Gotowe bibliografie tematyczne / Market price of share

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Gotowa bibliografia na temat „Market price of share”

Autor: Grafiati

Data publikacji: 11 września 2023

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Artykuły w czasopismach na temat "Market price of share"

Galanov, V. A., i A. V. Galanova. "Stock Market Laws". Vestnik of the Plekhanov Russian University of Economics 20, nr 1 (7.02.2023): 94–100. http://dx.doi.org/10.21686/2413-2829-2023-1-94-100.

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Stock market is seen as a sum total of different happenings, especially if we speak about share price. However, share price, as any other economic phenomenon is a combination of chance and law. Occasional nature of share price is evident in its everyday trading. In this case law is hidden under the opportunity to forecast share prices. For longterm periods law-governed nature of share price can be seen in its trend to growth, which can be accompanied by stock crises. The stock crisis in all its worth, as an even and as a process of share price drop is also a stock market law similar to a trend of its growth in time based on unlimited process of growing profit functioning capital. The law of changing the share price in the long-run period is a combination of opposite laws. Chance built in the growth trend, on the one hand includes uncertainty of both duration of share price growth period and characteristics of its drop during stock crises. On the other hand, long-term dynamics of share price is dynamics of its short-term casual changes.

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Gautam, Anamol, i Nar Bahadur Bista. "Factors Affecting Share Price of Nepalese Non-Life Insurance Companies". Nepalese Journal of Insurance and Social Security 2, nr 2 (31.12.2019): 22–31. http://dx.doi.org/10.3126/njiss.v2i2.31826.

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This study examines the factors affecting the share price of Nepalese non-life insurance companies. This study is based on secondary data of 15 non-life insurance companies with 105 observations for the period from the fiscal year 2011/12 to 2017/18. The result shows that firm size is positively related to market price of share and price earnings ratio. It indicates that larger firm size leads to increase in market price of share and price earnings ratio. However, the study shows that inflation is negatively related to market price of share and price earnings ratio. The study also shows that dividend per share and return on assets are negatively related to the market price of share and price earnings ratio. Similarly, earnings per share have negative relationship with market price of share and price earnings ratio. The study concludes that the increase in return on assets and earnings per shares do not explain the variation in stock price in Nepalese non-life insurance companies. Nepal is one of the emerging economy; the determinants identified will provide knowledge to the potential investors about the key factors affecting share prices in the country and accordingly assist them in optimizing their investment strategy. The knowledge of the factors and their possible impact on share prices is highly appreciable as it would help investors make wise investment decisions and enable firms to enhance their market value.

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Acharya, Niraj, i Sumit Pradhan. "Relationship between trading volume, stock return and return volatility: A case of Nepalese insurance companies". Nepalese Journal of Insurance and Social Security 2, nr 2 (31.12.2019): 32–41. http://dx.doi.org/10.3126/njiss.v2i2.31827.

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This study examines the factors affecting the share price of Nepalese non-life insurance companies. The knowledge of the factors and their possible impact on share prices is highly appreciable as it would help investors make wise investment decisions and enable firms to enhance their market value. This study is based on secondary data of 15 non-life insurance companies which are listed in Nepal stock exchange. The study covers seven years period from the fiscal year 2011/12 to 2017/18. The result shows that firm size is positively related to market price of share and price earnings ratio. It indicates that larger firm size leads to increase in market price of share and price earnings ratio. However, the study shows that inflation is negatively related to market price of share and price earnings ratio. The study also shows that dividend per share and return on assets are negatively related to the market price of share and price earnings ratio. Similarly, earnings per share have negative relationship with market price of share and price earnings ratio. The study concludes that the increase in return on assets and earnings per shares do not explain the variation in stock price in Nepalese non-life insurance companies. Nepal is one of the emerging economy; the determinants identified may provide knowledge to the potential investors about the key factors affecting share prices in the country and accordingly assist them in optimizing their investment strategy.

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Heaney, Richard A., John G. Powell i Jing Shi. "Share Return Seasonalities and Price Linkages of Chinese A and B Shares". Review of Pacific Basin Financial Markets and Policies 02, nr 02 (czerwiec 1999): 205–29. http://dx.doi.org/10.1142/s0219091599000138.

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This paper investigates share price linkages between Chinese corporations' foreign-designated B shares and the numerically dominant domestic A shares of the same companies. Chinese share return seasonalities are examined and the suggested satellite trading relationships are subsequently tested in order to provide an understanding of the linkages between A and B shares. The seasonality results along with arbitrage activity in the market for Chinese A and B shares suggest that a dominant-satellite relationship is likely to exist whereby the A share market is the dominant market for price formation and the B share market is the satellite. The paper identifies significant price linkages from the A to B share markets which are nevertheless weaker in an economic sense than might be expected.

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Lamichhane, Bhubaneshwar. "Technical Analysis and Efficient Market Hypothesis in the Nepal Stock Exchange (NEPSE)". Academia Research Journal 2, nr 2 (27.07.2023): 127–41. http://dx.doi.org/10.3126/academia.v2i2.56986.

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Stock exchange is a trading platform for the buyer and seller of securities. The stock exchange acts as a “barometer” of the health of the economy or considered a mirror of economy. If the market as a whole expects economic prospects to improve, share price will rise, and vice versa. The history of securities market began in Nepal with the flotation of shares by Biratnagar Jute Mills Ltd and Nepal Bank Ltd in 1937 A.D. Introduction of the company Act in 1964 A.D., and the establishment of Securities Exchange Center Ltd in 1976 was other significant developments relating to capital markets in Nepal. At present there is only one stock exchange in Nepal, which is also called secondary market i.e. Nepal Stock Exchange (NEPSE). Nowadays, Nepal’s stock market has become major area of investments. Basically, there are two approaches of analyzing the securities: fundamental analysis and technical analysis. Beside these there is another technique for analyzing the share price behavior that is called efficient market hypothesis. Each price of an individual share is independent of the previous price. The price of a moment does not affect the price of another moment. This type of moment of prices is called random walk of prices.

