This study seeks to empirically evaluate the influence of Return on Assets (ROA) and Net Profit Margin (NPM) stock prices that are moderated by size board commissioners (BoC). An archival using Moderated Regression Analysis (MRA) technique was conducted consumer goods businesses listed Indonesia Stock Exchange (IDX) for years 2015 through 2019. The purposive sampling method used compile a sampl...

This paper empirically investigates the exchange rate effects of Iranian Rial against Dollar (Rial vs.US) on stock prices in Iran. The sample period for the study has been taken from March 20, 2004 to March 20, 2010 using daily nominal exchange rate of Rial /us and daily closing values of Tehran Stock Exchange. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model has been use...

Many stylized facts of leverage, trading, and asset prices follow from a frictionless general equilibrium model that features agents’ heterogeneity in endowments and habit preferences. Our model predicts that aggregate debt increases in good times when stock prices are high, return volatility is low, and levered agents enjoy a “consumption boom.” Our model is consistent with poorer agents borro...

Mining textual documents and time series concurrently, such as predicting the movements of stock prices based on the contents of the news stories, is an emerging topic in data mining community. Previous researches have shown that there is a strong relationship between the time when the news stories are released and the time when the stock prices fluctuate. In this paper, we propose a systematic...

This paper explores the interaction mechanism between asset price volatility and financial exposure by using prices of real estate and stock market. To this end, some dynamic econometric methods such as cointegration, IRF and so on are used to analyze the data based on Eviews software. Results show that inter-influences have been found between real estate prices and banking credit, with the for...

Mining textual documents and time series concurrently, such as predicting the movements of stock prices based on the contents of the news stories, is an emerging topic in data mining community. Previous researches have shown that there is a strong relationship between the time when the news stories are released and the time when the stock prices fluctuate. In this paper, we propose a systematic...

this paper empirically investigates the exchange rate effects of iranian rial against dollar (rial vs.us) on stock prices in iran. the sample period for the study has been taken from march 20, 2004 to march 20, 2010 using daily nominal exchange rate of rial /us and daily closing values of tehran stock exchange. generalized autoregressive conditional heteroskedasticity (garch) model has been use...

This paper examines the role of money in understanding the behavior of asset prices and whether and how monetary policy should react to asset prices such as stock prices and equity premiums. To do so, I introduce money via the form of transaction cost into a production economy with limited stock market participation where agents with lower inter-temporal elasticity of substitution (IES), called...