Price Fraction Changes Impact on Stock Trading Indicators: An Events Study on Indonesia Stock Exchange
نویسندگان
چکیده
منابع مشابه
Stock Price Clustering on the Istanbul Stock Exchange
Increased competition during the last two decades forces organizers of financial exchanges to reconsider the optimality of their design. One feature of an exchange is the tick rule it employs. During the last decade, reduction in tick size has been a common practice. This study examines an emerging market that represents a polar case because of its apparently large tick size relative to stock p...
متن کاملTrading Network Predicts Stock Price
Stock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior. For each stock, we characterize the daily trading relationship among its investors using a trading ...
متن کاملDividend Policy and Its Impact on Stock Price – A Study on Commercial Banks Listed in Dhaka Stock Exchange
How do dividend policy decisions affect a firm’s stock price, is a widely researched topic in the field of investments and finance but still it remains a mystery that whether dividend policy affects the stock prices or not. There are those who suggest that dividend policy is irrelevant because they argue a firm’s value should be determine by the basic earning power and business risk of the firm...
متن کاملComparative study on Warsaw Stock Exchange and Vienna Stock Exchange
A very important research topic is describing the way in which different asset price movements are correlated. Modern portfolio theory methods are based on observed correlations between returns at daily or larger time scales. One expects that coarse scale correlations originate from intraday movements that are strongly correlated. This implies the important question of how to obtain better esti...
متن کاملImpact of Speculative Bubble on Stock Returns in Companies Listed on Tehran Stock Exchange
Recent studies show that individual investors tend to speculate on stock markets and hold shares with a lottery-like return. For this speculation of people have a significant impact on stock returns, individual investors must trade the same shares with the same time. The purpose of this study was to investigate the effect of the speculative bubble on the stock returns of companies in Iran. Foll...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Winners
سال: 2019
ISSN: 2541-2388,1412-1212
DOI: 10.21512/tw.v20i1.5103