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Saragih, Anesa Novtiani, i Koramen H. Sirait. "PENGARUH MAKRO EKONOMI TERHADAP INDEKS HARGA SAHAM EMPAT NEGARA DI ASIA TENGGARA PERIODE 2003-2013". Media Ekonomi 23, nr 3 (6.12.2015): 167. http://dx.doi.org/10.25105/me.v23i3.3517.

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<em>Investment in capital investment which is excessively done by companies or individuals in countries Southeast Asia. Investment which typically done is an investment in the capital market. By investing in these capital markets, it can raise particular country’s economic activity where share is one of the instruments of capital market. Many investors prefer this instrument in investing due to the attractive shares advantage. The movement of share prices changes every day, and observing the movements is essential by the investors. The information that can be observed by the investors in observing the movements of share prices is the joint share price index in a country. This research aims to analyze influence the macroeconomic variables towards share price index in some Southeast Asia countries, namely Indonesia, Malaysia, Philippines and Singapore from 2003 to 2013. This research employs panel data analysis to determine the variables which affect share prices in four Southeast Asian countries. The variables that affect the share price index are the interest rate, IHK, and GDP. Based on the panel data analysis, it is shown that the interest rate gives negative effect and significant towards the share price index of four countries in Southeast Asia, IHK gives negative effect and not significant towards the share price index of countries in Southeast Asia, and GDP gives positive effect and not significant towards the share price index of countries in Southeast Asia.</em>

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Lamichhane, Sabina, i Sarina Rai. "Dividends, earnings and stock prices: a case of Nepalese insurance companies". Nepalese Journal of Insurance and Social Security 4, nr 1 (31.12.2021): 73–86. http://dx.doi.org/10.3126/njiss.v4i1.42362.

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The study examines the relationship among dividends, earnings and stock prices of Nepalese insurance companies. Market price per share and stock return are the dependent variables. The independent variables are earning per share, dividend per share, dividend payout ratio, PE ratio, return on assets and return on equity. This study is based on secondary data of 15 insurance companies with 105 observations for the period of 2011/12 to 2017/18. The data were collected from the annual reports of the selected insurance companies. The regression models are estimated to test the significance and importance of dividends, earnings and stock prices in Nepalese insurance companies. The result shows that earning per share has a positive impact on market price per share and stock returns. It reveals that increase in earnings per share leads to increase in market price per share and stock returns. Similarly, PE ratio has a positive impact on market price per share and stock returns. It shows that increase in PE ratio leads to increase in market price per share and stock returns. Likewise, return on equity has a positive impact on market price per share and stock returns. Similarly, higher the return on equity, higher would be the market price per share and stock returns. The result also shows that dividend per share has a positive impact on market price per share. It indicates that increase in dividend per share leads to increase in market price per share. Similarly, dividend payout ratio has a positive impact on market price per share. It shows that increase in dividend payout ratio leads to increase in market price per share. Likewise, return on assets has a positive impact on stock return. It shows that higher the return on assets, higher would be the stock returns. However, dividend payout ratio has negative impact on stock return which reveals that higher the dividend payout ratio lower would be the stock return. Likewise, dividend per share has a negative impact on stock return which reveals that higher the dividend per share lower would be the stock return. Similarly, return on assets has negative impact on market price per share which reveals that higher the return on assets lower would be the market price per share.

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Rai, Raju Kumar, i Prem Silwal. "Impacts of bonus issue on stock price in Nepalese Equity Market". International Research Journal of Management Science 2 (4.12.2017): 106–17. http://dx.doi.org/10.3126/irjms.v2i0.28049.

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The aim of this study is to examine the effect of bonus issue on the price of equity share. The study is based on pooled cross-sectional data of 10 commercial banks whose stocks are listed in NEPSE and traded over the market. An attempt has been made in this study, to analyze the behaviour of the share prices in the Nepalese equity market towards the announcements of bonus issue, taking into account the price movements of the stocks listed in NEPSE. In order to assess the stock price reactions to bonus issue in the Nepalese equity market, Wilcoxon Matched Pairs Test has been applied in this study. The research has revealed that there is a significant impact on the price movement of shares in accordance with the bonus issue in the Nepalese equity market which is consistent to other foremost global equity markets.

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Chaudhary, Mohammad Irfan, i Mohammed Nishat. "Key Fundamental Factors and Long-run Price Changes in an Emerging Market—A Case Study of Karachi Stock Exchange (KSE)". Pakistan Development Review 41, nr 4II (1.12.2002): 517–33. http://dx.doi.org/10.30541/v41i4iipp.517-533.

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Share prices are the most important indicator readily available to the investors for their decision to invest or not in a particular share. Theories suggest that share price changes are associated with changes in fundamental variables which are relevant for share valuation like payout ratio, dividend yield, capital structure, earnings size of the firm and its growth, [Wilcox (1984); Rappoport (1986); Downs (1991)]. Linter (1956) linked dividend changes to earnings while Shapiro valuation model (1962) showed dividend streams discounted by the difference in discount rate and growth in dividend should be equal to share price. This predicts direct relation between pay out ratio and the price-earning multiple. Conversely it means that there is an inverse relation between pay out ratio and share price changes. Several eventbased studies established direct relation between share price changes and either earnings or dividend changes [Ball and Brown (1968); Baskin (1989)]. Sharpe (1964) and Hamada (1972) suggested direct relation between share price changes and capital structure. Beaver, Kettler and Sholes (1970) showed that firms appear to pay less of their earnings if they have higher earning volatility. This suggests payout ratio as relevant factor for share price changes. Investigations of share price changes appear to yield evidence that changes in fundamental variable(s) should jointly bring about changes in share prices both in developed and emerging markets. However, the actual fundamental factors found to be relevant may vary from market to market. For example, changes in asset growth of firms are significant in the case of Japanese shares while earnings appear to be universally a relevant factor [Ariff, et al. (1994)]. However, it is widely agreed that a set of fundamental variables as suggested by individual theories is no doubt relevant as possible factors affecting share price changes in the short and the long-run [Ariff and Khan (2000)].

