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Artykuły w czasopismach na temat "Stock prices"
HSM, Zani Anjani Rafsanjani. "ANALISA LAJU PERUBAHAN HARGA SAHAM LQ45 MENGGUNAKAN PERSAMAAN DIFERENSIAL". Jurnal Riset Akuntansi Politala 3, nr 2 (29.12.2020): 60. http://dx.doi.org/10.34128/jra.v3i2.68.
Pełny tekst źródłaDanuarta Santosa Suryadi, Gede Kurniawan, i I. Made Dana. "PENGARUH PROFITABILITAS, PRICE TO BOOK VALUE, BOOK VALUE PER SHARE TERHADAP HARGA SAHAM PERUSAHAAN PERBANKAN". E-Jurnal Manajemen Universitas Udayana 12, nr 1 (31.01.2023): 69. http://dx.doi.org/10.24843/ejmunud.2023.v12.i01.p04.
Pełny tekst źródłaCitra Asmara, Tegar, Desmintari Desmintari i Indri Arrafi Juliannisa. "Faktor–Faktor yang Mempengaruhi Indeks Harga Saham Gabungan". Jurnal Indonesia Sosial Sains 3, nr 5 (29.05.2022): 822–34. http://dx.doi.org/10.36418/jiss.v3i5.590.
Pełny tekst źródłaGyamerah, Samuel Asante, Bright Emmanuel Owusu i and Ellis Kofi Akwaa-Sekyi. "Modelling the mean and volatility spillover between green bond market and renewable energy stock market". Green Finance 4, nr 3 (2022): 310–28. http://dx.doi.org/10.3934/gf.2022015.
Pełny tekst źródłaFang, Fei. "Stock Return Autocorrelation and Individual Equity Option Prices". Journal of Business Theory and Practice 9, nr 1 (14.02.2021): p51. http://dx.doi.org/10.22158/jbtp.v9n1p51.
Pełny tekst źródłaShackman, Joshua, Paul Lambert, Phoenix Benitiez, Nathan Griffin i David Henderson. "Maritime Stock Prices and Information Flows: A Cointegration Study". Transactions on Maritime Science 10, nr 2 (21.10.2021): 496–510. http://dx.doi.org/10.7225/toms.v10.n02.018.
Pełny tekst źródłaSunaryo i Denny Kurniawan. "PENGARUH KURS, HARGA CPO (CRUDE PALM OIL) DAN PROFITABILITAS TERHADAP RISIKO SISTEMATIS DAN IMPLIKASINYA TERHADAP HARGA SAHAM". Kinerja 2, nr 02 (12.08.2020): 45–67. http://dx.doi.org/10.34005/kinerja.v3i01.924.
Pełny tekst źródłaIvanovski, Zoran, Zoran Narasanov i Nadica Ivanovska. "Performance Evaluation of Stocks’ Valuation Models at MSE". Economic and Regional Studies / Studia Ekonomiczne i Regionalne 11, nr 2 (1.06.2018): 7–23. http://dx.doi.org/10.2478/ers-2018-0011.
Pełny tekst źródłaDarsono, Susilo Nur Aji Cokro, Wing-Keung Wong, Tran Thai Ha Nguyen i Dyah Titis Kusuma Wardani. "The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach". Journal of Risk and Financial Management 15, nr 6 (7.06.2022): 254. http://dx.doi.org/10.3390/jrfm15060254.
Pełny tekst źródłaJasiniak, Magdalena. "Stock Prices and the Rate of Return Analysis: The Case of Warsaw Stock Exchange". Financial Assets and Investing 9, nr 1 (31.05.2018): 21–34. http://dx.doi.org/10.5817/fai2018-1-2.
Pełny tekst źródłaRozprawy doktorskie na temat "Stock prices"
Li, Rong-Jen. "Combined Leverage and the Volatility of Stock Prices". Thesis, North Texas State University, 1985. https://digital.library.unt.edu/ark:/67531/metadc331340/.
Pełny tekst źródłaWang, Hanfeng, i 王漢鋒. "Essays on stock trading volume, volatility and information". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38826185.
Pełny tekst źródłaRahou, Amar A. M. "A generalised framework for modelling & forecasting share prices : a field study on modelling and forecasting the share prices from the banking sector". Thesis, University of South Wales, 2009. https://pure.southwales.ac.uk/en/studentthesis/a-generalised-framework-for-modelling--forecasting-share-prices(10fcca19-ff9a-4497-a0be-55f3e980cbed).html.
