Candlestick charts are a type of financial chart for tracking the movement of securities. Some of the earliest technical trading analysis was used to track prices of rice in the 18th century. Some investors find them more visually appealing than the standard bar charts and the price actions easier to interpret. In technical analysis, a candlestick pattern is a movement in prices shown graphical...

due to limitation of available water and soil resources in iran, the challenge of optimizing the utilization of these resources has become more significant. one of the solutions to the economic, planning and optimization of water use and achieve the optimum level of water use is associated with improved farming activities and this is the most important agricultural research needs. the study of ...

The classical APT model is of the form j j j j EI I r E r ε β + − = − ) ( ) ( , where ) ( j j r E r − is the earning deviation (called basic variance-profit) of the security I j, is a common factor. This paper considers the impact on the securities return caused by the skewness and kurtosis of the stock returns distributions, and poses a re-modified the arbitrage pricing model as follows j j j ...

We use Bayesian Markov Chain Monte Carlo methods to investigate the linkage between the volatility of ethanol security prices and the uncertainty surrounding the profitability of ethanol production and the price variations of non-ethanol energy securities. The joint evolution of return and volatility is modeled as a stochastic process that incorporates jumps in both return and volatility. While...

We consider a competitive and perfect financial market in which agents have heterogeneous cash flow valuations. Instead of assuming that agents are endowed with rational expectations, we model their behavior as the product of adaptive learning. Our results demonstrate that adaptive learning affects security design profoundly, with securities mispriced even in the long run and optimal designs tr...

In general, companies in operations use funds sourced from debt, own capital, or theresults of investment/financing outside parties. Likewise, Islamic banks theiroperations also these sources funds. Selection alternative fundsused can affect the level company profitability as measured by profit. This studyaims to determine whether there is an effect originating bankdebt (liability banks), secur...

This study compares the yield to maturities on green versus brown corporate bonds their issue dates. Comparisons are made by taking into account market, firm, bond, and currency characteristics in addition status of bonds. Analyses show that if these not taken consideration, it is possible find support for existence a ‘greenium’ at magnitude about 25 basis points. However, when all factors incl...

Securities Trading when Liquidity Providers are Informed Abstract We study securities trading when liquidity is provided by informed agents—either because dealers have superior access to market information or because informed traders exploit strategies involving limit orders. In the case of informed dealers, we show that dealers and informed traders profit more at the expense of uninformed liqu...

Statistical arbitrage is a profit situation arising from pricing inefficiencies between securities. This is usually identified through mathematical modeling techniques. Hogan, Jarrow, and Warachka describe the dynamics of trading profits as a stochastic process. A test for statistical arbitrage can then be based on identification of the parameters of the process. This project implements such a ...