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Zhao, Haihui. "Stock Price Forecast based on ARIMA Model-Taking Yowant Technology and New Oriental Online as Examples". BCP Business & Management 44 (27.04.2023): 760–71. http://dx.doi.org/10.54691/bcpbm.v44i.4952.

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With the growth in the personal standard of living, public play is also undergoing tremendous changes. Increasingly people begin to take note of and participate in share market investment. Shares have high returns, but also high risks. Many factors limit the share market and unpredictable prices. The share price forecast is of great significance. So, since the birth of the share market, stock price prediction has been a hard nut for shareholders and researchers to probe. This paper selects the closing prices of Shenzhen A-share Yowant Technology and Hong Kong stock New Oriental Online as the time series empirical analysis data forecasts the change price trend of these two stocks in the next 30 days by establishing the ARIMA model, and analyzes which stock will rise more. The empirical results show that the imitative effect of the model is well, and the conclusion is that Hong Kong shares of New Oriental Online will increase significantly in the future, which can supply utility assistance for enterprises and investors enterprises to make corresponding decisions.

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Rozprawy doktorskie na temat "Market price of share"

Råsbrant, Jonas. "The price impact of open market share repurchases". KTH, Entreprenörskap och Innovation, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-122239.

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This paper examines the stock performance around initiation announcements of open market share repurchase programs, the price impact of repurchase trading and the long-run abnormal stock performance following the initiation announcements in a European regulatory framework. The study uses a unique dataset on initiation announcements and actual repurchases conducted by firms listed on the Stockholm Stock Exchange during the period 2000-2009. The results show that initiation announcements of open market repurchase programs exhibit a two-day abnormal return of approximately 2%. The price impact on the actual repurchase days is positively correlated with the daily repurchase volume, and is both statistically and economically significant during the first 3 repurchase days in a repurchase program. The long-run abnormal stock performance is positively associated with the fraction of shares bought in the program and is approximately 7% the first year following the initiation announcement. The results indicate that repurchase trading provides price support and that the market participants detect and perceive the initiation announcement and the first repurchase days in a repurchase program as a signal of undervaluation.

QC 20130515

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Duryea, Judson Busse. "Toward an Understanding of the Effect of Market Share on Median Home Sale Price". Thesis, Virginia Tech, 2018. http://hdl.handle.net/10919/83799.

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This study analyzes the market share of the top 10 home builders in nine Metropolitan Statistical Areas, along with fourteen other independent variables, to find a statistical relationship with median home sales price. Through a stepwise regression of the independent variables it is determined that there is no correlation between median home sale price and market share of the top 10 home builders. In the stepwise regression two variables are found to be correlated to median homes sales price: Owner Occupancy Percentage and Residential Construction Wages, a data point compiled for this study. A linear regression is run between market share of the top 10 and median home sale price and no correlation is found.
Master of Science

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Křížek, Tomáš. "Ex-Dividend Day Share Price Decline and Efficiency of Equity Options Markets". Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-200019.

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This paper analyses options/warrants price behavior around an ex-dividend day of underlying shares. Both equity options as financial instruments traded on options exchanges, and warrants/certificates as OTC financial instruments are analyzed. First, the paper analyzes the ex-dividend day share price drop. Findings of this part are further used to analyze the impact of unexpected share price decline on options prices. Further, the paper focuses on volumes of traded options contracts and changes in options prices around the ex-dividend day. The paper focuses on European shares and related options and warrants. The options data was collected from the options exchange EUREX and also from several OTC sources -- Vontobel, Lang & Schwarz, Erste, and xMarkets by Deutsche Börse. The main aim of the paper is to identify market inefficiencies in trading in and valuation of equity options. There are two main conclusions that around the ex-dividend day there is a significantly increased trading activity and the call options depreciate whereas put options appreciate between the cum-dividend and the ex-dividend day. This shows insufficient implementation of the share price drops into options valuation models of options dealers or investors / speculators. Further an impact of unexpected share price behavior was analyzed but no particular pattern has been identified. The impact of the unexpected share price drop (either too high or too low) has ambiguous implications on the options prices. Finally, ways how to utilize on knowledge of inefficient trading in options around the ex-dividend day were suggested. The suggestions were done both from the perspective of an investor / speculator and of an options dealer.

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Al-Ajmi, Fahed M. "The Determinants of OPEC Market Share Stability". PDXScholar, 1990. https://pdxscholar.library.pdx.edu/open_access_etds/1189.

