time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit … results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock … type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been …

one-sector models, we show that a model with this type of 'collateral constraint' generates an increase in stock prices in …

Most research on stock prices is based on the present value model or the more general consumption-based model. When … explaining fluctuations in stock prices.In the second chapter, several innovations are simultaneously incorporated into the … cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the non-fundamental part …

that disclosed earnings disappointments. Also, this study investigated the stock prices of violating corporations compared … repeat offenders for violation two compared to violation one. Opposite to hypothesis, results showed that stock prices for … valuations across sectors. In addition, this study attempted to assess whether or not shareholder support, expressed by stock …

StatesBy Jishu ZongThis paper studies the relationship between U.S. stock prices andthe exchange rate of theJapanese Yen to the … results suggest a long run relationship between changesin U.S. stock prices on theprevious trading day and the current … exchange rate of theYen/USD.This leads to the conclusionthat U.S. stock prices hold a predictive power over the exchangerate of …

stock prices in the U.K.; and (iii) government revenue shocks have apparently contributed to an increase of volatility in …