Relevant bibliographies by topics / Price shares

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
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Academic literature on the topic 'Price shares'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 February 2022

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Journal articles on the topic "Price shares"

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Weld, William C., Roni Michaely, Richard H. Thaler, and Shlomo Benartzi. "The Nominal Share Price Puzzle." Journal of Economic Perspectives 23, no. 2 (April 1, 2009): 121–42. http://dx.doi.org/10.1257/jep.23.2.121.

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The average nominal share prices of common stocks traded on the New York Stock Exchange have remained constant at approximately $35 per share since the Great Depression as a result of stock splits. It is surprising that U.S. firms actively maintained constant nominal prices for their shares while general prices in the economy went up more than tenfold. This is especially puzzling given that commissions paid by investors on trading ten $35 shares are about ten times those paid on a single $350 share. We review potential explanations including signaling and optimal trading ranges and find that none of the existing theories are able to explain the observed constant nominal prices. We suggest that the evidence is consistent with the idea that customs and norms can explain the nominal price puzzle.
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Yotenka, Rahmadi, and Fazano Fikri El Huda. "Implementasi Long Short-Term Memory Pada Harga Saham Perusahaan Perkebunan Di Indonesia." Unisda Journal of Mathematics and Computer Science (UJMC) 6, no. 01 (June 30, 2020): 9–18. http://dx.doi.org/10.52166/ujmc.v6i01.1927.

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The decline and increase in the price of shares of plantation companies is a problem for investors in making decisions to buy or sell shares. Factors influencing the movement of plantation stock prices include CPO commodity price fluctuations, world oil price fluctuations, Rupiah exchange rate fluctuations, government regulations and policies, demands from importing countries, and climate. Forecasting stock prices is expected to help investors to deal with uncertainty in the movement of plantation stock prices. This study applies the Long Short-Term Memory (LSTM) to predict the stock prices of plantation companies using SSMS, LSIP, and SIMP share price data from the period 1 July 2014 - 22 July 2019. Based on the results of the study it was found that the best LSTM model on SSMS shares by using the RMSProp optimizer and 70 hidden neurons produced an RMSE value of 21,328. Then the best LSTM model on LSIP stock by using Adam optimizer and 80 hidden neurons produces an RMSE value of 33,097. Whereas the best LSTM model on SIMP shares using Adamax optimizer and 100 hidden neurons produced an RMSE value of 8,3337.
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Firman Setiawan and Desi Ismi Rojasari. "PENGARUH RETURN ON ASSET (ROA), RETURN ON EQUITY (ROE) DAN EARNING PER SHARE (EPS) TERHADAP HARGA SAHAM SYARIAH." LISAN AL-HAL: Jurnal Pengembangan Pemikiran dan Kebudayaan 13, no. 2 (December 16, 2019): 259–80. http://dx.doi.org/10.35316/lisanalhal.v13i2.596.

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Sharia share prices (including conventional shares) always fluctuate due to the interaction of demand and supply of shares in the capital market. Rising levels of demand for shares will trigger a rise in stock prices, and vice versa. However, aside from supply and demand factors, it turns out that there are other factors that are also identified as being capable and potentially affecting stock prices, particularly Shariah share prices, namely Return On Assets (ROA), Return On Equity (ROE), and market ratios namely Earning Per Share (EPS). So to prove whether the financial ratios really have an influence on sharia stock prices, the authors conducted a quantitative analysis with ROA, ROE and EPS as X variables and Shariah stock prices as Y variables. The data used in this test / analysis are Return On Assets (ROA), Return On Equity (ROE) data, Earning Per Share (EPS) and Syariah stock prices from PT. Aneka Tambang Persero Tbk 2013-2017. From the analysis that has been done, it is known that partially ROA has no effect on the Shariah share price caused by the lack of companies in earning profit, ROE has no effect on the Sharia share price caused by the lack of net profit from their own capital and the lack of business sales profits, and EPS positive effect on sharia stock prices. Whereas simultaneously, ROA, ROE and EPS have a positive influence on the Shariah stock price.
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Sproul, Thomas W., Jaclyn D. Kropp, and Kyle D. Barr. "The pricing of community supported agriculture shares: evidence from New England." Agricultural Finance Review 75, no. 3 (September 7, 2015): 313–29. http://dx.doi.org/10.1108/afr-04-2015-0020.