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The objectives of this dissertation are to explain the production behavior of OPEC's member countries from 1971 to 1987 and to determine whether there was any structural shift in OPEC's production behavior after the organization attempted to assign a quota to each member. This study focused on political and social as well as economic variables, in order to overcome the misspecification of previous models. In order to achieve the above objectives, the study used the following four models, with modifications: the cartel, competitive, target revenue, and property rights models. The double log multiple linear regression technique was used to operationalize the cartel, competitive, and target revenue models; simple linear regression was used to estimate the property rights model. The cartel model was based not only on economic variables but also on social and political variables. The internal political instability of each OPEC country was measured by the number of armed attacks within the country. The structural shift in OPEC's production behavior between the 1971-1982 period and the 1983-1987 period was evaluated using the Chow-test. The Chow-test showed no significant difference between these two periods for OPEC overall or for individual members. Thus, the two periods were combined so that the study was performed for the entire 1971-1987 period. Because this period of analysis was relatively short, alternative models were applied to pool the data and thereby increase the reliability of the model estimates. A cross-sectional correlated and time-wise auto-regressive model (CCTA) was selected to pool the data and to estimate OPEC's production coefficients. Then each individual OPEC member's production model was estimated and compared to the pooled model. The results indicate that OPEC behaved as a cartel, and that a partial market-sharing hypothesis was significant for all 11 OPEC members. These findings indicate that OPEC was a loose cartel, with only partially effective cooperation on production decisions. Political instability was found to be significant (at the 10-percent level) overall, and it negatively affected production. It was also significant at the 5-percent level for the price-pusher group (Iran, Venezuela, and Algeria). This group was also the only one pooled using least squares with dummy variables (LSDV), because of its common slope and different intercepts. Overall results suggest that OPEC members were basing their production decisions on crude oil prices, excess production capacity, and each member's share of total OPEC output.

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Du, Ruixue. "The Relationship Between Share Price and Operating Cash Flow Under the Casual Theme Restaurant Setting". Thesis, Virginia Tech, 2008. http://hdl.handle.net/10919/33274.

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In spite of the well-accepted belief of the relationship between cash flow and stock price, there are some controversies about whether cash flow is a good value driver in terms of explaining the volatility of stock prices, when compared with other value drivers, such as earnings or dividends.

Most of the previous studies that have focused on the relationship between stock price and cash flow have used cross-industries data, primarily S&P 500 index. These studies do not distinguish service industry from manufacturing industry. However, the service industry is different from manufacturing in many ways. These differences make cash play different roles in the daily operation between the service industry and the manufacturing industry.

Given these factors, whether the relationship between stock price and cash flow indentified in previous studies will hold in the casual theme restaurant industry is the question this study tries to answer. Therefore, a set of 20 casual theme restaurant companies are selected through the COMPUSTAT database as the sample of this study.

In this study, the performance of cash flow, earnings and dividends helping to explain the stock price move will be compared and ranked under the setting of casual theme restaurants. This result will provide the management of casual theme restaurants a guideline, which explains how to maintain the stock price increase and minimize the volatility by monitoring the most important value driver of the industry.

The methodology of this study will follow the traditional multiple valuation model. The logic of this model is to compare the pricing error of different value drivers and determine which one is the best.

The results of this study show that operating cash flow outperformed earnings and dividends in the multiple valuation tests. This is different from the results of previous studies that earnings has the strongest explanatory power in the variance of share price.
Master of Science

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Al-Quadah, Kamal Ahamad Moh'd. "Capital expenditure decisions and company market value : a study of information flows and associated share price movements". Thesis, University of Abertay Dundee, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.247324.

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REDMOND, WILLIAM HILES. "THE EFFECTS OF PIONEER FIRM PRICE STRATEGY ON MARKET CONCENTRATION AND FIRM PERFORMANCE (STRUCTURE, SHARE, PROFITABILITY, INNOVATION)". Diss., The University of Arizona, 1985. http://hdl.handle.net/10150/188127.

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The research examines linkages between firm strategy and market structure and also between firm strategy and firm performance. To evaluate these linkages, the research focuses on the initial price strategy of market pioneer firms, changes in market concentration, and subsequent firm achievements in the area of market share and profitability. Drawing from previous research in the areas of marketing strategy, corporate strategy and industrial organization, arguments are developed supporting the notion of different structural and performance outcomes resulting from different pioneer firm price strategies. These strategies are penetration pricing and price skimming. A sample of pioneer firms/pioneered industries was obtained from published sources and examined for significant differences between the penetration price group and the price skimming group. Price strategy was found to have a significant impact on changes in market concentration as well as pioneer firm market share and profitability.

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Bellamy, David Ewan. "An analysis of ex-dividend day abnormal trading volumes and share price changes in the Australian equity market /". [St. Lucia, Qld. : s.n.], 2002. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe16648.pdf.

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Grandner, Thomas. "Market shares of price setting firms and trade unions". Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/236/1/document.pdf.

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In a unionized duopoly with price setting firms market shares in different wage determination settings are analyzed. I compare decentralized, centralized and sequential wage determination. In the decentralized setting the union in the more productive firm can exploit the differences in productivity for rising local wages. The rising wages in the more productive firm result in smaller differences of unit costs, therefore the market shares are split more equally in the decentralized setting than with centralized wage determination. Sequential wage determination results in an asymmetric outcome. Compared with the simultaneous case the market share of the wage-leader firm is smaller, because the competitor is able to undercut the wage. Additionally with sequential wage determination the union representing the workers of the more productive firm cannot exploit the productivity advantage by raising the wage rate by the same extent as in the simultaneous case. (author's abstract)
Series: Department of Economics Working Paper Series

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Omet, Ghassan Moh'd Kheir Said. "Amman financial market : an investigation into its formation and share prices' behaviour". Thesis, Henley Business School, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.235900.

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Książki na temat "Market price of share"

Shafik, Nemat. Information and price determination under mass privatization. Washington, D.C: World Bank, Europe and Central Asia, Country Department II, Country Operations Division, 1994.

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Knetter, Michael. Is price adjustment asymmetric?: Evaluating the market share and marketing bottlenecks hypothesis. Cambridge, MA: National Bureau of Economic Research, 1992.

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Considine, Jennifer I. Battle for market share: World oil market projections, 1995-2010. Calgary, Alta: Canadian Energy Research Institute, 1995.

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McAlister, Leigh. The impact of price promotions on a brand's market share, sales pattern and profitability. Cambridge, Mass: Marketing Science Institute, 1986.

