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1
Sasongko, Hendro. "FAKTOR FUNDAMENTAL DAN MAKRO EKONOMI YANG MENENTUKAN HARGA SAHAM PERUSAHAAN MAKANAN DAN MINUMAN DI BURSA EFEK INDONESIA." JIMFE (Jurnal Ilmiah Manajemen Fakultas Ekonomi) 6, no. 1 (April 28, 2020): 1–12. http://dx.doi.org/10.34203/jimfe.v6i1.1935.
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The research intends to determine the stock price from fundamental (Current Ratio [CR], Return on Assets [ROA], Earning Per Share [EPS], Debt to Equity Ratio [DER]) and macroeconomic factors (Inflation Rate) of food and beverage companies on the Indonesia Stock Exchange. This type of research is a verification study with an explanatory survey method. The type of data used is secondary data with a sampling method that is purposive sampling. There are thirteen sample companies that use panel data regression analysis methods, with regression models that meet the classical assumption test. Based on the results of the study note that simultaneously CR, ROA, EPS, DER, and Inflation variables determine the stock price. Partially, CR does not determine the stock price, ROA partially determines the stock price positively and significantly. EPS partially determines stock prices positively and significantly. DER partially does not determine stock prices. The inflation rate partially determines stock prices negatively. The implication of this research is that companies really need to pay attention to the level of profitability because the ratio is very influential on investor perceptions. In addition, macroeconomics must also be considered because it affects the perception of investors in the company's position.
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Brady, Kevin, and Arjan Premti. "How Do Investors Determine Stock Prices after Large Price Shocks?" Journal of Behavioral Finance 20, no. 3 (December 20, 2018): 354–68. http://dx.doi.org/10.1080/15427560.2018.1511563.
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Simanjuntak, Josua Fernando, Agnes Prawita Sari, and Aulia Nada Syahputri. "Implementasi Fuzzy Tsukamoto Dalam Menentukan Harga Gabah Pada Petani." Brahmana : Jurnal Penerapan Kecerdasan Buatan 1, no. 2 (June 30, 2020): 121–25. http://dx.doi.org/10.30645/brahmana.v1i2.28.
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In human life, many things require decision making, including in agriculture. One of them is rice farmers who make the decision to determine the selling price of their grain according to the quality of their grain. By using Fuzzy logic, the grain price can be determined by going through the following stages: Fuzzification, Knowledge Base Formation, Fuzzy Inference, and Defuzzification. One of the Fuzzy logic methods that can be used is the Tsukamoto method, where this method has an output in the form of firm values. To be able to determine the price of grain, the data is taken from the Central Statistics Agency website, so that later prices and levels of grain quality can be determined properly. With this research, the farmers can determine the price of their grain exactly according to the quality of the grain. So that the problem of determining their grain prices can be overcome properly.
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Arısoy, Hasan, and Zeki Bayramoğlu. "Determination of the Effect of Price Fluctuations on Producer Income – the Case of Potatoes." Turkish Journal of Agriculture - Food Science and Technology 5, no. 11 (October 30, 2017): 1342. http://dx.doi.org/10.24925/turjaf.v5i11.1342-1349.1356.
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Prices of agricultural products fluctuate depending upon several factors. In Turkey, potatoes are one of the main products for which price fluctuations are observed. This study was undertaken to determine the effect of the fluctuation in potato prices on producer incomes in Turkey. The Neyman Method was used to determine the sample size. The number of enterprises required to achieve a representative sample size was determined to be 56, with a 5% error margin and a 95% reliability limit. The way in which the potato cultivation area is affected by price was examined. The Koyck model was utilized for this purpose. By using Koyck analysis, average lag time was calculated to be approximately 1 year. This result indicates that the fluctuation in potato prices has quite a rapid effect on production. It was determined that producer income varies greatly depending on annual potato prices. The difference between estimated potato price and the actual price for the year 2012 resulted in an income loss of 11,198.6 $/ha. Some sustainable efforts such as production planning can be recommended to prevent these price fluctuations.
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Viana, Rui Couto, and Lúcia Lima Rodrigues. "What Determines Port Wine Prices?" Journal of Wine Economics 2, no. 2 (2007): 203–12. http://dx.doi.org/10.1017/s1931436100000444.
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AbstractIn this study, we estimate a cross-sectional hedonic price function for Port wines in order to determine the price influence of several Port wine characteristics. Drawing on a large sample of more than 14,000 sales from the biggest Port wine firms we find that market prices can be explained by objective characteristics such as age, type of Port and type of brand appearing on the bottle label and subjective characteristics such as firm reputation. The Port type is the main price determinant. (JEL Classification: C21, Q11)
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Adams, Charles M., Fred J. Prochaska, and Thomas H. Spreen. "Price Determination in the U.S. Shrimp Market." Journal of Agricultural and Applied Economics 19, no. 2 (December 1987): 103–11. http://dx.doi.org/10.1017/s0081305200025371.
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AbstractThe monthly and quarterly price determination processes for 31–40 and 21–25 size classes of raw-headless shrimp were examined to determine price leadership between market levels. Causal relationships were assessed using Haugh-Pierce, Sims, and Granger methods. Price models at the retail, wholesale, and exvessel market levels were estimated. Economic factors analyzed were income, prices of competing products, landings and imports of raw headless shrimp, total retail supply, beginning stocks, and marketing costs.Monthly prices generally exhibited unidirectional causality from exvessel to retail price. Quarterly prices were determined interdependently among market levels. Price responses between market levels were found to be symmetric with beginning stocks, landings, and imports of own-size shrimp the most important determinants of price.
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Ellingerová, Helena, Zora Petráková, and Ingrida Skalíková. "Statistical Methods in Building Industry to Determine Prices Indices." Tehnički glasnik 14, no. 4 (December 9, 2020): 458–65. http://dx.doi.org/10.31803/tg-20200604105846.
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Tender price is often affected by the location of the construction, which is usually determined by the investor, and it has an impact on the traffic in the particular location. Individual time of supply and the method of realization play an important role as well. They both are determined by the investor along with the designer of the particular construction. Contractors often complain about the lack of time needed for the preparation of their tender prices. Therefore, it is necessary to look for the possibilities how to reliably speed up this process at the same time taking into account all of the specific features of a structure. This article deals with the application of two statistical methods. The Pareto analysis, which can be used during the design of the tender price, and the extrapolation method, which can be used for the estimation of the price development, based on the regression analysis of the time series. The results of the article particularly serve to contractors in the building industry to better prepare their price offers in tenders. The findings of this document may also be applicable in other countries which have a similar economic profile as Slovakia.
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Wright, Jesse T., Raymond L. Placid, and Marcus T. Allen. "Price Gouging In A Hurricane: Do Free Market Forces Circumvent Price Controls?" Journal of Business & Economics Research (JBER) 16, no. 2 (November 1, 2019): 19–30. http://dx.doi.org/10.19030/jber.v16i2.10319.
