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Artykuły w czasopismach na temat "Stocks"
Sapari, Fransissco Nicolas, i Agus Zainul Arifin. "Studi Perbandingan Nilai Value at Risk Antara Saham Berbasis Syariah Dengan Saham Non Syariah Periode 2010-2012". Jurnal Dinamika Akuntansi dan Bisnis 3, nr 1 (24.07.2016): 26–36. http://dx.doi.org/10.24815/jdab.v3i1.4394.
Pełny tekst źródłaEltahir, Yassin Ibrahim, Osama Azmi Sallam, Hussien Omer Osman i Fethi Klabi. "Does Volatility Generate Major and Minor Stocks in Saudi Stocks Market?" Integrated Journal of Business and Economics 4, nr 1 (15.01.2020): 14. http://dx.doi.org/10.33019/ijbe.v4i1.239.
Pełny tekst źródłaLiu, Mark H. "Analysts’ Incentives to Produce Industry-Level versus Firm-Specific Information". Journal of Financial and Quantitative Analysis 46, nr 3 (15.02.2011): 757–84. http://dx.doi.org/10.1017/s0022109011000056.
Pełny tekst źródłaKreidl, Felix. "Stock-Market Behavior on Ex-Dates: New Insights from German Stocks with Tax-Free Dividend". International Journal of Financial Studies 8, nr 3 (21.09.2020): 58. http://dx.doi.org/10.3390/ijfs8030058.
Pełny tekst źródłaRasul, Dr Md Serajur. "Performance of Value and Growth Stocks: Returns of Stocks on Dhaka Stock Exchange". Indian Journal of Applied Research 3, nr 2 (1.10.2011): 205–8. http://dx.doi.org/10.15373/2249555x/feb2013/71.
Pełny tekst źródłaFärber, Leonie, Rob van Gemert, Øystein Langangen, Joël M. Durant i Ken H. Andersen. "Population variability under stressors is dependent on body mass growth and asymptotic body size". Royal Society Open Science 7, nr 2 (luty 2020): 192011. http://dx.doi.org/10.1098/rsos.192011.
Pełny tekst źródłaMichielsens, Catherine G. J., Samu Mäntyniemi i Pekka J. Vuorinen. "Estimation of annual mortality rates caused by early mortality syndromes (EMS) and their impact on salmonid stockrecruit relationships". Canadian Journal of Fisheries and Aquatic Sciences 63, nr 9 (1.09.2006): 1968–81. http://dx.doi.org/10.1139/f06-095.
Pełny tekst źródłaAgarwal, Mehul. "Does Investment in Defensive Stocks Act as a Buffer during Market Downturns?" INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, nr 04 (10.04.2024): 1–5. http://dx.doi.org/10.55041/ijsrem30553.
Pełny tekst źródłaAnjana Raju, Guntur, i Sanjeeta Shirodkar. "Derivative trading and structural breaks in volatility in India: an ICSS approach". Investment Management and Financial Innovations 17, nr 2 (2.07.2020): 334–52. http://dx.doi.org/10.21511/imfi.17(2).2020.26.
Pełny tekst źródłaHui, Eddie C. M., Sheung-Chi Phillip Yam i Si-Wei Chen. "SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS". International Journal of Strategic Property Management 16, nr 2 (19.06.2012): 158–72. http://dx.doi.org/10.3846/1648715x.2011.638946.
Pełny tekst źródłaRozprawy doktorskie na temat "Stocks"
Wong, Sau-shing Pierre. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings /". Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18836288.
Pełny tekst źródłaAbadiga, Gidi A., i Marcel Neibig. "Value vs Growth Stocks : Do Value Stocks Outperform Growth Stocks? Stockholm Stock Markets, 1995-2009". Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16720.