Pełny tekst źródłaHo, Yueh-Fang. "Three essays on seasoned equity offerings /". Philadelphia, Pa. : Drexel University, 2003. http://dspace.library.drexel.edu/handle/1860/251.
Pełny tekst źródłaParsa, Sahar. "Investors' horizon and stock prices". Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/65491.
Pełny tekst źródłaCataloged from PDF version of thesis.
Includes bibliographical references (p. 140-150).
This dissertation consists of three essays on the relation between investors' trading horizon and stock prices. The first chapter explores the theoretical relation between the horizon of traders and the negative externality generated by their activity on the information revealed by stock prices. The last two chapters focus on the empirical relation between institutional investors trading frequency and stock prices behaviour. The first chapter examines how short term trading impacts the aggregation of information in financial markets. I develop a model where short-term traders, in an attempt to learn about the average beliefs of future market participants, make the price relatively more noisy. This typically introduces a negative informational externality on long-term investors. I show that (i) as the horizon of the informed traders decreases, the price becomes relatively less precise; (ii) an inflow of informed traders in the market can decrease the informativeness of the price when the traders have a relatively short horizon or the market is expected to be thin in the future; (iii) finally, as rational informed short-term traders have access to an extra source of information about the future price, they end up creating more noise and a decrease in the informativeness of the price might result. Thus, paradoxically, more informed trading could lead to a less informative price. Among scholars, practitioners and policy makers, investor short-termism and high frequency trading have been associated with excess volatility in financial markets and with a disconnect between asset prices and fundamentals. Motivated by this observation, in Chapter 2 I construct a novel measure of the intrinsic frequency of trading for each of the large US institutional investors (13-F institutions) using Thomson-Reuters Institutional Holdings quarterly data for the period 1980-2005. This measure controls for the market and portfolio characteristics and identifies an investor-specific fixed effect in the frequency of trading. I then study how the composition of these fixed effects impacts stock price behavior through their forecasting role in explaining the return and the return on equity (cash flow of a company) in the short run as well as the long run. I show that (i) the securities in which investors exhibit higher intrinsic trading frequency exhibit higher volatility, but (ii) this volatility is mainly driven by the cashflow component of the security prices. Further, (iii) the prices of the securities held by investors with a higher intrinsic trading frequency do not forecast the long-run return as opposed to the securities held by investors with a lower intrinsic trading frequency. As such, the prices mainly respond to the long-run return on equity. Overall, the results challenge the view that higher frequency of trading-a commonly used proxy for investor short-termnism-causes a disconnect between asset prices and fundamentals. Finally, in Chapter 3 (co-auhtored with Fernando Duarte) we show a novel relation between the institutional investors' intrinsic trading frequency-a commonly used proxy for the investors's investment horizon- and the cross-section of stock returns. We show that the 20$ of stocks with the lowest trading frequency earn mean returns that are 6 percentage points per year higher than the 20% of stocks that have the highest trading frequency. The magnitude and predictability of these returns persist or even increase when risk-adjusted by common indicators of systematic risks such as the Fama-French, liquidity or momentum factors. Our results show that the characteristics of stockholders affect expected returns of the very securities they hold, supporting the view that heterogeneity among investors is an important dimension of asset prices.
by Sahar Parsa.
Ph.D.
Wong, Sau-shing Pierre, i 黃守誠. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31268390.
Pełny tekst źródłaPu, Hansong. "An Analysis of Preferred Equity Redemption Cumulative Stock". Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc277588/.
Pełny tekst źródłaMullins, Mark Robert. "Stock market prices : determinants and consequences". Thesis, London School of Economics and Political Science (University of London), 1990. http://etheses.lse.ac.uk/1192/.
Pełny tekst źródłaHuang, Lin. "On excess volatility of stock prices". Thesis, University of Essex, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.442742.
Pełny tekst źródłaTakahashi, Yutaka. "A study of Japanese stock prices". Thesis, Massachusetts Institute of Technology, 1991. http://hdl.handle.net/1721.1/13401.
Pełny tekst źródłaKsiążki na temat "Stock prices"
How the major stock indexes work: From the Dow to the S&P 500. New York: Rosen Pub., 2013.
Znajdź pełny tekst źródłaTrading on volume. New York: McGraw-Hill, 2002.
Znajdź pełny tekst źródłaCutler, David M. What moves stock prices? Cambridge, Mass: Dept. of Economics, Massachusetts Institute of Technology, 1988.