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This study analyzes gasoline prices in Florida and Georgia before and after Hurricane Irma, a major weather event that affected both states in 2017. The analysis reveals that gasoline prices in both states increased and stabilized well in advance of state of emergency declarations that triggered the states’ price gouging laws. Price gouging laws thus appear to be inconsequential. Free market forces determine prices unhindered by government price controls during hurricane emergencies.
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Kang, So-Yeon, Ge Bai, Michael J. DiStefano, Mariana P. Socal, Farah Yehia, and Gerard F. Anderson. "Comparative Approaches to Drug Pricing." Annual Review of Public Health 41, no. 1 (April 2, 2020): 499–512. http://dx.doi.org/10.1146/annurev-publhealth-040119-094305.
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The United States relies primarily on market forces to determine prices for drugs, whereas most other industrialized countries use a variety of approaches to determine drug prices. Branded drug companies have patents and market exclusivity periods in most industrialized countries. During this period, pharmaceutical companies are allowed to set their list price as high as they prefer in the United States owing to the absence of government price control mechanisms that exist in other countries. Insured patients often pay a percentage of the list price, and cost sharing creates some pressure to lower the list price. Pharmacy benefit managers negotiate with drug companies for lower prices by offering the drug company favorable formulary placement and fewer utilization controls. However, these approaches appear to be less effective, compared with other countries’ approaches to containing branded drug prices, because prices are substantially higher in the United States. Other industrialized countries employ various forms of rate setting and price regulation, such as external reference pricing, therapeutic valuation, and health technology assessment to determine the appropriate price.
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Pahwa, Deepak, and Binil Starly. "Network-based pricing for 3D printing services in two-sided manufacturing-as-a-service marketplace." Rapid Prototyping Journal 26, no. 1 (January 6, 2020): 82–88. http://dx.doi.org/10.1108/rpj-01-2019-0018.
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Purpose This paper presents approaches to determine a network-based pricing for 3D printing services in the context of a two-sided manufacturing-as-a-service marketplace. The purpose of this study is to provide cost analytics to enable service bureaus to better compete in the market by moving away from setting ad hoc and subjective prices. Design/methodology/approach A data mining approach with machine learning methods is used to estimate a price range based on the profile characteristics of 3D printing service suppliers. The model considers factors such as supplier experience, supplier capabilities, customer reviews and ratings from past orders and scale of operations, among others, to estimate a price range for suppliers’ services. Data were gathered from existing marketplace websites, which were then used to train and test the model. Findings The model demonstrates an accuracy of 65 per cent for US-based suppliers and 59 per cent for Europe-based suppliers to classify a supplier’s 3D printer listing in one of the seven price categories. The improvement over baseline accuracy of 25 per cent demonstrates that machine learning-based methods are promising for network-based pricing in manufacturing marketplaces Originality/value Conventional methodologies for pricing services through activity-based costing are inefficient in strategically priced 3-D printing service offering in a connected marketplace. As opposed to arbitrarily determining prices, this work proposes an approach to determine prices through data mining methods to estimate competitive prices. Such tools can be built into online marketplaces to help independent service bureaus to determine service price rates.
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., Hasrul. "RELATIONSHIP BETWEEN PRICE WITH PATIENT SATISFACTION IN HOSPITAL BHAKTI MEDICARE, CICURUG, REGENCY OF SUKABUMI." JHSS (JOURNAL OF HUMANITIES AND SOCIAL STUDIES) 2, no. 2 (December 2, 2018): 11–16. http://dx.doi.org/10.33751/jhss.v2i2.902.
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The purpose of this study is to determine the presence or absence of prince relationships with patient satisfaction in hospitals Bhakti Medicare, Cicurug, Sukabumi. The population of this research are Bhakti Medicare hospital patient, Cicurug, Sukabumi consisting of jasmine room patient, rose room, dahlia room and orchid room with a population of 130 patiens where to get the minimum sample amount used slovins formula. After the calculation obtained by the sample of 100 repondents. The collected data is then processed using simple correlation and multiple correlation techniques using SPSS (statistical Package for social science) software. Result of research : There is positive relation between price with correlation coefficient value equal to (ry.1) = 0.679 included in strong relationship category. While Price contribution to patient satisfaction equal to r2 = (ry.1)2 = 46,2%. The results of the international study provide some implications with the results of the hypothesis obtained include: proce contribution is considered strong against patient satisfaction which means increased price will ensure patient satisfaction in Bhati Medicare hospital, Cicurig, Sukabumi regency. The results of the international study provide that price hace trong relation with costomer satisfaction equal to (r) = 0.348 units. In the most important dimension proce variable the relationship is the dimension of patment period (X14) which has the strongest relationship with consistency dimension (Y3) on patient satisfaction variable with correlation coefficient 0,641 (strong relation). Thus it can be concluded that the price dimension that most determine patient satisfaction at Bhakti Medicare Hospotal, Cicurug, Sukabumi Regency is the dimension of price. Keywords: price, patient satisfaction and payment period
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SEDANA, WIRYA, KOMANG DHARMAWAN, and NI MADE ASIH. "MENENTUKAN HARGA KONTRAK BERJANGKA KOMODITAS KEDELAI MENGGUNAKAN MODEL MEAN REVERSION." E-Jurnal Matematika 5, no. 4 (November 30, 2016): 170. http://dx.doi.org/10.24843/mtk.2016.v05.i04.p137.
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It has been discussed in many literatures that commodity prices tend to follow mean reversion model. This means that when there is a jump price in certain time, the price will revert to the mean price in the future. In this research, the method to determine the existence of mean-reversion of soybean price dynamics is discussed. Then, the future contract of soybeans is calculated using mean-reversion simulation and the spot-future parity theorem. Both methods are applied to the closing price of soybeans for the period of 19 September 2011 to 28 April 2016. The results show that the future contract price calculated by Model Mean-Reversion simulation under estimate the future contract price determined by the spot-future parity theorem.
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ARNADE, CARLOS, and LINWOOD HOFFMAN. "THE IMPACT OF PRICE VARIABILITY ON CASH/FUTURES MARKET RELATIONSHIPS: IMPLICATIONS FOR MARKET EFFICIENCY AND PRICE DISCOVERY." Journal of Agricultural and Applied Economics 47, no. 4 (November 2015): 539–59. http://dx.doi.org/10.1017/aae.2015.24.
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AbstractThis study investigates the relationship between cash and futures prices of soybeans and soybean meal from 1992 to 2013. Error correction models are estimated for the prices of both commodities. An exogenous measure of price variability is included in both models to determine if variability increases the speed with which cash and futures prices return to their long-run equilibrium relationship. This is used to measure the impact of price variability on short-run market efficiency and the price discovery process. The findings indicate that the level of price variability influences market adjustment rates and the price discovery process.
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Kirikkaleli, Dervis, and Ibrahim Darbaz. "The Causal Linkage between Energy Price and Food Price." Energies 14, no. 14 (July 11, 2021): 4182. http://dx.doi.org/10.3390/en14144182.