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McAlister, Leigh. The impact of price promotions on a brand's market share, sales pattern and profitability. Cambridge, Mass: Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985.

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Burstein, Ariel T. Prices and market shares in a menu cost model. Cambridge, Mass: National Bureau of Economic Research, 2007.

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1944-, Ball Ray, red. Share markets and portfolio theory: Readings and Australian evidence. Wyd. 2. St. Lucia, Qld: University of Queensland Press, 1989.

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P, Gupta O. Behaviour of share prices in India: A test of market efficiency. New Delhi: National, 1985.

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P, Gupta O. Behaviour of share prices in India: A test of market efficiency. New Delhi: National, 1985.

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Ahmed Abdul-Razzaq Juma Sultan Shaheen. Kuwait financial institutions and the stability of Kuwait share market prices. Birmingham: University of Birmingham, 1993.

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Części książek na temat "Market price of share"

Hartwick, John. "Sharing Markets and Market Shares". W A Brief History of Price, 40–54. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1057/9780230374669_3.

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Hafner, Manfred, i Giacomo Luciani. "The Trading and Price Discovery for Natural Gas". W The Palgrave Handbook of International Energy Economics, 377–94. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-86884-0_20.

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AbstractThis chapter argues that pricing mechanisms are a key element of gas trade, as they concur to determine price levels and define commercial strategies. It explains why gas suppliers traditionally defended long-term oil-indexed contracts and analyses the main features of historical contracts. The old consensus on oil indexation, which had been a pillar of international gas trade for a decade, has been eroded in several regions. The chapter discusses how more impersonal market exchange now prevails. Beyond Europe and North America, Asia is also gradually moving towards a larger share of hub indexation, although it is still lagging behind in the process of establishing its own hubs. The chapter concludes that gas prices remain regional even if additional convergence is materialising thanks to the globalising effect of flexible LNG.

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Baslam, Mohamed, Loubna Echabbi, Rachid El-Azouzi i Essaid Sabir. "Joint Price and QoS Market Share Game with Adversarial Service Providers and Migrating Customers". W Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, 642–57. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30373-9_44.

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Ozenbas, Deniz, Michael S. Pagano, Robert A. Schwartz i Bruce W. Weber. "Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application". W Classroom Companion: Business, 21–49. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74817-3_2.

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AbstractTrading is the implementation of an investment decision. After a portfolio decision has been made by a portfolio manager, it must be implemented, and especially for handling large orders and navigating stressful markets, specific skills and responsibilities are needed that require the expertise of a professional trader. However, the efficiency with which orders are handled and turned into trades depends, not just on traders’ abilities, but also on a market’s liquidity, on the design of the marketplace where shares are traded, and on the regulatory environment. In this chapter, we cover trading costs, liquidity, volatility, price discovery, market structure, and market structure regulation.

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Tassinari, Giorgio, i Demetrio Panarello. "The effectiveness of marketing tools in a consumer goods market in Italy during the Great Recession (2010-2015)". W Proceedings e report, 105–10. Florence: Firenze University Press, 2021. http://dx.doi.org/10.36253/978-88-5518-461-8.20.

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In the case of markets characterized by a stationary primary demand, the relevant dimension for measuring a company’s success is represented by market shares. The paper aims to build and comment on a model that gauges the competitive effects of marketing maneuvers on market shares, with reference to tea-based beverages in Italy in the period November 2010 – October 2015. This analysis will be instrumental in establishing the effectiveness of marketing policies based on promotions or advertising. We estimate such a model on weekly data provided by IRI Infoscan and Nielsen, involving the top five brands in the Italian market. After a descriptive analysis and a stationarity test, we estimate a Multinomial Logit model, making use of the Seemingly Unrelated Regressions method. The results allow us to identify the effectiveness of each brand’s marketing policies. Moreover, they enable us to derive the matrices of direct and cross elasticities of brands’ market shares with respect to the main marketing tools (price, promotions, distribution, advertising investments) and to compare basic and average market shares. Based on these results, it is therefore possible to identify the market’s competitive structure, revealing the most incisive factors to be price and weighted distribution, while advertising investments are significant in only a few cases and elasticities are remarkably low. The competitive structure appears to be of a horizontal type (i.e., cross elasticities do not vary greatly).

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Shang, Yimeng, i Yue Wang. "Study of CNN-Based News-Driven Stock Price Movement Prediction in the A-Share Market". W Communications in Computer and Information Science, 467–74. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-7984-4_35.

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Mazzucato, Mariana, i Willi Semmler. "Market share instability and stock price volatility during the industry life-cycle: the US automobile industry". W Economic Evolution, Learning, and Complexity, 97–126. Heidelberg: Physica-Verlag HD, 2002. http://dx.doi.org/10.1007/978-3-642-57646-1_5.

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Ziadie, Haritz Ghozi, Meilita Tryana Sembiring i Beby Karina Fauzeea Sembiring. "Marketing Mix Strategy Using SWOT Analysis to Increase Market Share in PT Smartfren Telecom Tbk North Sumatera Area". W Proceedings of the 19th International Symposium on Management (INSYMA 2022), 930–36. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-008-4_116.

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AbstractThe need for communication technology, especially internet data services, cannot be separated from people’s lives. Almost all people now have internet data services to meet their internet access needs. However, the public is faced with many choices of internet data services offered by cellular network operators, one of which is Smartfren. PT Smartfren Telecom, Tbk, provides a wide selection of attractive data services and adapts to the needs of the community in order to increase the number of new customers and retain old customers. PT Smartfren Telecom, Tbk uses a 4P marketing mix strategy (Product, Price, People, Promotion) to increase and retain its customers. However, Smartfren is still inferior to other provider competitors, where Telkomsel has a market share value of 49.47%, XL 29.79%, Tri 16.49%, Indosat 10.64%, and Smartfren 5.85%. This shows that although there is a growth in customers every year, the market share (users) is still lagging behind other competitors. This study aims to increase market share using SWOT analysis. This study applied the 4P marketing mix theory and SWOT analysis to examine the issues raised. Data were collected by conducting interviews and direct observation. The results of this research will later show a marketing strategy to increase and retain the number of Smartfren customers.

