the difficulty of determining intrinsic value of stock prices have led many people to use technical analysis in order to forecast stock prices in the future. to predict the stock price we need to determine the generating process of stock prices. in recent years many time - series methods have been used for forecasting purposes. one of these methods is the rescaled range analysis (ris). in the a...

In this paper, we formulate a joint dynamic pricing and freshness-keeping effort strategy for perishable products in finite horizon. Based on the nature of products, paper considers product demand influenced by selling price, freshness stock level. Since level decreases with time, assume that deteriorates exponentially. Besides, is introduced to reduce deterioration rate freshness. Our purpose ...

This paper examines an integrated decision-making process regarding pricing for uncertain demand and sourcing from uncertain supply, which are often studied separately in the literature. Our analysis of the integrated system suggests that the base stock list price policy fails to achieve optimality even under deterministic demand. Instead, the optimal policy is characterized by two critical val...

One of the most prominent stylized facts in corporate finance is that firms are more likely to issue equity following periods of high stock returns. We document that firms exhibit such timing behavior only in response to high returns that coincide with strong institutional investor demand for their stock. When not accompanied by institutional purchases, stock price increases have little impact ...

We consider the joint pricing and inventory control problem for a single product whose demand distribution in each period is determined both by whether or not a sale price is offered in the current period, and the number of periods since the last time the sale price was offered. We show that optimal inventory ordering policy is a state dependent base stock policy; however, the optimal pricing p...

In this paper, an inventory model for deterioration items in a two-echelon supply chain including one retailer and one manufacturer is proposed by considering the stock and price dependent demand and capacity constraint for holding inventories. First, the model is presented as a leader-follower game in which the manufacturer announces wholesale prices. Second, the retailer decides for the order...

In this study, the effect of a temporary price discount for a larger order than the regular order offered by the supplier on the retailer’s ordering policy is studied. The demand is assumed to be stock-dependent. The units in inventory deteriorate at a constant rate. This study will help the retailer to take the decision whether to adopt a regular or special order policy. The optimum special qu...

This study examined the role of positive and negative discretionary accrual management in the stock price impact. A sample of 66 firms listed in Tehran Stock Exchange was selected for a ten-year period (2008-2017). Accrual management was found to lead to significant changes in stock prices, and uninformed investors incur trading costs caused by the stock price impact. The results showed two key...