The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters. It is sometimes asserted that rational speculative activity must result in more stable prices because speculators buy when prices are low and sell when they are high. This is incorrect. Speculators buy when the chances of price appreciation are high, selling when the chan...

Available online 2 November 2013 In this study, we use both quote and trade data for the FTSE-100 futures for 2001–2004 in order to examine asymmetric volatility in the context of extreme sells. We define extreme sells as ask quotes that involve large percentages of total depth, selling orders executed at prices much closer to bids than to asking prices, and consecutive sell-initiated trades. S...

This research aimed to analyze the reaction of stock prices and total shares before after announcement covid-19 in Consumer Goods Industry Sector on Indonesia Stock Exchange. Research methodology: Data were acquired from website www.idx.co.id with sample 50 companies. The observation period was at 31 January March 2020. method a comparative study. analyzed through Wilcoxon Signed Rank Test. Res...

Stock Price is the price that occurs on stock exchange at a certain time which determined by market players and formed from supply demand in capital market. This research was conducted to determine how much influence Return On Investment, Earning Per Share Dividend share prices simultaneously partially consumer goods industrial sector companies listed Sharia Securities List 2015-2019. Sampling ...

Business is a diversified field with general areas of specialisation such as accounting, taxation, stock market, and other financial analysis. Artificial Neural Networks (ANN) have been widely used in applications such as bankruptcy prediction, predicting costs, forecasting revenue, forecasting share prices and exchange rates, processing documents and many more. This chapter introduces an Adapt...

While efficient price discovery is crucial, there is another equally important attribute of markets that merits consideration, namely liquidity. Efficient prices, after all, are unimportant if one can transact only a 100-share lot at these prices. Liquidity was historically provided by dealers who buy or sell securities on demand. In the past, where communication links were poor and buyers and ...

This paper examines if US monetary policy responds to asset prices. Using real-time data we estimate a Taylor-type rule with an asset price variable. This variable refers to real estate prices, considering that those exhibit an important share in households’ asset portfolio. Moreover, especially real estate prices seem to have a close connection to monetary conditions. To analyze this link we d...

This article contains the datasets related to the research article "The long and short of commodity tails and their relationship to Asian equity markets"(Powell et al., 2017) [1]. The datasets contain the daily prices (and price movements) of 24 different commodities decomposed from the S&P GSCI index and the daily prices (and price movements) of three share market indices including World, Asia...

P olicy makers in housing sector seeks to use instruments by which they can control volatility of housing price and prevent high disturbances of the bubble and price shocks, or at least, reduce them. In the portfolio and speculation theories, it is emphasized that speculative demand for housing is the main cause of shocks and price volatilities in the sector. The theory of housing price bu...