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This paper aims to reveal the causal relationship between energy prices and food prices and whether this relationship is similar in the food sub-groups forming the food price index used. As food prices more than doubled during the 2008 economic crisis, this relationship has received considerable attention from researchers. Many researches have been conducted to determine the causes and consequences of the 2008 food price crisis. Researches are mainly focused on crude oil and bio-energy in terms of “energy”. This research is not only differentiated by the data used but also by the methodology employed. The study attempts to add new findings to the empirical food price literature by utilizing relatively newly developed methods, namely Toda–Yamamoto causality, Fourier Toda–Yamamoto causality, and spectral BC causality tests. The spectral BC causality test clearly reveals that there is bidirectional causality between the energy price index and food price indexes (grains, other food, and oils) at different frequencies.
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Paniagua-Molina, Javier, Johanna Solórzano-Thompson, Carlos González-Blanco, and David Barboza-Navarro. "Hedonic Price for Amenities in Rural and Urban Residential Condominiums in Costa Rica." Real Estate Management and Valuation 29, no. 3 (August 13, 2021): 52–64. http://dx.doi.org/10.2478/remav-2021-0021.
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Abstract As the number of homes located in condominiums increases, investigations should be promoted to determine the implied price of additional amenities over the total price of the property. This study evaluated the impact of multi-attribute and construction variables on the value of condominiums in Costa Rica, using a hedonic pricing model of the amenities that influence the total price. Information from condominiums located in all provinces of the country was used to determine the importance of the variables studied. Through multiple regression analysis, it was determined that nine amenities explain the behavior of the total price. This study shows that the project’s internal and external variables have a significant effect on sales prices and consumers’ purchasing decisions. The most significant variables were income, construction area, access to a pool and gym, and the type of condominium.
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Ayyıldız, Merve, and Adnan Çiçek. "Kırmızı Et Fiyatlarının GARCH Yöntemiyle Analizi: Türkiye Örneği." Turkish Journal of Agriculture - Food Science and Technology 6, no. 12 (December 17, 2018): 1775. http://dx.doi.org/10.24925/turjaf.v6i12.1775-1780.2095.
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Approximately 90% of the red meat consumption in Turkey is the beef. On the basis of consumption, beef is mostly equated with veal and therefore the price of veal is widely used in price evaluations. It is known that the change in veal prices is a very effective factor on consumption. In this study, it was aimed to investigate the fluctuations in veal prices. GARCH (1,1) model was used to determine the price uncertainty in the period between January 2005 and December 2017. According to the model results, veal prices reacted with big jumps to any shock such as economic and political instability, food crisis, natural events. It was determined that the price of veal meat could return to normal for a long time period according to the average price. In the study, foreign trade policies towards gaining a stable structure of red meat prices in Turkey should not be ignored. However, it has been concluded that policies supporting bovine supply should be developed as a complement to supply policies for cattle breeding.
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Friedenberg, Brent. "Financial Outlook for the Canadian Gas Industry." Energy Exploration & Exploitation 13, no. 5 (October 1995): 545–52. http://dx.doi.org/10.1177/014459879501300512.
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The financial outlook for the Canadian gas industry depends on the outlook for gas prices at Canadian producing basins, the cost of producing in Canada and the volume of production of Canadian natural gas. Price, cost and volume determine the health of the Canadian industry. Industry's costs are the basis of the supply (volume) offered on the market and price is determined by the interaction of supply and demand.
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AJEWOLE, KAYODE, TED C. SCHROEDER, and JOE PARCELL. "PRICE REPORTING IN A THIN MARKET." Journal of Agricultural and Applied Economics 48, no. 4 (November 2016): 345–65. http://dx.doi.org/10.1017/aae.2016.19.
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AbstractThin markets create challenges for reporting market information by the U.S. Department of Agriculture (USDA) and for users of the information. This study examines distributions of transactions comprising daily price reports in the U.S. hog market. We determine publicly reported daily prices are sensitive to which packing plants buy hogs. Transaction prices comprising USDA Agricultural Marketing Service price reports are not normally distributed; care must be taken in reporting and interpreting transaction prices. Economically important variations in prices occur because of packer-specific indicators. Daily reported prices are used as base prices in marketing agreements, making variation of even greater importance.
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Putro, Wirawan Seto. "ANALISIS PENGARUH PERSEPSI HARGA TERHADAP PERILAKU PEMBELIAN PRODUK KEBUTUHAN SEHARI-HARI (STUDI PADA INDO GROSIR JALAN MAGELANG)." Journal Competency of Business 3, no. 2 (December 2, 2019): 80–96. http://dx.doi.org/10.47200/jcob.v3i2.671.
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This empirical research is intended to determine the relationship between consumer perceptions of the role of negative prices (Value Consciousness, Price Consciousness, Coupon Proneness, Sale Proneness, and Price Mavenism) with the role of positive prices (Price Quality Schema and Prestige Sensitivity). In this study the data were obtained through distributing questionnaires to 250 respondents, namely consumers who were making a purchase or those who had made a purchase at Indogrosir Jalan Magelang Yogyakarta. Based on the results of data analysis with SEM analysis with the AMOS program showed that there was an influence of negative variables. role price on positive role price, there is a negative role price influence on Value Consciousness in the role of negative prices, there is a negative role price influence on Price Mavenism on the role of negative prices, there is a negative influence role price on Price Consciousness on the role of negative prices, there is a negative role effect price on Sale Proneness on the role of negative prices, there is a negative influence on the role price on Coupon Proneness on the role of negative prices, there is a positive influence on the role price on Price quality schema on the role of negative prices and there is a positive influence on the role price against Prestige sensitivity.
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Rahayuningrum, Ninuk, Wayan Susila, and Tjahya Widayanti. "ANALYSING FACTORS DETERMINING SUGAR RETAIL PRICE." Buletin Ilmiah Litbang Perdagangan 1, no. 2 (February 6, 2018): 82–103. http://dx.doi.org/10.30908/bilp.v1i2.298.
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Since 2002, the government of Indonesia (GOI) has imposed promoting and protective to the Indonesia sugar industry. The policies have caused a significant increase in domestic production and farmer welfare. However, the policies also caused the government cannot effectively control the domestic retail price, especially when sugar price in the international market is very high. With this problem, this study is aimed at analyzing factors that significantly determine retail sugar price that can be used as policy instrument to control the price. An econometric model was used to determining the factors and their effect on the retail price. The result of analysis show that farm gate proce reference determined by the GOI, distribution costs, sugar import price, and market competition level are four main factor determining the retail price, explaining around 84% of retail price behavior. The elasticity of the sugar retail price toward the change of the four factors lies between 0.026-0.566. These imply that the GOI can use these four factors and their related variables as policy instrument to control the price.
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Herbert, John H. "Do Changes in Natural Gas Futures Prices Influence Changes in Natural Gas Spot Prices?" Energy Exploration & Exploitation 11, no. 5 (October 1993): 467–72. http://dx.doi.org/10.1177/014459879301100506.