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Levis, Mario. "Market Size, PE Ratios, Dividend Yield and Share Prices: The UK Evidence". W A Reappraisal of the Efficiency of Financial Markets, 165–96. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_9.

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Mokhtarzadeh, Fatemeh, i G. Cornelis van Kooten. "Economic analysis of a softwood lumber quota regime and a policy to subsidize biomass generation of electricity." W International trade in forest products: lumber trade disputes, models and examples, 83–109. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0083.

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Abstract The REPA spatial price equilibrium model developed in Chapter 4 is used to investigate the regional welfare impacts of a quota on exports of Canadian softwood lumber to the U.S. In the model, Canada is divided into seven regions and the U.S. into five regions, with the rest of the world constituting a 13th region; the model is calibrated to the bilateral trade flows that existed in 2016 when there was free trade in lumber. Various quota levels are examined in terms of their impact on producers and consumers in both countries. Canadian producers are found to be better off with a hard quota compared with free trade, although the quota leads to a reduction in market share while driving a wedge between Canadian and U.S. prices, both of which are aggravated with harder quotas. Overall, the loss of export sales to the U.S. is not recouped with sales to the rest of the world. The REPA model is also used to examine the impact of EU demand for wood pellets to generate electricity. Results indicate that pellet prices will approximately double.

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Streszczenia konferencji na temat "Market price of share"

Venkatesan, Srinjay, S. Sanjay Kumar i Geo Shaji Kutty. "Stock Market Portfolio Prediction Using Machine Learning". W International Research Conference on IOT, Cloud and Data Science. Switzerland: Trans Tech Publications Ltd, 2023. http://dx.doi.org/10.4028/p-nyoo2h.

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A Stock refers to a share of ownership in a particular company. An investor owns 1 percent of the company if they purchase one part of its ownership divided into 100 parts, each equal to one share. Stock exchanges are run by an automated matching system driven by order demand. Stock prices are defined as “at any particular time, how many buyers and sellers available for the same stock in the market. If the number of buyers is more than sellers, then stock price becomes high” and vice-versa. The stock market depends on many factors like open price, close price, high and low price. Many researchers have tried to predict the stock prices using various ML (machine learning) techniques such as ARIMA model, linear regression, RNN, etc. Because of the uncertainty in stock market, simple models cannot yield any genuine results. The limitations with models like ARIMA, TSLM have been traced in this paper. This paper builds a web application using a library named Streamlit and integrate the stock prediction model. The main objective of this paper is to build a LSTM (Long-Short Term Memory) based RNN (Recurrent Neural Network) model using opening prices in order to get one of the most accurate stock rates.

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Pillai, Shreyas, Darshan Biyani, Ria Motghare i Deepak Karia. "Price Prediction and Notification System for cryptocurrency Share Market Trading". W 2021 International Conference on Communication information and Computing Technology (ICCICT). IEEE, 2021. http://dx.doi.org/10.1109/iccict50803.2021.9510122.

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Gnanavel, R., O. Pandithurai, K. S. Hareni i K. Jayalakshmi. "Prophecy of share market price by using black scholes model". W 2017 Third International Conference on Science Technology Engineering & Management (ICONSTEM). IEEE, 2017. http://dx.doi.org/10.1109/iconstem.2017.8261296.

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Handouf, Sara, Sara Arabi, Essaid Sabir i Mohammed Sadik. "Telecommunication market share game: Inducing boundedly rational consumers via price misperception". W 2016 IEEE/ACS 13th International Conference of Computer Systems and Applications (AICCSA). IEEE, 2016. http://dx.doi.org/10.1109/aiccsa.2016.7945762.

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Liu, Zimo, Lin Yang i Tami Takada. "Predicting Stock Prices Using Tweet Frequency and AI: Leveraging Social Media Insights to Forecast Tomorrow's Market Trends". W 12th International Conference on Digital Image Processing and Vision. Academy & Industry Research Collaboration, 2023. http://dx.doi.org/10.5121/csit.2023.131314.

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I use the frequency of the tweet counts of the stock ticker to predict the stock price [1]. Using AI to predict the price with today’s tweet count and the highest and lowest stock price to predict tomorrow’s stock price [2]. The benefits of predicting stock prices are minimizing losses and getting a better idea about making money. But since the price of stocks is hard to predict, analyzing the number of price tickers discussed in social media can help people to know more precisely trends. “They analyzed the activity of 150 companies chosen at random from the S&P 500 Index and noticed a correlation between the number of tweets they sent and their share price [3]. Having observed this, the researchers devised a mathematical model, applied it to an imaginary portfolio and outperformed other financial strategies based on financial analysis by as much as 11%” [4]. This indicates the reliability of predicting stock prices with social media. Compared with some popular methods such as Auto-Regressive Conditional Heteroscedastic or Generalized Auto-Regressive Moving Average, using social media to predict price can consider the effect of social trends on the stock price [5]. Using social media to predict the stock price is not subjective and is much cheaper to computerize.

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Barteková, Mária, Peter Štarchoň i Peter Štetka. "Consumer Behaviour and Food Consumer Market: The Case study of Slovakia". W Sustainable Business Development Perspectives 2022. Brno: Masaryk University Press, 2022. http://dx.doi.org/10.5817/cz.muni.p280-0197-2022-12.