Znajdź pełny tekst źródłaCheryl, Pickerell, red. Negotiating stock photo prices. Rockville, Md: Stock Connection, 1997.
Znajdź pełny tekst źródłaBernstein, Jacob. Momentum stock selection. New York: McGraw-Hill, 2001.
Znajdź pełny tekst źródłaN, Gregoriou Greg, red. Stock Market Volatility. Boca Raton, Fl: CRC Press, 2009.
Znajdź pełny tekst źródłaKelly, Morgan. Do noise traders influence stock prices? Dublin: University College Dublin, Department of Economics, 1996.
Znajdź pełny tekst źródłaHess, Martin. The Determinants and the forecastability of Swiss stock prices. Bern: Studienzentrum Gerzensee, 2001.
Znajdź pełny tekst źródłaPástor, Lubos̆. Technological revolutions and stock prices. Cambridge, Mass: National Bureau of Economic Research, 2005.
Znajdź pełny tekst źródłaPástor, Lubos̆. Stock prices and IPO waves. Cambridge, Mass: National Bureau of Economic Research, 2003.
Znajdź pełny tekst źródłaCzęści książek na temat "Stock prices"
Draze, Dianne. "Stock Prices". W The Stock Market Game, 11–14. New York: Routledge, 2021. http://dx.doi.org/10.4324/9781003238935-4.
Pełny tekst źródłaSarkar, Dipanjan, Raghav Bali i Tushar Sharma. "Forecasting Stock and Commodity Prices". W Practical Machine Learning with Python, 467–97. Berkeley, CA: Apress, 2017. http://dx.doi.org/10.1007/978-1-4842-3207-1_11.
Pełny tekst źródłaLykkesfeldt, Poul, i Laurits Louis Kjaergaard. "The Formation of Stock Prices". W Investor Relations and ESG Reporting in a Regulatory Perspective, 11–19. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-05800-4_2.
Pełny tekst źródłaPepper, Gordon. "The Regulation of Stock Markets". W Money, Credit and Asset Prices, 271–79. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_19.
Pełny tekst źródłaHamori, Shigeyuki. "Stock Prices and Effective Exchange Rates". W An Empirical Investigation of Stock Markets, 61–81. Boston, MA: Springer US, 2003. http://dx.doi.org/10.1007/978-1-4419-9208-6_4.
Pełny tekst źródłaSemmler, Willi. "Macro Factors and the Stock Market". W Asset Prices, Booms and Recessions, 89–95. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20680-1_7.
Pełny tekst źródłaSemmler, Willi. "New Technology and the Stock Market". W Asset Prices, Booms and Recessions, 97–102. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20680-1_8.
Pełny tekst źródłaVasyaeva, Tatyana, Tatyana Martynenko, Sergii Khmilovyi i Natalia Andrievskaya. "Stock Prices Forecasting with LSTM Networks". W Communications in Computer and Information Science, 59–69. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30763-9_5.
Pełny tekst źródłaWiedmann, Marcel. "Money and Stock Prices: Economic Theory". W Contributions to Economics, 19–32. Heidelberg: Physica-Verlag HD, 2011. http://dx.doi.org/10.1007/978-3-7908-2647-0_3.
Pełny tekst źródłaOrosel, Gerhard O. "Stock Prices When Risk Attitudes Fluctuate". W Beiträge zur Mikro- und zur Makroökonomik, 331–45. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56606-6_28.
Pełny tekst źródłaStreszczenia konferencji na temat "Stock prices"
Ildırar, Mustafa, i Erhan İşcan. "The Interaction between Stock Prices and Commodity Prices: East Europe and Central Asia Countries". W International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01350.
Pełny tekst źródłaTekin, Bilgehan, i Seda Nur Bastak. "The Relationship of Stock Prices and Stock Market Performance Ratios in Companies Trading on Borsa Istanbul: An Application in Companies with the Highest Trading Volume". W International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02599.
Pełny tekst źródła"Real Estate Prices, Rents and Property Stock Prices". W 6th European Real Estate Society Conference: ERES Conference 1999. ERES, 1999. http://dx.doi.org/10.15396/eres1999_203.
Pełny tekst źródłaMadaleno, Mara, i Alfredo Marvao Pereira. "Clean energy firms' stock prices, technology, oil prices, and carbon prices". W 2015 12th International Conference on the European Energy Market (EEM). IEEE, 2015. http://dx.doi.org/10.1109/eem.2015.7216628.