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Data on natural gas futures and spot markets are examined to determine if variability in price on futures markets influences variability in price on spot markets. Using econometric techniques, it is found that changes in futures contract prices do not precede changes in spot market prices.
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Wang, Wen-Ching, Yu-Ju Chang, and Hsueh-Ching Wang. "An Application of the Spatial Autocorrelation Method on the Change of Real Estate Prices in Taitung City." ISPRS International Journal of Geo-Information 8, no. 6 (May 29, 2019): 249. http://dx.doi.org/10.3390/ijgi8060249.
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The main purpose of this paper is to use regression models to explore the factors affecting housing prices as well as apply spatial aggregation to explore the changes of urban space prices. This study collected data in Taitung City from the year 2013 to 2017, including 3533 real estate transaction price records. The hedonic price method, spatial lag model and spatial error model were used to conduct global spatial self-correlation tests to explore the performance of house price variables and space price aggregation. We compare the three models by R² and Akaike Information Criterion (AIC) to determine the spatial self-correlation ability performance, and explore the spatial distribution of prices and the changes of price regions from the regional local indicators of spatial association spatial distribution map. Actual analysis results show an improvement in the ability to interpret real estate prices through the feature price mode from the R² value assessment, the spatial delay model and the spatial error model. Performance from the AIC values show that the difference of the spatial delay model is smaller than that of the feature price model and the spatial model, demonstrating a better performance from the space delay model and the spatial error model compared to the feature price model; improving upon the estimation bias caused by spatial self-correlation. For variables affecting house pricing, research results show that Moran’s I is more than 0 in real estate price analysis over the years, all of which show spatial positive correlation. From the LISA analysis of the spatial aggregation phenomenon, we see real estate prices rise in spaces surrounded by high-priced real estate contrast with the scope of space surrounded by low-cost real estate shifting in boundary over the years due to changes in the location and attributes of real estate trading transactions. Through the analysis of space price aggregation characteristics, we are able to observe the trajectory of urban development.
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Westerhoff, Frank H. "Heterogeneous traders, price-volume signals, and complex asset price dynamics." Discrete Dynamics in Nature and Society 2005, no. 1 (2005): 19–29. http://dx.doi.org/10.1155/ddns.2005.19.
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We seek to develop a novel asset pricing model with heterogeneous traders. Fundamental traders expect that asset prices converge towards their intrinsic values, whereas chart traders rely on both price and volume signals to determine their orders. To be precise, the larger the trading volume, the more they believe in the persistence of the current price trend. Simulations of our nonlinear deterministic model reveal that interactions between fundamentalists and chartists may cause intricate endogenous price fluctuations. Contrary to the intuition, we find that chart trading may increase market stability.
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Hudson, Chris, John Hudson, and Bruce Morley. "Differing house price linkages across UK regions: A multi-dimensional recursive ripple model." Urban Studies 55, no. 8 (April 26, 2017): 1636–54. http://dx.doi.org/10.1177/0042098017700804.
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The aim of this study is to determine the nature of the relationship between house prices of different types of housing across the UK regions. We use an Autoregressive Distributed Lag bounds testing approach to determine the long-run relationships between house prices as well as an error correction model to estimate the short-run dynamics between house prices. The data include house prices across the regions of Great Britain and for new, old and modern houses. The results suggest that house price shocks ripple across regions, although the nature of the relationship varies across housing types. We further simulate the impact of house price shocks and reveal a complex structure whereby a house price shock in region A impacts upon prices in other regions, which in turn feedback into region A in a recursive ripple.
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Kusumaningsih, Asih, Jamhari Jamhari, and Dwidjono Hadi Darwanto. "Analysis of Rice Price Trend and Vertical Integration of Rice Market in Indonesia." Ilmu Pertanian (Agricultural Science) 1, no. 2 (August 17, 2017): 074. http://dx.doi.org/10.22146/ipas.10783.
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The aims of this study were (1) to determine the trend of retail rice price in Indonesia and the price of grain at the farmer level in Indonesia and (2) to identify the vertical integration of the rice market in Indonesia. The monthly data of retail rice price and the price of grain at the farmer level (price of harvested dried grain at the farmer level) in Indonesia during January 2008 - January 2016 were used in this study. The least squares method was applied to determine the trend of prices, while Co-integration Model of Engle-Granger and ECM was used to estimate the vertical integration of Indonesian rice market. The results indicated that both types of prices had an upward trend. In the analysis of the vertical integration of rice market in Indonesia, there was a long-term balance relationship and short-term equilibrium relationship.
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Agbugba, Ikechi. "Price Causality and Bivariate Autoregressive Analysis of Dry Season Okra Marketing in Southeastern Nigeria." Current Agriculture Research Journal 1, no. 2 (December 30, 2013): 99–107. http://dx.doi.org/10.12944/carj.1.2.05.
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The study examined the price causality tests and Bivariate auto-regressive analysis of dry season Okra in south eastern Nigeria. The study specifically described the socio-economic features of dry season Okra marketers in the study area, determine the price causality in the marketers’ prices of dry season vegetable in the study area and measure the extent of market integration amongst dry season vegetable markets in the study area. Multi-stage technique of sampling was used to select 111 Okra marketers in the study area, and structured questionnaires administered to them. Descriptive statistics such as percentages and frequencies were used to analyze the socio-economic features, as well as determine the price causality in the marketers’ prices of the respondents. Granger causality test conducted showed that there was no causality relationship existing between the farmgate and wholesale prices for Okra wholesalers; and a unidirectional price causality relationship existing from the wholesale price of Okra and retail price, and not the other way. Bivariate autoregressive model was used to measure integration between central and local markets. From the study, there was a significant relationship between the central and local market prices for Okra wholesalers and retailers. The result also showed that there was an instantaneous adjustment to price changes in the market pairs of the marketers, an indication of perfect competitiveness amongst them suggesting the existence of non-collusive pricing behaviour.
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Sikora, Adam Tomasz, and Joanna Ukalska. "Timber prices after natural disasters in the Forest District of Węgierska Górka." Forest Research Papers 75, no. 2 (June 1, 2014): 201–12. http://dx.doi.org/10.2478/frp-2014-0019.
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Abstract The aim of the study was to determine the impact of increased timber logging after natural disasters on timber assortments, unit prices, as well as average prices of timber spruce and total timber. The net sales prices of the years 2004-2010, available from the database of the State Forests Information System (SFIS) for the Forest District of Węgierska Górka, were analysed and compared to the prices of selected forest districts within the Regional Directorate of State Forests in Cracow (RDSF). The forest districts were classified based on the volume of logged timber leading to a separation into two groups of two and six forest districts. Moreover, we tested for significance in the linear trends of relevant characteristics and determined confidence intervals. Furthermore, we calculated the rate of growth (decrease) of the unit prices. Our studies show a decrease in price of only some of the timber assortments despite a significantly increased supply. Price declines were observed for the average prices of timber spruce and total timber due to their lowered quality. The price of timber assortments was mainly determined by effects of macroeconomic factors.