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The aim of the research paper is to investigate the influence of relative changes of food prices to the consumer behaviour, to study the peculiarities of the socio-economic aspects of food demand. Consumer markets have a significant share of daily demand. Therefore, the article analyses the behaviour of consumers of agricultural products. It describes many factors that affect consumer behaviour. The research study argues that consumer behaviour is not only affected by price and income factors. There are dozens of external factors that affect consumer behaviour. Several studies have shown that many factors can influence consumer choices, from social factors to psychological factors. The research paper graphically describes consumer behaviour under the influence of these factors and also provides information on per capita consumption and market prices of agricultural products in Slovakia.

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Shanshan, Li. "Analysis on the Relationship between the Change of Accounting Policy and Market Share Price". W Proceedings of the 2019 4th International Conference on Social Sciences and Economic Development (ICSSED 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icssed-19.2019.50.

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Wen, Shunxiang, Chuhong Liao i Ruxin Chen. "Research on the Impact of Stock Pledge Ratio of Controlling Shareholder on Share Price in A-share Exchange Market". W 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.082.

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Schneider, Erich A., i Neil Shah. "Near Term Deployment, Long Term Impact: Uranium Price Over the Lifetime of New Capacity". W 16th International Conference on Nuclear Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/icone16-48573.

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While reasonable short-term resource price projections can be obtained by taking a bottom-up approach — constructing a supply curve based upon current production capacities and costs — this approach breaks down as the time horizon of the analysis lengthens. One approach to long-term price forecasting is to calibrate a simple model of a commodity market against past data. To that end, an analogy was drawn between the behavior of the uranium market and that of some three dozen materials for which the United States Geologic Survey (USGS) maintains data. This work adds to previously published results showing that the USGS-reported prices of minerals similar to uranium have consistently declined over the past century. In this paper, the extent to which uranium geology and extraction technologies are indeed analogous to other minerals is quantitatively addressed. A study of crustal abundances, ore grades being economically mined, concentration factors, market share of extraction techniques, years of proven reserve and other factors indicates that uranium is not at all exceptional with respect to the average of the USGS minerals. This suggests that, on the supply side, the analogy between the USGS minerals and uranium may indeed offer valuable insights into medium and long term uranium price behavior.

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Dias, Rui, Hortense Santos, Paulo Alexandre, Paula Heliodoro i Cristina Vasco. "RANDOM WALKS AND MARKET EFFICIENCY TESTS: EVIDENCE FOR US AND AFRICAN CAPITAL MARKETS". W 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.s.p.2021.17.

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The 2020 Russia-Saudi Oil Price War was an economic war triggered in March 2020 by Saudi Arabia in response to Russia’s refusal to reduce oil production to keep oil prices at a moderate level. This economic conflict resulted in a sharp drop in the price of oil in 2020, as well as crashes in international markets. In the light of these events, our aim was to test the efficient market hypothesis, in its weak form, in the stock markets of Botswana (BSE), Egypt (EGX 100), Kenya (NSE 20), Moroccan All Shares (MASI), Tunisia (Tunindex), and the MARKET of the USA (DOWJONES INDUSTRIALS), in the period of Septem¬ber 2, 2019 to January 11, 2021. The results therefore support the evidence that the random walk hypoth¬esis is not supported by the financial markets analyzed in this period of global pandemic. The values of variance ratios are lower than the unit, which implies that the yields are autocorrelated in time and, there is reversal to the mean. In order to validate the results, we estimate the model αDFA that shows that the stock markets NSE 20 (0.75), TUNINDEX (0.69), MASI (0.63), EGX 100 (0.64), BSE (0.61), DOW JONES (0.58) show autocorrelation in their profitability, that is, these markets show signs of (in) efficiency, in its weak form, persistence in profitability, validating the results of the variance test by Rankings and Wright Signs. In conclusion we can show that the U.S. stock market has more market efficiency when compared to the African stock markets analyzed. The authors consider that the results achieved are of interest to investors looking for opportunities for portfolio diversification in these regional stock markets.

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Raporty organizacyjne na temat "Market price of share"

Knetter, Michael. Is Price Adjustment Asymmetric?: Evaluating the Market Share and Marketing Bottlenecks Hypothesis. Cambridge, MA: National Bureau of Economic Research, wrzesień 1992. http://dx.doi.org/10.3386/w4170.

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Dassanayake, Wajira, Xiaoming Li i Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, sierpień 2015. http://dx.doi.org/10.34074/rsrp.039.

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This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with previous research, we find that price discovery takes place mostly on the home market for the Australian firms and for all but one of the New Zealand firms. However, not seen in existing studies, we show that the NZX has grown in importance for both the Australian and New Zealand firms. This suggests that the NZX is deviating from being a pure satellite market.

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Dassanayake, Wajira, Xiaoming Li i Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, sierpień 2015. http://dx.doi.org/10.34074/rsrp.039.

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Alviarez, Vanessa, Michele Fioretti, Ken Kikkawa i Monica Morlacco. Two-Sided Market Power in Firm-to-Firm Trade. Inter-American Development Bank, kwiecień 2023. http://dx.doi.org/10.18235/0004746.

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We develop a quantitative theory of prices in firm-to-firm trade with bilateral negotiations and two-sided market power. Markups reflect oligopoly and oligopsony forces, with relative bargaining power as weight. Cost pass-through elasticities into import prices can be incomplete or complete, depending on the exporters and importers bargaining power and market shares. In U.S. import data, we find that U.S. importers have substantial market power and disproportionate leverage in price negotiations. The estimated model produces accurate predictions of the impact of Trump tariffs on pair-level prices. At the aggregate level, ignoring two-sided market power could exaggerate tariff pass-through by about 60 percent.

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Lopez, Pierlauro, David Lopez-Salido i Francisco Vazquez-Grande. Nominal rigidities and the term structures of equity and bond returns. Federal Reserve Bank of Cleveland, maj 2023. http://dx.doi.org/10.26509/frbc-wp-202311.

