نتایج جستجو برای: stock price
تعداد نتایج: 166496 فیلتر نتایج به سال:
An optimal investment problem is solved for an insider who has access to noisy information related to a future stock price, but who does not know the stock price drift. The drift is filtered from a combination of price observations and the privileged information, fusing a partial information scenario with enlargement of filtration techniques. We apply a variant of the Kalman-Bucy filter to infe...
A firm is called to have stock price crash risk if the firm has a tendency to experience a sudden drop in its stock price. In this study, the relation between the firm-level of business strategy and future stock price crash risk Is examined, as well as the effect of stock overvaluation on the relationship between business strategy and crash risk investigated. Using the strategy index and crash ...
STOCK market price behavior has been studied extensively. It is influenced by a myriad of factors, including political and economic events, among others, and is a complex nonlinear time-series problem. Traditionally, stock price forecasting is performed based on technical analysis, which focuses on price action, which is the process of finding patterns in price history. More recently, research ...
Investing on the stock exchange, as one of the financial resources, has always been a favorite among many investors. Today, one of the areas, where the prediction is its particular importance issue, is financial area, especially stock exchanges. The main objective of the markets is the future trend prices prediction in order to adopt a suitable strategy for buying or selling. In general, an inv...
With the characteristics of nonlinearity and randomness, stock prices change with a strong feature of disorder, and its mathematical model is often complex which makes it difficult to accurately determine the price or contain chaos. One single forecast method can only describe the stock price information partially, but fails to reflect the overall picture. In this paper, a method of Radial Basi...
Stock price and its changes which reflect the individuals’ investment decisions in economic environment are the most important factors in evaluating the economic value of a company in stock market. Stock price changes are not independent of each other. Therefore, study of the correlation between stock price changes provides a better understanding of market performance for investors. Analysis of...
We investigate stock option exercise decisions by over 50,000 employees at seven corporations. Controlling for economic factors, psychological factors inuence exercise. Consistent with psychological models of beliefs, employees exercise in response to stock price trends—exercise is positively related to stock returns during the preceding month and negatively related to returns over longer hori...
In many emerging stock markets, price limits are imposed on the magnitude of daily price movements. Price limit advocates claim that such limits serve as "circuit breakers" and decrease stock price volatility. Critics argue that the limits cause supply and demand imbalances in trading. Consequently, they prevent immediate corrections in price and increase the volatility of the opening return on...
Article terms can move stock prices. By analyzing verbs in financial news articles and coupling their usage with a discrete machine learning algorithm tied to stock price movement, we can build a model of price movement based upon the verbs used, to not only identify those terms that can move a stock price the most, but also whether they move the predicted price up or down.
Financial firms make up a substantial fraction of the domestic equity market. A number of studies subsequently used different conceptual and methodological approaches to model equity return of financial services firms. Movement of the stock price as the consequence of the movement of the micro and macroeconomic factors is strongly supported by the literature review. Amman Stock Exchange in Jord...
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