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HSM, Zani Anjani Rafsanjani. "ANALISA LAJU PERUBAHAN HARGA SAHAM LQ45 MENGGUNAKAN PERSAMAAN DIFERENSIAL." Jurnal Riset Akuntansi Politala 3, no. 2 (December 29, 2020): 60. http://dx.doi.org/10.34128/jra.v3i2.68.
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The stock price movement is a very interesting discussion today. Dynamic price changes every time requires deep analysis to determine trends and stock price predictions in the future. There have been many methods used to analyze and predict stock prices. This paper will analyze the acceleration of stock price changes using a mathematical approach, known as a second-order differential equation. The benefit of this research is to obtain a coefficient of change in stock prices that can be used to predict stock prices in the future. Stock prices that will be observed are stocks including the LQ45 category. Furthermore, program analysis is carried out using Matlab software. At the end of the study, the coefficient of price change for LQ45 stocks was generated through provided historical data.
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Baek, Jungho. "Price linkages in the North American softwood lumber market." Canadian Journal of Forest Research 36, no. 6 (June 1, 2006): 1527–35. http://dx.doi.org/10.1139/x06-043.
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This paper examines structural changes and the dynamics of price relationships in the United States (US), British Columbia, Quebec, and Ontario lumber markets. With monthly price series from 1981 to 2002, I used Perron's method to identify structural shifts and the Johansen cointegration analysis and vector-error correction model to determine both short- and long-run price relationships. I found that because of restrictions on federal timber harvests in the Pacific Northwest, price instability experienced in 1992 has caused structural shifts for the US and Canadian lumber prices. I also found that the North American lumber market is indeed integrated, with the US price significantly affecting Canadian prices in both the short and long run. This further indicates that the US market plays a dominant role in price setting in the North American lumber market, as Canadian prices respond to the US price change, but the reverse situation does not occur.
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Fesenko, V. V. "Analysis of Price Differences for Transfer Prices Auditing in the Controlled Import Transactions." Statistics of Ukraine 82, no. 3 (September 4, 2018): 83–88. http://dx.doi.org/10.31767/su.3(82)2018.03.10.
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The article’s objective is to justify and develop a method for analyzing price differences in the controlled foreign economic transactions of enterprises, for further auditing and analyzing transfer prices in foreign economic transactions with related parties. Actual transfer prices in a controlled transaction may differ from planned ones or from the estimated market range of prices, determined by normative requirements for reports on controlled transactions. A detailed analysis of differences in estimated prices is made, which may either occur occasionally or be formed purposefully by management staff of an enterprise when performing controlled import transactions. The economically reasonable ratio of prices in performing import transactions is determined from the perspective of management control for under-pricing purposes, and from the perspective of minimizing tax liabilities for over-pricing purposes. The proposed method for analysis of price differences in the controlled foreign economic transactions is built on the differences between an actual price and its planned, intra-group, minimal, average weighted and maximal levels, thus enabling to determine six types of differences: optimization difference, anti-group difference, the difference by market potential and the difference by the effectiveness of purchases. Identification and analysis of the calculated price difference will contribute in constructing a system for recording and analysis of reasons and effects of price distortions, which can be used for audit (internal and external) and analysis of the effectiveness of such transactions. The proposed method for analyzing price differences in the controlled foreign economic transaction can help internal auditors in identifying price differences that are exposed to the risk of essential distortion due to a probability of management impact, which enables to focus audit procedures on accounting and reporting segments with the increased risk of distortion. This method can also be used as an analytical procedure involved in independent or tax audit of import transactions in testing prices for over-pricing (in order to under-price the taxation base) or under-pricing (in order to reduce the amount of custom payments).
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Herlianto, Didit, and Eldo Jhonliharman Girsang. "Pengaruh Earning Per Share (EPS), Debt To Equity Ratio (DER), Dan Price Earning Ratio (PER) Terhadap Pergerakan Harga Saham Indeks SRI-KEHATI Bursa Efek Indonesia." INOBIS: Jurnal Inovasi Bisnis dan Manajemen Indonesia 3, no. 1 (December 1, 2019): 118–35. http://dx.doi.org/10.31842/jurnal-inobis.v3i1.125.
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This study aims to determine and analyze the effect of Earning Per Share (EPS), Debt to Equity Ratio (DER), and Price Earning Ratio (PER) on the movement of stock prices in the Sri Kehati Index of the Indonesia Stock Exchange in the period of 2016-2018. The sampling technique used in this study was purposive sampling, with the criteria that the company was listed consecutively in the Sri Kehati index on the Indonesia Stock Exchange for the period 2016-2018 and submitted audited financial information published on the Indonesia Stock Exchange data base during the 2016- 2018. From purposive sampling according to the criteria that have been determined in this study, it was found 22 companies as the research sample from a population of 25 companies. The data analysis technique used is multiple regression. The results show that Earning Per Share (EPS), Debt to Equity Ratio (DER), and Price Earning Ratio (PER) have a positive effect on stock prices, Earning Per Share (EPS) has a positive effect on stock prices, Debt to Equity Ratio (DER) ) has a positive effect on stock prices, Price Earning Ratio (PER) has a positive effect on stock prices.
Keywords: Earning Per Share (EPS), Debt to Equity Ratio (DER), and Price Earning Ratio (PER), Stock Prices.
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Sambuo, Damian Boniface, Stephen Kirama, and Kitala Malamsha. "Fish Price Determination Around Lake Victoria, Tanzania: Analysis of Factors Affecting Fish Landing Price." Global Business Review 22, no. 2 (April 2021): 348–63. http://dx.doi.org/10.1177/0972150918811509.
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Determination of fish landing price is important, as the same contributes to the structure, conduct and performance of the fish market in Lake Victoria. Determination of relevant landing price is a gap to console between fishermen, agents (middlemen), processors and the government. The main objective of this study was therefore to examine fish price determination. Specifically, to examine the methods for fish price determination and analyse factors that affect fish landing price in Lake Victoria, a cross-sectional design was employed, and 300 respondents were randomly selected from two district councils, namely, Sengerema and Buchosa. Both qualitative and quantitative data were analysed using descriptive statistics and inferential analysis. Findings show that landing price is determined through formal negotiation with processors, consultation with other traders, informal negotiation with buyers and Beach Management Unit (BMU). The study concluded that these are the common methods used to determine landing prices. Also, distance from fishing to onshore landing centres, market information channels, age and experiences of the fishermen are the factors significantly found affecting landing price. It is recommended that the mechanism for setting up fishery price, fish market structure, fishery information and the formation of fishery regulatory body needs fishery policy and sector reforms that mark the determination of fish landing price.
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Ahmadi, Ahmadi, and R. Adisetiawan. "Multivariate Time Series in Macroeconomics." Eksis: Jurnal Ilmiah Ekonomi dan Bisnis 11, no. 2 (November 23, 2020): 151. http://dx.doi.org/10.33087/eksis.v11i2.209.
