Uncertainty in the capital market means the difference between the expected values ​​and the amounts that actually occur. Designing different analytical and forecasting methods in the capital market is also less likely due to the high amount of this and the need to know future prices with greater certainty or uncertainty. In order to capitalize on the capital market, investors have always sough...

Earnings are an important contributor to value, but a deal’s harm to the balance sheet can more than offset the value of increased earnings. Of course you want to see earnings per share increase, but not if your share price ultimately drops. If your company has access to cheap currency (a low cost of borrowing or a high stock price), it is easy to do an accretive deal. However, your cheap curre...

Department of Accounting, Faculty of Management Studies and Commerce, University of Jaffna, Jaffna, Sri Lanka. *Corresponding Author’s E-mail: [email protected]/ [email protected] Tel: +94-777-238-282(Mobile)/ +9421222-7519 (office) The purpose of this research is to provide empirical evidence concerning value relevance of accounting information such as Earning per Share (EPS), Net Asset...

The worldwide increase in share price volatility in recent years has stimulated an abundance of research in an effort to understand individual share price volatility in international markets. The objectives of this study are: (i) to isolate factors suggested by investment theories and practices and to observe their ability to jointly explain share price volatility on the developing Kuala Lumpur...

Stock Exchange Share Price is very hard to predict since there are no significant rules to estimate or predict that. Stock price prediction is one of the emerging field of research and many methods like technical analysis, statistical analysis, time series analysis etc are used for this purpose. Artificial Neural Network is a popular technique for the stock price prediction. Here we use Multila...

Speaker: Prof. Dr. Urs Schweizer. — Department of Economics — University of Bonn — D-53113 Bonn, Phone: +49(0228)739220 — Fax: +49(0228)739221 *University of Bonn, Department of Economics, BWL II, Adenauerallee 24-42, D-53113 Bonn, Germany, Email: [email protected] **Shanghai University of Finance and Economics, School of Economics, Guoding Road 777, 200433 Shanghai, China, Email: cuihongf@mail....

The market events of 2007-2008 have reinvigorated the search for realistic share price models that capture greater likelihoods of extreme movements. In this paper we model the medium-term log-return dynamics in a market containing both fundamental and technical traders. This is done in a simple way based on a Poisson trade arrival model with variable size orders. With simplifying assumptions we...