Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 217 for “"Stock Price"”.
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Redundant Information And Predictable Stock Price Returns
… distinguish information that already is priced from genuinely novel and ex- clusive private information? This paper examines whether investors misweight information that already is in stock prices (“redundant information”) in making their trading decisions, and whether this misweighting …
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Applying fuzzy logic to stock price prediction
… is to develop a system that can predict future prices in the stock markets by taking samples of past prices. Stock markets are complex. Their dramatic movements, and unexpected booms and crashes, dull all traditional tools. This study attempts to resolve such complexity using the subtractive …
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Stock price fragility in an emerging market
This research project examines stock price fragility, a measure developed by Greenwood and Thesmar (2011), which serves as a proxy for non-fundamental risk i.e. it aims to isolate the drivers of stock price volatility beyond traditional fundamental drivers, in particular examining the impact of …
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Forecasting stock price movements using neural networks
The prediction of security prices has shown to be one of the most important but most difficult tasks in financial operations. Linear approaches failed to model the non-linear behaviour of markets and non-linear approaches turned out to posses too many constraints. Neural networks seem to be a …
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Stock price as an indicator of performance
… be attached to changes in the level of common stock prices? Ceteris paribus we usually assume that common stock prices are an external reflection of the performance of the firm in comparison with its profitability and growth.¹ This notion is generally referred to as the Baumol Hypothesis. The …
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On the Governance of Innovation: Institutional Ownership vs. Stock Price
… change their outstanding shares to manage their stock price levels. Those with lower stock prices tend to attract more speculative trading, which causes higher price volatility and may force their managers to excessively focus on short-term earnings at the expense of R&D and other long-term …
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Essays on the relation between stock price movements and orders
… submitted (or the trades they generate) and price changes over time. The second chapter provides descriptive evidence of the order flow in the French stock market. I define a rigorous measure of order flow imbalance based on limit order data. This imbalance is positively autocorrelated as …
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A Theory for Market Impact: How Order Flow Affects Stock Price
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I develop a quantitative theory for the market impact of hidden orders (orders that reflect the true …
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Stock price reactions to dividend changes : evidence from the Johannesburg Stock Exchange
This research paper examines stock price reactions to the changes in cash dividend payments for mature companies listed on the Johannesburg Stock Exchange (JSE). Prior South African research studies have employed the Market Model and Mean-Adjusted Return Model of event study to estimate "normal …
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The Relationship Between Capital Inflow Surges and Stock Price Booms in Emerging Countries
… have led to domestic credit booms and asset price bubbles. There is little doubt that on average, capital inflow surges are likely to increase stock prices. But if these effects are mild, then they are unlikely to prove disruptive. Of much greater concern is when capital flow surges generate …
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The impact of certain variables on common stock price formation : a regression analysis
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1985.
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A comparative evaluation of machine learning models for stock price prediction and uncertainity estimation
This study compares machine learning models for stock price prediction and uncertainty estimation using high-frequency one-minute stock data. The research looks at how different models perform across developed and emerging markets, which helps with model selection for practical financial …
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