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Purpose – Community supported agriculture (CSA) programs allow consumers to buy a share of a farm’s production while providing working capital and risk management benefits for farmers. Several different types of CSA arrangements have emerged in the market with terms varying in the degree to which consumers share in the farm’s risk. No-arbitrage principles of futures and options pricing suggest that CSA shares should be priced to reflect the degree of risk transfer. The paper aims to discuss these issues. Design/methodology/approach – The authors evaluate the three most common share types using a cross-sectional data set of 226 CSA farms from New England to determine if there is empirical evidence in support of the theoretical price relationship between share types. Findings – The degree of risk transfer from farmers to consumers has a significant effect on the share price. There are statistically significant returns to scale and higher prices for organics. Farm characteristics and product offerings predict which type of shares is offered for sale. Research limitations/implications – The data set does not contain information pertaining to actual deliveries, expected deliveries, variance of expected deliveries, or covariance information; thus differences in share prices could be due to differences in these uncontrolled factors. Originality/value – This paper provides empirical evidence that CSA share prices reflect the degree of risk transferred from the producer to the consumer. It also highlights challenges in conducting empirical work pertaining to CSA contracting.
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Kusuma Negara, Iwan, and Winda Paramitha. "ANALISIS PENGARUH JUMLAH SAHAM BEREDAR, HARGA SAHAM DAN PERSENTASE SAHAM PUBLIK TERHADAP LIKUIDITAS SAHAM PADA PERUSAHAAN MANUFAKTUR SUB SEKTOR INDUSTRI MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA." Distribusi - Journal of Management and Business 5, no. 2 (March 12, 2018): 25–44. http://dx.doi.org/10.29303/distribusi.v5i2.24.

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ABSTRACTThis research aims to analyze the influence of the number of shares outstanding, share price, and percentage of public shares on stock liquidity of food and beverage manufacturing companies listed on Indonesian Stock Exchange in the period of 2010-2015. Type of research used is associative research with quantitative approach. The sampling technique is using purposive sampling. The analytical tool used multiple linear regression analysis where previously tested the classical assumption. The result of this research indicates that partially the number of shares outstanding has positive and significant influence on stock liquidity. While share price, and percentage of public shares partially have positive influence not significant on stock liquidity. The value of adjusted R square shows that the number of shares outstanding, share price, and percentage of public shares are able to explain the stock liquidity equals to 64.8 per cent. Another finding in this research shows that the number of outstanding shares has the most dominant influence on stock liquidity.Keywords: Number of shares outstanding, share price, percentage of public shares, and stock liquidity.
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Kusuma Negara, Iwan, and Winda Paramitha. "ANALISIS PENGARUH JUMLAH SAHAM BEREDAR, HARGA SAHAM DAN PERSENTASE SAHAM PUBLIK TERHADAP LIKUIDITAS SAHAM PADA PERUSAHAAN MANUFAKTUR SUB SEKTOR INDUSTRI MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA." Distribusi - Journal of Management and Business 5, no. 2 (March 12, 2018): 25–44. http://dx.doi.org/10.29303/jdm.v5i2.24.

