Search Results - subject:"STOCK PRICES"

Did you mean: subject:"STOCK price" (54,076 results)

Monetary policy and stock-price dynamics in a DSGE framework

Nisticò, Salvatore - In: Journal of Macroeconomics 34 (2012) 1, pp. 126-146

This paper analyzes the role of stock prices in driving monetary policy for price stability in a non-Ricardian DSGE …

Persistent link: https://www.econbiz.de/10011065303

The dynamic adjustments of stock prices to inflation disturbances

Valcarcel, Victor J. - In: Journal of Economics and Business 64 (2012) 2, pp. 117-144

stock prices and inflation. Aided by two different structural VAR specifications that allow for time variation in the … covariance and drift of the system, this paper finds evidence that the weakly negative correlation between stock prices and US … have taken place far more gradually than that of stock prices. The volatilities of US economic activity, inflation, and …

Persistent link: https://www.econbiz.de/10011065964

The Price of Stocks in Latin American Financial Markets: En Empirical Application of the Ohlson Model

Martinez, Pedro; Prior, Diego; Rialp, Josep - In: The International Journal of Business and Finance Research 6 (2012) 4, pp. 73-85

eye on profit opportunities. This attraction demands a reliable instrument for the calculation of future stock prices of … regional companies. This study examined the reliability and validity of the Ohlson Model to predict Latin American stock prices …

Persistent link: https://www.econbiz.de/10010940786

Forecasting stock prices: Do forecasters herd?

Pierdzioch, Christian; Rülke, Jan-Christoph - In: Economics Letters 116 (2012) 3, pp. 326-329

We use the Livingston survey data to study whether forecasters of the S&P 500 stock price index herd. Our results imply that forecasters do not herd. Rather, we find that forecasters anti-herd. Anti-herding is less prevalent among academics and Federal Reserve economists. Forecaster anti-herding...

Persistent link: https://www.econbiz.de/10011041557

Investor sentiment and market reaction: evidence on 2010 FIFA World Cup

Vieira, Elisabete F. Simões - In: International Journal of Economics and Accounting 3 (2012) 1, pp. 51-76

that stock prices are not influenced by economically-neutral events that can affect the investor sentiment, and …, consequently, the stock prices. …

Persistent link: https://www.econbiz.de/10011015140

The value relevance of social reporting: evidence from listed Italian companies

Cardamone, Paola; Carnevale, Concetta; Giunta, Francesco - In: Journal of Applied Accounting Research 13 (2012) 3, pp. 255-269

Purpose – This paper aims to test whether the publication of a social report provides information about the firm's market value. Its intention is to understand if investors believe the social report has a role equal to that traditionally attributed to accounting variables, i.e., whether the...

Persistent link: https://www.econbiz.de/10014837817

An exploratory study of a risk neutral pricing model of accumulators

Kwong, Thomas; Fok, Daisy; Kwong, Kern; Fok, Lillian - In: Journal of Asia Business Studies 6 (2012) 1, pp. 93-113

Purpose – Accumulators are cutting‐edge stock derivative investments that have been the subject of much controversy in Hong Kong over the past year. Accumulators are exotic options composed of a full year of daily long up‐and‐out call options and short up‐and‐out put options. Because...

Persistent link: https://www.econbiz.de/10014838302

Prospect theory and disposition patterns: evidence from Taiwan investors

Kuo, Min‐Hua; Chen, Shaw K. - In: Studies in Economics and Finance 29 (2012) 1, pp. 43-51

Purpose – The purpose of this paper is to demonstrate that various disposition patterns in terms of the price changes are plausible under the Prospect Theory (PT), which argues that investors have a greater tendency to sell assets that have risen in value since the purchase than those that...

Persistent link: https://www.econbiz.de/10015013647

Managerial incentives, net debt and investment activity in all‐equity firms

Alderson, Michael J.; Betker, Brian L. - In: Studies in Economics and Finance 29 (2012) 4, pp. 232-246

Purpose – The purpose of this paper is to examine the impact of managerial risk exposure on capital structure selection (net debt, or debt minus cash) as well as return on assets, capital expenditures, research and development expenditures and stock price performance....

Persistent link: https://www.econbiz.de/10015013658

Corporate investment in social responsibility versus dividends?

Rakotomavo, Michel T.J. - In: Social Responsibility Journal 8 (2012) 2, pp. 199-207

Purpose – The paper aims to examine whether corporate investment in social responsibility takes away from expected dividends. Design/methodology/approach – The article builds two hypotheses that are tested empirically through the analysis of 17,670 US firm‐year observations covering the...

Persistent link: https://www.econbiz.de/10015022001