Search Results - subject:"STOCK PRICES"

Did you mean: subject:"STOCK price" (54,078 results)

An investigation of Price – Volume intraday patterns under “Bull” and “Bear” market conditions.

Alexakis, Christos; Alexakis, Panayotis; Xanthakis, Manolis - In: European Research Studies Journal VI (2003) 3-4, pp. 53-66

There has been a common belief among stock market practitioners that stock prices move along with trading volume … influence stock prices; The last decade the research for market efficiency was expanded and the use of new large data sets and …

Persistent link: https://www.econbiz.de/10008487500

Limited stock market participation and asset prices in a dynamic economy

Guo, Hui - Federal Reserve Bank of St. Louis - 2003

We present a consumption-based model that explains the equity premium puzzle through two channels. First, because of borrowing constraints, the shareholder cannot completely diversify his income risk and requires a sizable risk premium on stocks. Second, because of limited stock market...

Persistent link: https://www.econbiz.de/10005352913

On the cross section of conditionally expected stock returns

Guo, Hui; Savickas, Robert - Federal Reserve Bank of St. Louis - 2003

. Given that our regression is intended to capture the systematic movement of individual stock prices, we exclude returns of …

Persistent link: https://www.econbiz.de/10005353010

Morocco; Financial System Stability Assessment including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision, Insurance Regulation, Securities Regulation, Payment Systems, and Monetary and Financial Policy Transparency

International Monetary Fund (IMF); International … - 2003

The Financial System Stability Assessment of Morocco reviews the reform program that is aimed at establishing a modern, market-oriented financial system that optimizes the mobilization of savings and the allocation of financial resources. It reviews the modernization of the banking sector and...

Persistent link: https://www.econbiz.de/10005252926

On the Determinants of First-Time Sovereign Bond Issues

Grigorian, David A. - International Monetary Fund (IMF) - 2003

In recent years, the number of countries which have borrowed in international capital markets by issuing sovereign bonds has increased substantially. For these countries, capital market access meant a de facto acknowledgement of their policy successes and improvements in their creditworthiness...

Persistent link: https://www.econbiz.de/10005263917

Filtering in Finance.

Lautier, Delphine; Javaheri, Alireza; Galli, Alain - Université Paris-Dauphine - 2003

In this article we present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance. We shall first mention the fundamental case of Gaussian noises where we obtain the well-known Kalman Filter. Because of common nonlinearities, we will...

Persistent link: https://www.econbiz.de/10008572208

Stock market valuation in the United States

Bisciari, Patrick; Durré, Alain; Nyssens, Alain - 2003

) stock prices was reached, the real S&P 500 exceeded the upper band of the 95 p.c. confidence intervals during both periods …. For each of them, the Q model showed earlier and more persistent signals of significant overvaluation of stock prices than …

Persistent link: https://www.econbiz.de/10011622359

Long-run models of oil stock prices

Lanza, Alessandro; Manera, Matteo; Grasso, Margherita; … - 2003

The identification of the forces that drive oil stock prices is extremely important given the size of the Oil … focus on the long-run financial determinants of the stock prices of six major oil companies (Bp, Chevron-Texaco, Eni, Exxon … oil stock prices are analyzed together with the relevant stock market indexes, exchange rates, spot and future oil prices …

Persistent link: https://www.econbiz.de/10011592924

Stock prices and exchange rate dynamics in selected African countries: a bivariate analysis

Adjasi, Charles K.D.; Biekpe, Nicholas B.; Osei, Kofi A. - In: African Journal of Economic and Management Studies 2 (2011) 2, pp. 143-164

Purpose – The paper aims to investigate the relationship between stock prices and exchange rate movement in seven … analysis to determine the long‐ and short‐run linkages between stock prices and exchange rates. Findings – Cointegration … analyses indicate a long‐run relationship between stock prices and the exchange rate in Tunisia, where exchange rate …

Persistent link: https://www.econbiz.de/10014668488

Positive feedback trading, institutional investors and securities price fluctuation

Hong, Yin - In: China Finance Review International 1 (2011) 2, pp. 120-132

Purpose – The purpose of this paper is to research and analyze the influence of institutional investors in the present securities market due to behavior alienation with “running after rising and falling” and “herd behavior”. Design/methodology/approach – A DeLong, Shleifer, Summers,...

Persistent link: https://www.econbiz.de/10014694450