نتایج جستجو برای: stock prices

تعداد نتایج: 128223  

2008
Daniel Dufresne

Finance: In financial mathematics, the most popular model for a stock’s price is the lognormal distribution: if P is the stock price, then log P has a normal distribution. Suppose there are two such stock prices, P1 and P2, and that they both have a lognormal distribution. What is the probability that the sum of the prices will be greater than y? Making the simplifying assumption that the stock...

2007
Pingyang Gao John Geanakoplos Jonathan Glover Dong Lou Brian Mittendorf Shyam Sunder Jacob Thomas Robert E. Verrecchia Hongjun Yan Frank Zhang

This paper examines the market efficiency consequences of accounting disclosure in the context of stock markets as a Keynesian beauty contest, an influential metaphor originally proposed by Keynes (1936) and recently formalized by Allen, Morris, and Shin (2006). In such markets, public information plays an additional coordination role, biasing stock prices away from the consensus fundamental va...

2004
Tomas Dvorak

The announcement of European Union enlargement coincided with a dramatic rise in stock prices in accession countries. This paper investigates the hypothesis that the rise in stock prices was the result of the integration of accession countries into the world market, and the subsequent repricing of systematic risk. The results show that firm-specific stock price changes are not related to firmsp...

Journal: :CoRR 2013
Marcelo S. Lauretto Barbara B. C. Silva Pablo M. Andrade

Stock markets play a fundamental role in the countries’ economies, since they allow companies to raise funds for their investments in technology, expansion or infra-structure by selling stocks to the public. At the same time, stocks are, for the stockholders, important assets that can help to maintain or increase the investor’s wealth for future use, like retirement, education, etc. On the othe...

Journal: :Financial Analysts Journal 1965

Journal: :Computer Physics Communications 2002

Journal: :Health Policy and Planning 2014

Journal: :Journal of Financial and Quantitative Analysis 2017

Journal: :Journal of Accounting Research 1975

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