Pełny tekst źródłaThis study tries to examine if investment in value stocks (poor performing stocks) can generate superior returns over investment in growth stocks. Historical stock data for stocks traded in Stockholmstock markets are collected from various sources such as Börsguide and Reuters Thomson Ecowin Pro database. Using these and other relevant secondary historical data, stocks were grouped into value and growth portfolios depending on their P/E-multiples for five buy and hold periods which range from twelve months up to sixty months between investment periods 1996 and 2009. In each portfolio holding period, different numbers of value and growth stocks, ranging from, for example eleven stocks in period one, to twenty stocks in period five are purchased and held for an initial investment of 20000 SEK at the beginning of each portfolio holding period for the purpose of the study. The returns to these investments are computed for three different average return measurements. These are annual Mean Price Returns, Holding Period Returns and Risk-Adjusted Returns for each of the portfolio holding year, for the entire holding periods as well as for the entire portfolio holding periods combined together. Using the spread between these measures, the performances of both value and growth stocks are analyzed. When all the five portfolios are combined together and the mean annual rate of returns are computed, value stocks outperform growth stocks by an average of 15.1 % mean annual Risk -Adjusted Return Rate. The result for Holding Period Return is an average of 5.6 % higher than the growth stocks. These results indicate that investment made in value stocks identified using historical fundamental data can generate superior returns than growth stocks. Consequently, it can cautiously be argued thatStockholmstock markets appear to exhibit the characteristics of the semi-strong form of the Efficient Market Hypothesis.
Wang, Hanfeng. "Essays on stock trading volume, volatility and information". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.
Pełny tekst źródłaCheung, Ping-wing Ricky. "Relative strength trading rules and efficiency of the Hong Kong market /". [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316866.
Pełny tekst źródłaPolte, Marcel. "Aktiengattungen : eine rechtsvergleichende Untersuchung zum deutschen, US-amerikanischen und englischen Recht /". Frankfurt am Main ; New York : Lang, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014612988&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Pełny tekst źródłaPang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.
Pełny tekst źródłaChu, Kut-leung. "The CEV model : estimation and option pricing /". Click to view the E-thesis via HKUTO, 1999. http://sunzi.lib.hku.hk/hkuto/record/B4257500X.
Pełny tekst źródłaYiu, Fan-lai. "Applicability of various option pricing models in Hong Kong warrants market /". [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570493.
Pełny tekst źródłaKo, Chi-keung Anthony. "A preliminary study of Hong Kong warrants using the Black-Scholesoption pricing model /". [Hong Kong] : University of Hong Kong, 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316726.
Pełny tekst źródłaYeh, Ho-leung Patrick. "The impact of new issues of derivative securities and the underlying blue chip securities /". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19872446.
Pełny tekst źródłaKsiążki na temat "Stocks"
Sincere, Michael. Understanding stocks. New York: McGraw-Hill, 2004.
Znajdź pełny tekst źródłaLittle, Jeffrey B. Growth stocks. Redaktor Samuelson Paul Anthony 1915-. New York: Chelsea House, 1988.
Znajdź pełny tekst źródłaStocks & shares. London: Telegraph, 1986.
Znajdź pełny tekst źródłaMerrill, John F. Beyond stocks. Houston: Tanglewood Pub., 1997.
Znajdź pełny tekst źródłaInc, Market Facts, red. OTC stocks. Chicago, Ill. (676 N. St. Clair St., Chicago 60611): Market Facts, 1987.
Znajdź pełny tekst źródłaGiangregorio, Dominic P. The penny stock millionaire: Fortunes in mini-stocks. [United States]: Xlibris, 2008.
Znajdź pełny tekst źródłaDomash, Harry. Fire your stock analyst!: Analyzing stocks on your own. Upper Saddle River, N.J: FT Press, 2009.
Znajdź pełny tekst źródłaJapanese stocks: Make money on the Tokyo stock exchange. Blue Ridge Summit, PA: Liberty Hall Press, 1990.
Znajdź pełny tekst źródłaDomash, Harry. Fire Your Stock Analyst! Analyzing Stocks on Your Own. Upper Saddle River: Prentice Hall, 2007.