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Gold is one of the most popular commodities and investment alternatives. Gold prices are thought to be influenced by several other factors such as the US Dollar, oil price, inflation rate, and stock exchange so that gold price modeling is not only influenced by its own value. This research was conducted to determine the best forecasting model and to find out what factors influence the price of gold. This research modeled the price of gold in a multivariate and reviewed the univariate modeling that will be used as a comparison model of multivariate modeling. Univariate modeling is done using ARIMA model where the modeling results state that gold price fluctuations as white noise. Multivariate gold price modeling is done using Vector Error Correction Model with gold, oil, US Dollar and Dow Jones indices, and inflation rate as predictors. The results showed that the VECM model has been able to model the gold price well and all the factors studied influenced the gold price. The US dollar and oil prices are negatively correlated with gold prices, while the inflation rate is positively correlated with gold prices. The Dow Jones index was positively correlated with gold prices in just two periods.
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Behera, Prashanta kumar, and Dr Ramraj T. Nadar. "Dynamic Approach for Index Option Pricing Using Different Models." Journal of Global Economy 13, no. 2 (June 26, 2017): 105–20. http://dx.doi.org/10.1956/jge.v13i2.460.
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Option pricing is one of the exigent and elementary problems of computational finance. Our aims to determine the nifty index option price through different valuation technique. In this paper, we illustrate the techniques for pricing of options and extracting information from option prices. We also describe various ways in which this information has been used in a number of applications. When dealing with options, we inevitably encounter the Black-Scholes-Merton option pricing formula, which has revolutionized the way in which options are priced in modern time. Black and Scholes (1973) and Merton (1973) on pricing European style options assumes that stock price follows a geometric Brownian motion, which implies that the terminal stock price has a lognormal distribution. Through hedging arguments, BSM shows that the terminal stock price distribution needed for pricing option can be stated without reference to the preference parameter and to the growth rate of the stock. This is now known as the risk-neutral approach to option pricing. The terminal stock price distribution, for the purpose of pricing options, is now known as the state-price density or the risk-neutral density in contrast to the actual stock price distribution, which is sometimes referred to as the physical, objective, or historical distribution.
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DZIKEVIČIUS, Audrius. "FORMATION OF AN INTEGRATED STOCK PRICE FORECAST MODEL IN LITHUANIA." Business, Management and Education 14, no. 2 (December 29, 2016): 292–307. http://dx.doi.org/10.3846/bme.2016.337.
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Technical and fundamental analyses are widely used to forecast stock prices due to lack of knowledge of other modern models and methods such as Residual Income Model, ANN-APGARCH, Support Vector Machine, Probabilistic Neural Network and Genetic Fuzzy Systems. Although stock price forecast models integrating both technical and fundamental analyses are currently used widely, their integration is not justified comprehensively enough. This paper discusses theoretical one-factor and multi-factor stock price forecast models already applied by investors at a global level and determines possibility to create and apply practically a stock price forecast model which integrates fundamental and technical analysis with the reference to the Lithuanian stock market. The research is aimed to determine the relationship between stock prices of the 14 Lithuanian companies listed in the Main List by the Nasdaq OMX Baltic and various fundamental variables. Based on correlation and regression analysis results and application of c-Squared Test, ANOVA method, a general stock price forecast model is generated. This paper discusses practical implications how the developed model can be used to forecast stock prices by individual investors and suggests additional check measures.
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Lopez Lezama, Jesus, David Tobon, Esteban Velilla, Jorge Barrientos, and Fernando Villada. "Long-term seasonal forwards in electricity generation markets: an application to Colombia." Cuadernos de Economía 37, no. 74 (July 1, 2018): 287–314. http://dx.doi.org/10.15446/cuad.econ.v37n74.54299.
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Seasonal components have been found in the price of most commodities, where prices are largely determined by the anticipation of seasonal demand and/or supply. This paper presents a methodology to determine seasonal forward prices in the electricity generation markets. A Cournot competition to characterize this market is assumed. Forward prices are calculated in accordance with the demand elasticity of the forwards and spot price through a differential or “gap” that represents the risk premium for the current forwards, plus some non-observable heterogeneities. The distribution of the given quantities in seasonal contracts is carried out through the classic portfolio theory. This methodology is applied to the Colombian case, and shows that it will be more profitable for generators to sell the proposed seasonal hydric forwards.
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Andriyanto, Teguh. "Sistem Peramalan Harga Emas Antam Menggunakan Double Exponential Smoothing." INTENSIF 1, no. 1 (February 1, 2017): 1. http://dx.doi.org/10.29407/intensif.v1i1.531.
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Gold is one of the long-term investment items. The price of gold at any time may change. For someone who invests in gold, of course, requires information changes in gold prices so he can determine when to buy or sell gold. Without accurate information it will be difficult to determine the value or price of gold a few months or years ahead. In this study built prototype information system forecasting gold price of Antam. Monthly historical data of Antam gold price is downloaded from the official website of Antam in excel format. Further excel files are uploaded and processed to determine the forecast price of gold some period to the fore. Forecasting information system is built using PHP programming language and MySql database. The results of forecasting error testing show the accuracy of forecasting of 87.34%. Dara 78 pricing and forecasting data obtained 60 data value tracking signal is beyond the limits of control.
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Borghesi, Richard. "CAN PREDICTION MARKETS MITIGATE PRICE BIASES?" Journal of Prediction Markets 7, no. 1 (May 24, 2013): 1–12. http://dx.doi.org/10.5750/jpm.v7i1.628.
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This study examines the pre-game and within-game price movements of contracts listed on Tradesports to determine whether relevant information is quickly and accurately embedded into asset prices. Each contract represents a totals (over/under) bet on an NFL game. In traditional casino-style totals betting markets, it has been demonstrated that the effects of adverse weather conditions are not fully incorporated into totals bet prices. If prediction markets are more efficient that are traditional NFL betting markets, then this price bias should be mitigated. We find that while price biases disappear quickly after kickoff, prior to this point they remain largely intact suggesting that casino-style markets and prediction markets may have similar informational limitations.
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Schroeder, Ted C. "Fed Cattle Spatial Transactions Price Relationships." Journal of Agricultural and Applied Economics 29, no. 2 (December 1997): 347–62. http://dx.doi.org/10.1017/s1074070800007847.
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AbstractDelineation of geographic markets for fed cattle is essential in monitoring price behavior and determining geographic markets. This study uses transactions data from 28 U.S. fed cattle slaughter plants to determine the extent of the geographic market for fed cattle. Results indicate a national market for fed cattle with prices across most plants cointegrated. In addition, price discovery originates predominantly at plants located in Nebraska, and typically one-third of the total price adjustment to spatial integration occurs in one day.