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We present a production economy with nominal price rigidities that explains several asset pricing facts, including a downward-sloping term structure of the equity premium, upward sloping term structures of nominal and real interest rates, and the cyclical variation of the term structures. In the model, after a productivity shock a countercyclical labor share exacerbates the procyclicality of dividends, and hence their riskiness, and generates countercyclical inflation. The dividend share gradually increases after a negative productivity shock as the price level increases sluggishly, so the payoffs of short-duration dividend claims (bonds) are more (less) procyclical than the payoffs of long-duration claims (bonds). A slow-moving external habit then produces large and countercyclical prices for these risks as well as high risk premia at very long horizons. In bad times, the slope of equity (bond) yields for the observable maturities becomes more negative (more positive), but risk premia also increase at longer horizons, and market equity premia end up increasing by more than short-run equity premia. The simultaneous presence of market and home consumption habits allows for uniting habits and a production economy without compromising the model’s ability to fit macroeconomic variables. The central bank’s anti-inflationary stance plays a key role in shaping equity and bond prices.

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Hasanov, Fakhri. Oil Market Shocks and Financial Instability in Asian Countries. King Abdullah Petroleum Studies and Research Center, listopad 2021. http://dx.doi.org/10.30573/ks--2021-dp18.

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There is no commodity whose interlinkages with the macroeconomy have been studied as extensively as oil, starting with Hamilton’s (1983) seminal study. Thousands of subsequent studies have examined the relationship between oil prices and various economic variables, including the stock market. This strand of the literature began with the pioneering work of Kling (1985). Since then, other financial markets, such as banking, have also received a fair share of analysis.

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Breman, Carlotta, i Servaas Storm. Betting on black gold: Oil speculation and U.S. inflation (2020-2022). Institute for New Economic Thinking Working Paper Series, czerwiec 2023. http://dx.doi.org/10.36687/inetwp208.

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Sharp increases in systemically important crude oil prices have been a major cause of the recent surge in the inflation rate in the U.S. This paper investigates the extent to which the increase in oil prices can be attributed to excessive speculation in the oil futures market. Our analysis suggests that excessive speculation in the crude oil market has been responsible for 24%-48% of the increase in the WTI crude oil price during October 2020-June 2022. These estimates translate into an oil price increase of around $18-$36 per barrel and an increase in the U.S. PCE inflation rate by circa 0.75 to 1.5 percentage points during the same period. We complement the analysis with an empirical investigation of the crude oil market which shows that (speculative) long non-commercial open-interest positions in oil futures have increased considerably relative to short non-commercial positions. We further find that higher futures prices for crude oil ‘Granger-cause’ oil spot prices, the futures prices of corn and soybeans and the fertilizer price. These econometric results show that oil speculators have to be held accountable for not just raising oil prices, but also driving up food commodity prices. We finally discuss measures to clamp down on excessive speculation in oil in order to eliminate its systemically adverse consequences for the U.S. economy.

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Gachot, Sebastien, Carmine Paolo De Salvo i Gonzalo Rondinone. Analysis of Agricultural Policies in Guyana (2015-2019). Inter-American Development Bank, sierpień 2022. http://dx.doi.org/10.18235/0004408.

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The agricultural sector plays a crucial role in Guyanas economic development by contributing 21.15% of gross domestic product (GDP). However, the share of the agricultural sector has been gradually decreasing over the years. This monograph offers an update of the OCDEs Producer Support Estimate (PSE) methodology applied to Guyana for 2015-2019. The PSE approach focuses on two main elements of support: (i) the effect of government policy on prices received by agricultural producers, and (ii) the support provided through budgetary transfers to the sector. The market price support (MPS) remained Guyanas main PSE component. Expressed as a share of the total PSE, Guyanas MPS averaged 59% between 2015 and 2018. Following the end of Government transfers to GuySuCo in 2019, which led to a sharp decline in budget transfers to the agricultural sector, it rose to 96%. The main driver of Guyanas MPS remained the import duties in place to protect domestic producers of poultry meat. This report also documents the evolution of agricultural policies-related greenhouse gas emissions in Guyana for the first time. The poultry subsector, which receives most of the policy support in Guyana, emits little. Sugar and rice, on the other hand, are the commodities with the highest GHG emissions per hectare. To conclude, several policy recommendations are presented.

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Borger, Michael, Gregory Elacqua, Isabel Jacas, Christopher Neilson i Anne Sofie Westh Olsen. Report Cards: Parental Preferences, Information and School Choice in Haiti. Inter-American Development Bank, maj 2023. http://dx.doi.org/10.18235/0004933.

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This paper studies school choice and information in the context of education markets in rural Haiti. Using a market level randomized control trial, we evaluate the aggregate effect of providing test score information on subsequent test scores, prices, and enrollment. After the intervention, we find that private schools have higher test scores, with an average increase of 0.3 standard deviations in treated markets. However, we are unable to detect significant changes to prices and market shares. These findings suggest that providing information in poor education markets can improve market efficiency and benefit children's welfare.

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Heresi, Rodrigo. Reallocation and Productivity during Commodity Cycles. Inter-American Development Bank, kwiecień 2021. http://dx.doi.org/10.18235/0003203.

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I study the firm-level dynamic response of a commodity-exporting economy to global cycles in commodity prices. To do so, I develop a heterogeneous-firms model that endogenizes declines in aggregate productivity through reallocation towards less productive firms. Within a given sector, commodity booms reallocate market share away from exporters because of currency appreciation and away from capital-intensive firms because of the increase in capital cost. I provide empirical evidence for these channels using microdata for Chile, the worlds largest copper producer. When fed with the commodity super-cycle of 2003-2012, the calibrated model generates about 50% of the observed productivity decline.

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