In this paper we consider stationary pure exchange overlapping generations models with n goods in each period. ¥e argue that for a model with non-zero stock of nominal debt there is potentially an n 1 dimensional indeterminacy. Thus relative prices within a period can be indeterminate. Although our results agree with those previously known for the case where there is one good in every period, t...

different areas of modern financial tools and processes activities contain the matters like innovations in financial tools engineering and risk management. derivatives and especially stock exchange option is part of this innovation. among all numerical procedures in calculating the value of derivatives and the risk sensitivity parameters of option, binomial models are widely used. in this stud...

This paper divides the financial indicators into five categories by collecting data of listed companies in education industry past three years. The stepwise regression method empirically analyzes relationship between and stock prices industry. analysis results show that: among industry, such as earnings per share, net assets ROE(return on equity), gross profit margin sales, total asset turnover...

This research aims to analyze the effect of exchange rates, interest oil prices, coal debt-to-equity ratio, return on asset, and firm size dependent variable stock returns in energy sector companies listed Indonesia Stock Exchange 2017 2021. The analysis technique this study was carried out using a panel data regression test with Eviews10 program. results indicate that variables price, have no ...

The paper presents a bivariate SVAR model including growth rates of industrial production and of stock prices. Imposing a long-run restriction à la Blanchard and Quah (1989) that excludes long-run influences of the stock market on real activity allows to decompose stock prices in a fundamental and a nonfundamental component. The results of the forecast error variance decompositions as well as o...

This study aims to examine and analyze the effect of Return On Assets, Laverage, Earning Per Share on Stock Prices with Dividend Policy as moderating variables in property real estate companies listed Indonesia Exchange during 2016-2019 period. Sample selection was done by using purposive sampling method. The data used is secondary obtained from website www.idx.co.id. Data analysis carried out ...

Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices. During such market regimes, stock prices change at a super-exponential rate and are normally followed by a trend reversal that corrects the previous overreacti...

Tujuan penelitian ini untuk mengetahui pengaruh profitabilitas dan likuiditas terhadap harga saham. Profitabilitas menggunakan Return on Asset (ROA), Current Ratio (CR) sedangkan saham penutupan. Populasi adalah perusahaan makanan minuman terdaftar di Bursa Efek Indonesia sebanyak 10 perusahaan. Teknik pengambilan sampel purposive sampling diperlukan 60 laporan keuangan tahun 2014-2019. Analisi...