نتایج جستجو برای: price return
تعداد نتایج: 158744 فیلتر نتایج به سال:
In this paper, we analyze about the relation between stock price returns and Headline News. Headline News is very important sources of information in asset management, and is sent in large quantities every day. We study the effect of more than 13,000 Headline News sent from JIJI PRESS. We classify Headline News using Text Categorization and analyze the reaction of a stock price return for every...
This paper develops a dynamic model of trading with asymmetrically informed traders engaging in (and/or a priori experiencing) information sharing about the long-term value of an asset. We show that in the presence of information sharing, the equilibrium price process is affected by the amount of information shared; trading activity and price volatility both cluster at the end of the trading pe...
We are developing an artificial stock market model with investor agents in order to analyze characteristics of a market price. In this paper, we analyze the effects of agent’s reaction rate to technical indicators in a financial market. Intensive experiments have suggested that trend follow investor tends to change his reaction rate frequently to increase his wealth. Moreover, we could get posi...
We reconsider the issue of price discovery in spot and futures markets. We use a threshold error correction model to allow for arbitrage opportunities to have an impact on the return dynamics. We estimate the model using quote midpoints, and we modify the model to account for time-varying transaction costs. We find that a) the futures market leads in the process of price discovery and that b) t...
During the last decade, reverse logistics networks received a considerable attention due to economic importance and environmental regulations and customer awareness. Integration of leading and reverse logistics networks during logistical network design is one of the most important factors in supply chain. In this research, an Integer Linear Programming model is presented to design a multi-layer...
A study in Wessex has shown that at 1977 prices, and excluding the cost of equipment already installed in the unit, the cost of replacing a man's aortic valve in this unit is about 1800 pounds. Nevertheless, this seems a small price to pay for return to health and full working capacity, particularly since such patients no longer need to draw social security benefits and their tax contributions ...
We reconsider the issue of price discovery in spot and futures markets. We use a threshold error correction model to allow for arbitrage opportunities to have an impact on the return dynamics. We estimate the model using quote midpoints, and we modify the model to account for time-varying transaction costs. We find that a) the futures market leads in the process of price discovery and that b) t...
the basic model for valuation of firm is the dividend discount model (ddm). when investors buy stocks, they expect to receive two types of cash flow: dividend in the period during which the stock is owned, and the expected sales price at the end of the period. in the extreme example, the investor keeps the stock until the company is liquidated; in such a case, the liquidating dividend becomes t...
For both stock and currency markets, we study the return intervals tau between the daily volatilities of the price changes that are above a certain threshold q. We find that the distribution function Pq(tau) scales with the mean return interval tau as Pq(tau)=tau(-1)f(tau/tau). The scaling function fx is similar in form for all seven stocks and for all seven currency databases analyzed, and fx ...
The Information Content of Accounting Variables in Companies Accepted in Tehran Stock Exchange (TSE)
Various researches have been carried out about benefits of accounting information and their influence on decision making of financial statements users. For example, many researches have examined the relationship between accounting variables and stock returns or stock price. This study determines and compares the relative and incremental content of accounting variables, too. For this purpose, th...
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