow Analysis of the M151 Aircraft Model Using the Academic CFD Code Galatea." In ASME 2017 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/imece2017-70208.

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CFD (Computational Fluid Dynamics) solvers have become nowadays an integral part of the aerospace manufacturing process and product design, as their implementation allows for the prediction of the aerodynamic behavior of an aircraft in a relatively short period of time. Such an in-house academic solver, named Galatea, is used in this study for the prediction of the flow over the ARA (Aircraft Research Association) M151/1 aircraft model. The proposed node-centered finite-volume solver employs the RANS (Reynolds-Averaged Navier-Stokes) equations, combined with appropriate turbulence models, to account for the simulation of compressible turbulent flows on three-dimensional hybrid unstructured grids, composed of tetrahedral, prisms, and pyramids. A brief description of Galatea’s methodology is included, while attention is mainly directed toward the accurate prediction of pressure distribution on the wings’ surfaces of the aforementioned airplane, an uncommon combat aircraft research model with forward swept wings and canards. In particular, two different configurations of M151/1 were examined, namely, with parallel and expanding fuselage, while the obtained results were compared with those extracted with the commercial CFD software ANSYS CFX. A very good agreement is reported, demonstrating the proposed solver’s potential to predict accurately such demanding flows over complex geometries.
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