Books on the topic 'Stocks – Prices'

Hess, Martin. The Determinants and the forecastability of Swiss stock prices. Bern: Studienzentrum Gerzensee, 2001.

Point and figure charting: The essential application for forecasting and tracking market prices. New York: Wiley, 1995.

Plessis, Jeremy Du. The definitive guide to point and figure: A comprehensive guide to the theory and practical use of the point and figure charting method. Petersfield, Hampshire: Harriman House, 2012.

Point and figure charting: The essential application for forecasting and tracking market prices. 2nd ed. New York: John Wiley, 2001.

O'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps. New York, N.Y: Salomon Brothers Center for the Study of Financial Institutions, 1991.

Haskamp, Clemens Heinrich. Aktienkursprognose auf Grundlage der Identifikation von Trend- und Saisonkomponente: Eine empirische Untersuchung. Krefeld: Marchal und Matzenbacher, 1985.

Rischbieth, Nick. Zur Eignung von Finanz-Kennzahlen für die Prognose von wesentlichen Ausschüttungsänderungen: Eine empirische Untersuchung anhand der Jahresabschlüsse börsennotierter Aktiengesellschaften in der Bundesrepublik Deutschland. Frankfurt am Main: P. Lang, 1987.

Comissão Nacional de Bolsas de Valores (Brazil), ed. IBA, Indice brasileiro de ações. Rio de Janeiro, RJ: Comissão Nacional de Bolsas de Valores, 1986.

Comissão Nacional de Bolsas de Valores (Brazil), ed. IBA, Indice brasileiro de ações. Belo Horizonte, MG: Comissão Nacional de Bolsas de Valores, 1993.

O'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure with applications to the valuation of interest-sensitive options and interest-rate swaps. New York, N.Y: Salomon Brothers Center for the Study of Financial Institutions, 1991.

S, Woodward Richard, and New York University, eds. Gains from stock market timing. New York, N.Y: Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, 1986.

Hafner, Michael. Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen. Frankfurt am Main: P. Lang, 2005.

Hafner, Michael. Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen. Frankfurt am Main: P. Lang, 2005.

Kelly, Morgan. Do noise traders influence stock prices? Dublin: University College Dublin, Department of Economics, 1996.

Bernstein, Jacob. Momentum stock selection. New York: McGraw-Hill, 2001.

Mergent, FIS Inc. Mergent's select NASDAQ stocks. 2nd ed. New York: Mergent, 2001.

Ang, Andrew. Why stocks may disappoint. Cambridge, MA: National Bureau of Economic Research, 2000.

A, Savage Arline, ed. January effect and other seasonal anomalies: A common theoretical framework. Stamford, Conn: Jai Press, 2000.

Wagner, Gary S. Trading applications of Japanese candlestick charting. New York: Wiley, 1994.

Aktienperformance in Deutschland: Essays über Renditen, Anlagedauer und Kursschocks. Frankfurt am Main: Lang, 2007.

Achelis, Steven B. Technical analysis from A to Z: Covers every trading tool-- from the Absolute Breadth Index to the Zig Zag. Chicago: Probus Pub., 1995.

Netherlands. Centraal Bureau voor de Statistiek. Hoofdafdeling Financiële Statistieken., ed. De CBS-stemmingsindex voor aandelen. Voorburg: Centraal Bureau voor de Statistiek, 1986.

Plummer, Tony. The psychology of technical analysis: Profiting from crowd behavior and the dynamics of price. Chicago: Probus Pub. Co., 1993.

Pistolese, Clifford. Select winning stocks using technical analysis. New York: McGraw-Hill, 2007.

Cochrane, John H. Stocks as money: Convenience yield and the tech-stock bubble. Cambridge, MA: National Bureau of Economic Research, 2002.

1953-, Keim Donald Bruce, and Ziemba W. T, eds. Security market imperfections in worldwide equity markets. Cambridge ; New York: Cambridge University Press, 2000.

Kugler, Friedrich. Preisbildung auf spekulativen Märkten: Ansätze für eine sozioökonomische Formalisierung. Heidelberg: Physica, 1994.

Diba, Behzad T. Rational bubbles in stock prices? [Philadelphia]: Federal Reserve Bank of Philadelphia, 1987.

L, Evans Richard. Finding winner$: Among depressed and low-priced stocks. Chicago, Ill: International Publishing Corp., 1994.

Grinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? Cambridge, MA: National Bureau of Economic Research, 2002.

Phillips, Scott. Buying at the point of maximum pessimism: Six value investing trends from China to oil to agriculture. Upper Saddle River, N.J: FT Press, 2010.

D, Brown Lawrence, and I/B/E/S Inc, eds. I/B/E/S research bibliography: The annotated bibliography of earnings expectations research. 5th ed. New York: I/B/E/S International Inc., 1996.

Baker, Malcolm. Market liquidity as a sentiment indicator. Cambridge, MA: National Bureau of Economic Research, 2002.

Cheung, Yin-Wong. Common predictable components in regional stock markets. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1995.

Weiss, Irving. The crash of '94. West Palm Beach, FL (2200 N. Florida Mango Rd., West Palm Beach 33409): Weiss Research, 1994.

Verth, Olivier Zur. Aktienkurstheorien und ihre Bekanntheit und Anwendung im Trust Banking. Bern: P. Haupt, 1994.

Colby, Robert W. The encyclopedia of technical market indicators. Homewood, Ill: Dow Jones-Irwin, 1988.

Rühle, Alf-Sibrand. Aktienindizes in Deutschland: Entstehung, Anwendungsbereiche, Indexhandel. Wiesbaden: Deutscher Universitäts-Verlag, 1991.

Markets, United States Working Group on Financial. Interim report of the Working Group on Financial Markets: Submitted to the President of the United States. Washington, D.C: For sale by the Supt. of Docs., U.S. G.P.O., 1988.

Renbing, Miao, ed. Zhongguo gu shi jia ge xing cheng ji zhi: Ji yu xin xi, tou zi zhe xing wei he liang jia guan xi de shi zheng. Beijing Shi: Jing ji guan li chu ban she, 2005.

Martikainen, Teppo. On the informational characteristics of earnings and cash dividends in the Finnish stock market. Vaasa: Universitas Wasaensis, 1991.

Price interdependence among equity markets in the Asia-Pacific region: Focus on Australia and ASEAN. Aldershot, Hampshire, Eng: Ashgate Pub., 2000.

Shi, Daimin. Zhongguo gu piao shi chang bo dong yu xiao lu yan jiu. Chengdu Shi: Xi nan cai cai da xue chu ban she, 2003.

Keogh, Conall Michael. The overreaction hypothesis and the UK stock market: A weak form test of the efficient markets hypothesis using UK data between 1984 and 1996. Dublin: University College Dublin, 1996.

O'Donoghue, Florence Thomas. Anomalies or illusions?: Evidence from the UK stock market. Dublin: University College Dublin, 1996.

Elkouby, Jean-Maurice. Stock market behaviour. Carnforth, Lancs: Mace Computer Services, 1992.

United States. Securities and Exchange Commission., ed. The October 1987 market break: SEC staff report. Chicago, Ill. (4025 W. Peterson Ave., Chicago 60646): Commerce Clearing House, 1988.

O'Shea, Lorcan. An analysis of volatility and high frequency U.K. data. Dublin: University College Dublin, 1994.

Malhotra, Madhuri Malhotra. Evidence on changes in time varying volatility around bonus and rights issue announcements. Chennai, India: Madras School of Economics, 2011.

Malkamäki, Markku. Essays on conditional pricing of Finnish stocks. Helsinki: Bank of Finland, 1993.