Znajdź pełny tekst źródłaDomash, Harry. Fire your stock analyst!: Analyzing stocks on your own. Upper Saddle River, N.J: FT Press, 2009.
Znajdź pełny tekst źródłaCzęści książek na temat "Stocks"
Kakushadze, Zura, i Juan Andrés Serur. "Stocks". W 151 Trading Strategies, 41–86. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02792-6_3.
Pełny tekst źródłaPoncet, Patrice, i Roland Portait. "Stocks, Stock Markets, and Stock Indices". W Springer Texts in Business and Economics, 255–308. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-84600-8_8.
Pełny tekst źródłaKhanchandani, Khushi, Neha Patil i Vineeta Bhujle. "Virtual Stocks: Stock Market Simulator". W Information and Communication Technology for Competitive Strategies (ICTCS 2021), 253–65. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-0098-3_26.
Pełny tekst źródłaPaterson, Ron. "Consignment Stocks". W Off Balance Sheet Finance, 73–77. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-12613-2_9.
Pełny tekst źródłaCort, José Luis, i Pablo Abaunza. "Two Stocks". W SpringerBriefs in Biology, 19–21. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-11545-6_3.
Pełny tekst źródłaThomsett, Michael C. "Energy Stocks". W Investing in Energy, 83–108. New York: Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137358479_7.
Pełny tekst źródłaKanbur, Ravi. "Buffer Stocks". W The New Palgrave Dictionary of Economics, 1143–45. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_59.
Pełny tekst źródłaFong, Wai Mun. "Growth Stocks". W The Lottery Mindset: Investors, Gambling and the Stock Market, 77–100. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381736_4.
Pełny tekst źródłaKnott, Geoffrey. "Controlling Stocks". W Financial Management, 243–49. London: Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-14766-3_19.
Pełny tekst źródłaKanbur, Ravi. "Buffer Stocks". W The New Palgrave Dictionary of Economics, 1–3. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_59-1.
Pełny tekst źródłaStreszczenia konferencji na temat "Stocks"
Paraschiv, Daniel, i Srinivas Raghavendra. "Stocks scanner evaluator for stocks or options". W 2009 IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr). IEEE, 2009. http://dx.doi.org/10.1109/cifer.2009.4937499.
Pełny tekst źródłaLiu, Fang, XiangXia Li i Lin Wang. "Exploring Cluster Stocks based on deep learning for Stock Prediction". W 2019 12th International Symposium on Computational Intelligence and Design (ISCID). IEEE, 2019. http://dx.doi.org/10.1109/iscid.2019.10107.
Pełny tekst źródłaWidiputra, Harya, i Leo Christianto. "Indonesia stock exchange liquid stocks identification using self-organizing map". W 2012 2nd International Conference on Uncertainty Reasoning and Knowledge Engineering (URKE). IEEE, 2012. http://dx.doi.org/10.1109/urke.2012.6319526.
Pełny tekst źródłaBedwell, Michael, Paul Higginbottom i Sharon Sandhu. "SMALL FIRMS, BIG STOCKS?" W Flexible Automation and Intelligent Manufacturing, 1997. Connecticut: Begellhouse, 2023. http://dx.doi.org/10.1615/faim1997.770.
Pełny tekst źródłaJacob, Sona Susan, Sankha Patra, Kapinesh G i Thanikaiselvan V. "Monitoring of Stocks using LSTM Model and Prediction of Stock Prices". W 2022 International Conference on Edge Computing and Applications (ICECAA). IEEE, 2022. http://dx.doi.org/10.1109/icecaa55415.2022.9936204.
Pełny tekst źródłaTabaček, Jakub. "Attention and Volatility in Renewable Energy Stocks". W EDAMBA 2022: 25th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. Bratislava: University of Economics in Bratislava, 2023. http://dx.doi.org/10.53465/edamba.2022.9788022550420.470-480.
