This paper presents an econometric analysis of the effects of price support programs and stocks on price dynamics and price volatility. Considering a price support program as a censoring mechanism, market prices are specified as a dynamic Tobit model with time varying volatility. The model is applied to the U.S. nonfat dry milk market to examine the impact of market liberalization on price dyna...

nowadays reforming, of the ownership structure, from governmental ownership to privatization ownership, is a way of gaining constant and dynamic development. one of the best ways of privatization is denoting stocks by stock change and one of the most important factors to reach its fulfillment is how to price the denoted stocks. so far due to the importance and greatness of pricing stocks, many ...

In recent years, fisheries management has succeeded in stabilizing and even improving the state of many global fisheries resources [1-5]. This is particularly evident in areas where stocks are exploited in compliance with scientific advice and strong institutional structures are in place [1, 5]. In Europe, the well-managed northeast (NE) Atlantic fish stocks have been recovering in response to ...

Yang and Qiu proposed and then recently improved an expected utility-entropy (EU-E) measure of risk and decision model. When segregation holds, Luce et al. derived an expected utility term, plus a constant multiplies the Shannon entropy as the representation of risky choices, further demonstrating the reasonability of the EU-E decision model. In this paper, we apply the EU-E decision model to s...

Behavioral Finance is an economic and scientific study on human behavior. It is a research done on social cognitive and emotional biases to understand economic decision and how they affect markets. The behavioral finance is mainly concerned with the human rationality and its practical aspects. This theory is a study of Human psychology and Economics. Behavioral finance is the upcoming study of ...

What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation based networks represent the stocks and their relationships, which are then investigated using dif...

and we acknowledge the contributions of participants at these conferences. All errors or omissions are our own. Abstract Were Australian Internet stock returns unusual? We examine daily returns on a primary sample of the 21 Australian Internet stocks in the Merrill Lynch (Australian) Internet Stock Index at the climax of the boom-bust period, between 21 September 1999 and 20 September 2000. App...

BACKGROUND Refined estimation of carbon (C) stocks within forest ecosystems is a critical component of efforts to reduce greenhouse gas emissions and mitigate the effects of projected climate change through forest C management. Specifically, belowground C stocks are currently estimated in the United States' national greenhouse gas inventory (US NGHGI) using nationally consistent species- and di...

We used the Support Vector Machines in a classification approach to 'beat the market'. Given the fundamental accounting and price information of stocks trading on the Australian Stock Exchange, we attempt to use SVM to identify stocks that are likely to outperform the market by having exceptional returns. The equally weighted portfolio formed by the stocks selected by SVM has a total return of ...

Four stocks of Ehrlichia ruminantium (Welgevonden, Ball3, Nonile and Blaauwkrans), the causative agent of heartwater in domestic ruminants, were isolated into Ixodes scapularis (IDE8) tick cells using the leukocyte fraction of the blood of infected sheep. Organisms of two of the E. ruminantium stocks (Welgevonden and Blaauwkrans) propagated in IDE8 cells were also successfully used to infect bo...