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Kesarditama, Fadhel, Haryadi Haryadi, and Yohanes Vyn Amzar. "Pengaruh inflasi, nilai tukar rupiah per dollar Amerika, harga minyak mentah dunia dan indeks harga saham gabungan terhadap harga emas di Indonesia." e-Journal Perdagangan Industri dan Moneter 8, no. 2 (July 1, 2020): 55–64. http://dx.doi.org/10.22437/pim.v8i2.8269.
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This study aims to analyze the trend of macroeconomic variables and gold prices in Indonesia and to determine the effect of macroeconomic variables on gold prices in Indonesia. This study uses a quantitative approach. The data used is secondary data from January 2014-December 2019. The analytical tools and techniques used are trend analysis with a linear trend approach and multiple linear regression models using the Ordinary Least Square method. The five research variables that were processed showed that there were differences in the direction of the data trend. Where the variables of Gold Price, Exchange Rate, and Composite Stock Price Index show a positive trend, while the variables of Inflation and World Crude Oil Prices show a negative trend. Furthermore, the variables of Exchange Rate, world Crude Oil Price, and Composite Stock Price Index show a positive and significant influence on the Gold Price in Indonesia. While the inflation variable shows a negative and significant effect on the Gold Price in Indonesia. Keywords: Inflation, foreign exchange,crude oil prices, idx composite and gold prices
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Rudko, G. I., M. M. Kurylo, V. V. Bala, and Yu S. Makovskyi. "METHODS FOR PRICE DETERMINATION (JUSTIFICATION) AT ECONOMIC-GEOLOGICAL EVALUATION OF COAL DEPOSITS." Мінеральні ресурси України, no. 4 (December 28, 2018): 45–48. http://dx.doi.org/10.31996/mru.2018.4.45-48.
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The purpose of research is systematization and analysis of methods of price determining for geological and economic assessment of coal deposits in domestic and international practice. Price indicators and income from sale of coal affect significantly reserves value, profitability of their development, and determine industrial significance of reserves. In domestic practice commodity exchanges, contractual, regulated, world and transfer prices are used. In international practice coal prices are formed at the result of futures, spot or stock exchange contracts. Now international coal trade realizes in the framework of futures contracts and spot transactions. In recent years, short-term contracts prevail, rarely it’s used medium-term contracts. A sequence of coal pricing for geological and economic assessment has been determined, which is the following: classification of coal by grades and classes in accordance with current standards; statistical analysis of prices by grades and classes, coal enrichment products; determination of a system of discounts/surcharges to the price of each class depending on coal quality; correction of actual producer prices for assessment reserves. The values of surcharges or discounts for individual indicators of coal quality are determined. The sensitivity analysis of reserves value and profitability from changes in selling coal prices has been carried out. The determination of the coal price or enrichment products requires a detailed justification depending on the stage of geological and feasibility study of reserves. For detailed assessment of explored or exploited deposits it is reasonable to use actual prices of coal sales for the previous period and contract prices for future periods in the presence of medium and long-term contracts. For preliminary geological and economic assessment, it is possible to use the price of the analogue deposit, which is developed, or wholesale coal prices with correction by quality.
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Dominique-Ferreira, Sérgio, and Cristina Antunes. "Estimating the price range and the effect of price bundling strategies." European Journal of Management and Business Economics 29, no. 2 (August 27, 2019): 166–81. http://dx.doi.org/10.1108/ejmbe-04-2019-0066.
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Purpose The purpose of this paper is to investigate and identify the price sensitivity of consumers of three- and five-star hotels and to determine the impact of bundling strategies on consumers’ price sensitivity. Design/methodology/approach To calculate price sensitivity, authors apply the van Westendorp’s price sensitivity meter (PSM). To understand the impact of bundling strategies, univariate and bivariate techniques are applied. Findings PSM results reveal the optimal prices and the range of acceptable prices for three- and five-star hotel. The bundling strategy results reveal that five-star customers are less sensitive to mixed-leader bundling. Regarding mixed-joint bundling, managers could improve sales through bundling strategies if they selected an attractive service (e.g. restaurants). Practical implications Findings assist hotel managers to understand the different price sensitivities, according to the hotel typology. Managers can manage prices without the risk of losing market share or revenue. The results help managers in deciding which bundling strategies they can create, as well as the services to be included to achieve highest profitability. Originality/value No research to date to the best of the authors’ knowledge has attempted to understand and compare the role of bundling strategies in three- and five-stars hotels. Moreover, no research has attempted to measure and compare customers’ price sensitivity of three- and five-stars hotels.
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Primajati, Gilang, M. Najib Rodhi, and Adrian Juniarta Hidayat. "Barrier Options Model for Agricultural Commodity Price Protection." Jurnal Varian 4, no. 1 (September 29, 2020): 71–78. http://dx.doi.org/10.30812/varian.v4i1.856.
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Application of barrier options for determining insurance premiums for agricultural commodity prices due to lower selling prices by applying certain barrier levels. In determining the price of insurance premiums for agricultural commodity prices such as rice, the price is assumed to follow the Brown Geometric Motion and for the determination of the barrier level line the researcher uses the Brown Bridge Motion so that there is a relationship between Bridge and Barrier. In conclusion, we obtain a model to determine the number of insurance premiums. The barrier option model approach is used to construct a fairer formula for insurance premiums on agricultural commodity prices.
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Suhartini, Suhartini, Debi Eka Putri, and Vivi Candra. "Minat Beli Pelanggan Ditinjau Dari Aspek Harga Pada UD. Tunas Baru Kecamatan Bandar Hulu." Jesya (Jurnal Ekonomi & Ekonomi Syariah) 3, no. 2 (June 20, 2020): 446–52. http://dx.doi.org/10.36778/jesya.v3i2.224.
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The purpose of this study was to determine the price picture and customer buying interest at UD. Tunas Baru District Bandar Huluan. Next to determine the effect of prices on customer buying interest at UD. Tunas Baru District Bandar Huluan. The type of data used is qualitative and quantitative data and data sources are derived from primary data and secondary data. Research data were collected by conducting interviews, documentation and distributing questionnaires. Data analysis includes qualitative data analysis and quantitative analysis. The results of the study can be concluded from the total respondents' answers about prices with the dimensions of price affordability, discounted prices, and payment methods to obtain good answer criteria. Then from the total respondents' answers regarding buying interest got high answer criteria. Furthermore, to test the hypothesis it is concluded that there is a positive influence between price on customer buying interest.
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Pamuji, Agus. "Assessment The Method of Fuzzy Logic to Determine The Quality of Service Expedition in Jabodetabek Area." Scientific Journal of Informatics 3, no. 2 (November 17, 2016): 109–18. http://dx.doi.org/10.15294/sji.v3i2.7906.
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Search application services that was designed, could be the based on the difficulty to find out, and to select expedition services which have provided. In these case, when someone who wants to send the packages to a particular destination. Each shipper will see the name of courier services, the speed the god arrive at the destination, prices, and customer services. This application is designed with fuzzy logic method that can be based on the selection of criteria, and specific category. The using and fuzzy logic method implementation can to help and ensure the selection of expedition service that based in variable or criteria are price, speed, location, and services. The result of this research will to display of application that was supported with database systems such as expedition services information and location, and then table of price is available.