Pełny tekst źródłaXu, Qiwei. "Stocks Selection Strategy in Hong Kong Market Based on Stock Price Dynamics". W 2021 2nd International Conference on Computing and Data Science (CDS). IEEE, 2021. http://dx.doi.org/10.1109/cds52072.2021.00105.
Pełny tekst źródłaMinandar, Alhady Niar, Mochamad Edman Syarief i Sumiyati Sumardi. "Sharia-Compliant Portfolio of Islamic Stocks Listed on Indonesia Stock Exchange (IDX)". W International Seminar of Science and Applied Technology (ISSAT 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aer.k.201221.097.
Pełny tekst źródłaTang, Maozhi, Haoyang Zhang, Weichen He, Qizhen Jiang, Zihao Yan i Zhuoxin Qian. "Analysis of GameStop’s Stocks Fluctuation". 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.220307.102.
Pełny tekst źródłaBeneder, Reimer, i Ton Vorst. "Options on Dividend Paying Stocks". W Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0017.
Pełny tekst źródłaRaporty organizacyjne na temat "Stocks"
Cochrane, John. Stocks as Money: Convenience Yield and the Tech-Stock Bubble. Cambridge, MA: National Bureau of Economic Research, czerwiec 2002. http://dx.doi.org/10.3386/w8987.
Pełny tekst źródłaAng, Andrew, Geert Bekaert i Jun Liu. Why Stocks May Disappoint. Cambridge, MA: National Bureau of Economic Research, lipiec 2000. http://dx.doi.org/10.3386/w7783.
Pełny tekst źródłaWoodall, Christopher W., John W. Coulston, Grant M. Domke, Brian F. Walters, David N. Wear, James E. Smith, Hans-Erik Andersen i in. The U.S. forest carbon accounting framework: stocks and stock change, 1990-2016. Newtown Square, PA: U.S. Department of Agriculture, Forest Service, Northern Research Station, 2015. http://dx.doi.org/10.2737/nrs-gtr-154.
Pełny tekst źródłaGoetzmann, William, Akiko Watanabe i Masahiro Watanabe. Procyclical Stocks Earn Higher Returns. Cambridge, MA: National Bureau of Economic Research, maj 2024. http://dx.doi.org/10.3386/w32509.
Pełny tekst źródłaNaddafi, Rahmat, Göran Sundblad, Alfred Sandström, Lachlan Fetterplace, Jerker Vinterstare, Martin Ogonowski i Nataliia Kulatska. Developing management goals and associated assessment methods for Sweden’s nationally managed fish stocks : a project synthesis. Department of Aquatic Resources, Swedish University of Agricultural Sciences, 2023. http://dx.doi.org/10.54612/a.31cfjep2i0.
Pełny tekst źródłaJagannathan, Ravi. On Frequent Batch Auctions for Stocks. Cambridge, MA: National Bureau of Economic Research, październik 2019. http://dx.doi.org/10.3386/w26341.
Pełny tekst źródłaCieslak, Anna, i Hao Pang. Common Shocks in Stocks and Bonds. Cambridge, MA: National Bureau of Economic Research, grudzień 2020. http://dx.doi.org/10.3386/w28184.
Pełny tekst źródłaSmith, James E., Linda S. Heath i Michael C. Nichols. US forest carbon calculation tool: forest-land carbon stocks and net annual stock change. Newtown Square, PA: U.S. Department of Agriculture, Forest Service, Northern Research Station, 2007. http://dx.doi.org/10.2737/nrs-gtr-13.
Pełny tekst źródłaBoyd, John, Ravi Jagannathan i Jian Hu. The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks. Cambridge, MA: National Bureau of Economic Research, styczeń 2001. http://dx.doi.org/10.3386/w8092.
Pełny tekst źródłaGuidolin, Massimo, i Giovanna Nicodano. Managing International Portfolios with Small Capitalization Stocks. Federal Reserve Bank of St. Louis, 2007. http://dx.doi.org/10.20955/wp.2007.030.
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