Pełny tekst źródłaALEKNEVIČIENĖ, Vilija, i Asta BENDORAITYTĖ. "LONG-TERM DRIVERS OF WHEAT AND MAIZE COMMODITIES PRICES". W Rural Development 2015. Aleksandras Stulginskis University, 2015. http://dx.doi.org/10.15544/rd.2015.129.
Pełny tekst źródłaBai, Muqing, i Yu Sun. "An Intelligent and Social-Oriented Sentiment Analytical Model for Stock Market Prediction using Machine Learning and Big Data Analysis". W 8th International Conference on Artificial Intelligence and Applications (AI 2022). Academy and Industry Research Collaboration Center (AIRCC), 2022. http://dx.doi.org/10.5121/csit.2022.121819.
Pełny tekst źródłaHarnphattananusorn, Supanee. "The Relationship between Thailand Stock Prices andCrude Oil Prices". W International Conference on Advanced Research in Social Sciences. Acavent, 2019. http://dx.doi.org/10.33422/icarss.2019.03.86.
Pełny tekst źródłaWahyuni, Wulan, i Nilda Tartilla. "ANALISIS PENGARUH RASIO KEUANGAN TERHADAP HARGA SAHAM PADA PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA". W Seminar Ilmiah Sistem Informasi Manajemen dan Akuntansi. Goodwood Conferences, 2022. http://dx.doi.org/10.35912/sisima.v1i1.5.
Pełny tekst źródłaCosta, Thiago F., Elizabeth F. Wanner, Flávio V. C. Martins i André R. da Cruz. "A Methodology for Definition and Refinement of a LSTM Stock Predictor Architecture using iRace and NSGA-II". W Brazilian Workshop on Artificial Intelligence in Finance. Sociedade Brasileira de Computação, 2022. http://dx.doi.org/10.5753/bwaif.2022.222869.
Pełny tekst źródłaYong, Lin, i Tong Xin. "Fractal Fitting Research on Stock Prices". W 2008 Congress on Image and Signal Processing. IEEE, 2008. http://dx.doi.org/10.1109/cisp.2008.752.
Pełny tekst źródłaRaporty organizacyjne na temat "Stock prices"
Cohen, Lauren, Karl Diether i Christopher Malloy. Legislating Stock Prices. Cambridge, MA: National Bureau of Economic Research, sierpień 2012. http://dx.doi.org/10.3386/w18291.
Pełny tekst źródłaCutler, David, James Poterba i Lawrence Summers. What Moves Stock Prices? Cambridge, MA: National Bureau of Economic Research, marzec 1988. http://dx.doi.org/10.3386/w2538.
Pełny tekst źródłaCampbell, John, i Tuomo Vuolteenaho. Inflation Illusion and Stock Prices. Cambridge, MA: National Bureau of Economic Research, luty 2004. http://dx.doi.org/10.3386/w10263.
Pełny tekst źródłaDiba, Behzad, i Herschel Grossman. Rational Bubbles in Stock Prices? Cambridge, MA: National Bureau of Economic Research, październik 1985. http://dx.doi.org/10.3386/w1779.
Pełny tekst źródłaPastor, Lubos, i Pietro Veronesi. Stock Prices and IPO Waves. Cambridge, MA: National Bureau of Economic Research, lipiec 2003. http://dx.doi.org/10.3386/w9858.
Pełny tekst źródłaDowns, Thomas, i Patric Hendershott. Tax Policy and Stock Prices. Cambridge, MA: National Bureau of Economic Research, grudzień 1986. http://dx.doi.org/10.3386/w2094.
Pełny tekst źródłaPastor, Lubos, i Pietro Veronesi. Technological Revolutions and Stock Prices. Cambridge, MA: National Bureau of Economic Research, grudzień 2005. http://dx.doi.org/10.3386/w11876.
Pełny tekst źródłaBeaudry, Paul, i Franck Portier. Stock Prices, News and Economic Fluctuations. Cambridge, MA: National Bureau of Economic Research, czerwiec 2004. http://dx.doi.org/10.3386/w10548.
Pełny tekst źródłaCampbell, John, i Robert Shiller. Stock Prices, Earnings and Expected Dividends. Cambridge, MA: National Bureau of Economic Research, luty 1988. http://dx.doi.org/10.3386/w2511.
Pełny tekst źródłaFrench, Kenneth, i James Poterba. Were Japanese Stock Prices Too High? Cambridge, MA: National Bureau of Economic Research, marzec 1990. http://dx.doi.org/10.3386/w3290.
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