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Mukhlis, Muhamad. "PENGARUH RETURN ON ASSETS (ROA) DAN RETURN ON EQUITY (ROE) TERHADAP HARGA SAHAM PERBANKAN ( Study pada Perusahaan Perbankan periode 2014-2017 yang Terdaftar di Bursa Efek Indonesia)." Manajemen & Bisnis Jurnal 5, no. 2 (October 7, 2019): 1–12. http://dx.doi.org/10.37303/embeji.v5i2.112.
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Abstract. This research aims to determine the effect of Return on Assets (ROA) and Return on Equity (ROE) simultaneously on the stock price of banking companies; to determine the effect of Return on Assets (ROA) and Return on Equity (ROE) partially on the stock price of companies, and; to determine which variable that is dominant between Return on Assets (ROA) and Return on Equity (ROE) on the stock price of companies. This research is explanatory research that aims to analyze the relationship between variable and other variables. The analysis technique used is descriptive test and hypothesis testing. Based on the results and the discussion in this research, it can be concluded as follows: 1) simultaneously or jointly between ROA and ROE affect the stock price of banking companies on the Indonesia Stock Exchange (IDX) in 2014-2017; 2) Partially Return on Assets (ROA) significantly influence the stock price of banking companies on stock price on the Indonesia Stock Exchange (IDX) in 2014-2017 while Return on Equity (ROE) has no significant effect on the stock price of banking companies on stock price on the Indonesia Stock Exchange (IDX) in 2014-2017. Analysis result dominant test indicates that Return on Assets (ROA) has a dominant influence on stock price compared to Return on Equity (ROE)
Keywords: Return on Assets, Return on Equity, Share Prices
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Mukhlis, Muhamad. "PENGARUH RETURN ON ASSETS (ROA) DAN RETURN ON EQUITY (ROE) TERHADAP HARGA SAHAM PERBANKAN." Manajemen & Bisnis Jurnal 5, no. 2 (September 2, 2019): 1–12. http://dx.doi.org/10.37303/embeji.v5i2.85.
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This research aims to determine the effect of Return on Assets (ROA) and Return on Equity (ROE) simultaneously on the stock price of banking companies; to determine the effect of Return on Assets (ROA) and Return on Equity (ROE) partially on the stock price of companies, and; to determine which variable that is dominant between Return on Assets (ROA) and Return on Equity (ROE) on the stock price of companies. This research is explanatory research that aims to analyze the relationship between variable and other variables. The analysis technique used is descriptive test and hypothesis testing. Based on the results and the discussion in this research, it can be concluded as follows: 1) simultaneously or jointly between ROA and ROE affect the stock price of banking companies on the Indonesia Stock Exchange (IDX) in 2014-2017; 2) Partially Return on Assets (ROA) significantly influence the stock price of banking companies on stock price on the Indonesia Stock Exchange (IDX) in 2014-2017 while Return on Equity (ROE) has no significant effect on the stock price of banking companies on stock price on the Indonesia Stock Exchange (IDX) in 2014-2017. Analysis result dominant test indicates that Return on Assets (ROA) has a dominant influence on stock price compared to Return on Equity (ROE)
Keywords: Return on Assets, Return on Equity, Share Prices
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Abdullah, Abdullah, and M. Rizan. "Pengaruh Harga Dan Kualitas Pelayanan Terhadap Loyalitas Pelanggan Pada PT Alakasa Extrusindo." Manajerial 9, no. 2 (August 20, 2017): 51. http://dx.doi.org/10.31479/m.v9i2.21.
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<p align="justify">The purpose of this research was to determined the effect of price on customer loyalty, to determine the effect of services quality on customer loyalty, as well as to determine the effect of price and service quality simultaneously on customer loyalty at PT. Alakasa Extrusindo employee. The method used in this research is an explanatory survey with type of descriptive and quantitative research, with a total sample 57 employee. The results provide empirical support for the proposed of significant effect partially price on customer loyalty, as significant effect partially of service quality on customer loyalty. Additionally, The result also showed that there are significant effect between price and service quality simultaneously on customer loyalty.The purpose of this research was to determined the effect of price oncustomer loyalty, to determine the effect of services quality on customerloyalty, as well as to determine the effect of price and service quality simultaneouslyon customer loyalty at PT. Alakasa Extrusindo employee.The method used in this research is an explanatory survey with type ofdescriptive and quantitative research, with a total sample 57 employee.The results provide empirical support for the proposed of significanteffect partially price on customer loyalty, as significant effect partiallyof service quality on customer loyalty. Additionally, The result alsoshowed that there are significant effect between price and service qualitysimultaneously on customer loyalty.</p>
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Tran, Duc Trong. "Assigning of land location and land price to land parcel using ArcGIS engine." Journal of Mining and Earth Sciences 62, no. 1 (February 28, 2021): 27–34. http://dx.doi.org/10.46326/jmes.2021.62(1).04.
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Assigning a state price to each land parcel is a frequent and yet important task in the state management of land parcels. Land price is issued for each street. For each street, land price is divided according to level of location 1, 2, 3 and 4. Parcel is assigned to which location level depending on its walking distance to nearest street, and passed minimum alley’s width, etc. The task of valuing land parcels is cumbersome because the number of land parcels to be priced is huge. To alleviate this burden for government staff, a step by step processing model is developed to automatically determine the location level of a particular parcel. Using ArcGIS Engine library and VB.NET programming language, the steps in the proposed model are built into functions in a specialized module for land valuation. Experiment in assigning location level and land prices of Tam Hiep ward, Bien Hoa city, Dong Nai province shows that 91,73% of parcels are assigned the same location level as the location on the issued land location map. The experiment demonstrates the effectiveness and correctness of the proposed model in automatically determining location levels and corresponding prices of land parcels.
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Dökmeci, V. F. "Multiplant Location with Respect to Price-Elastic Demand." Environment and Planning A: Economy and Space 21, no. 9 (September 1989): 1169–78. http://dx.doi.org/10.1068/a211169.
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In this paper a model is developed to determine the optimal location of plants by taking into consideration the price elastic demand, production cost, and transportation cost. It is assumed that demand is distributed unevenly. The objective is to determine the location of maximum profit. Each basic function is interrelated with other functions, and the location of maximum profit is a balanced situation of price, demand, economies of scale, and transportation cost. This situation results in a complicated function, and the solution cannot be obtained by techniques of direct calculation. Therefore, a stepwise heuristic approach is used. First, the number of plants is chosen and the allocation of plants is made with respect to a criterion of minimum distance. Demand and thus optimum locations are calculated according to different prices. The location of maximum net profit is determined for this particular number of plants. This procedure is repeated for a different number of plants. The alternative which has the maximum profit is chosen as being the best system.