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ABSTRACTThis research aims to analyze the influence of the number of shares outstanding, share price, and percentage of public shares on stock liquidity of food and beverage manufacturing companies listed on Indonesian Stock Exchange in the period of 2010-2015. Type of research used is associative research with quantitative approach. The sampling technique is using purposive sampling. The analytical tool used multiple linear regression analysis where previously tested the classical assumption. The result of this research indicates that partially the number of shares outstanding has positive and significant influence on stock liquidity. While share price, and percentage of public shares partially have positive influence not significant on stock liquidity. The value of adjusted R square shows that the number of shares outstanding, share price, and percentage of public shares are able to explain the stock liquidity equals to 64.8 per cent. Another finding in this research shows that the number of outstanding shares has the most dominant influence on stock liquidity.Keywords: Number of shares outstanding, share price, percentage of public shares, and stock liquidity.
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Darmantyo, Dimas Ari, and Shelva Kalay Shelwin. "Analysis of the effects of earnings ratio per share, price earnings and return on equity ratio upon the change of shares price at PT. Telekomunikasi Indonesia Tbk years of 2008 - 2017." Management Journal of Binaniaga 4, no. 2 (December 30, 2019): 11. http://dx.doi.org/10.33062/mjb.v4i2.332.

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This research has tested some financial ratios of Earning Per Share, Price Earning Ratio and Return On Equity upon the Change of Shares Price at telecommunication company sector for the period of 2008 to 2017 to know the significance of those ratios, so that, it can be used by the investors to make a decision before investing their money. By having Time Series data of 2008 – 2017, this research has found out that the variables of Earning Per Shares (EPS) and Price Earning Ratio (PER) have significantly affected the change of shares price, but Return On Equity (ROE) has not significantly affected it. This research has indicated that the three independent variables (EPS, PER and ROE) have significantly affected shares price change. Keywords: Finance Ratio, Return On Equity, Earning Per Share, Price Earning Ratio and price of shares
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Rimenda, Tetty, and R. Elly Mirati. "PERAN HARGA PATOKAN (ANCHOR PRICE) TERHADAP KEPUTUSAN UNTUK MEMBELI SAHAM." Epigram 17, no. 2 (November 23, 2020): 163–68. http://dx.doi.org/10.32722/epi.v17i2.3464.

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The purpose of this study is to examine the role of anchor prices in consumer decision making in buying shares. When buying shares someone has a benchmark or reference. This study uses positive information about the issuer as a reference to buy shares. The research method used is the 2X2 2 experimental method (Price Display: Regular Price vs. Price + Info) x 2 (Stock Type: BKSL vs. WIKA. Participants are students who are also investors who are used to making transactions in the capital market. that information plays an important role for investors to decide to buy shares Investors prefer stocks whose prices are accompanied by information about the issuer.When expensive and cheaper shares are given information, it turns out investors prefer shares with high prices that are informed about the issuer.
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S, POORNIMA, and CHITRA V. "An empirical analysis of impact of bonus issue on share price with reference to selected companies in india." Journal of Management and Science 1, no. 3 (December 30, 2012): 198–202. http://dx.doi.org/10.26524/jms.2012.22.

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This study examines the impact of bonus issue on share price of selected scrip’s during February 2010 to February 2011 listed on National Stock Exchange, India. When additional shares are allotted to existing shareholders without being paid any additional payment for them, it is known as bonus shares. Bonus shares are issued by a company when it intends to pay dividend by issuing shares. Companies giving bonus shares are regarded very highly by investor fraternity. Very few studies have observed bonus issue announcement and share prices in India and this study is an attempt to fill the gap. The present study is an empirical analysis to examine the impact of bonus announcement on share prices. Impact has been analyzed between 7 days from the date of bonus announcement. The result divulges that there is no significant impact on bonus announcement between pre-post conditions considered for this study.
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Putri, Hana Tamara. "Covid 19 dan Harga Saham Perbankan di Indonesia." Eksis: Jurnal Ilmiah Ekonomi dan Bisnis 11, no. 1 (July 7, 2020): 6. http://dx.doi.org/10.33087/eksis.v11i1.178.

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This study examines whether there are differences in the prices of Top Ten shares of the Banking Company with the largest assets in Indonesia in three periods, namely the share price before Indonesia contracted Covid 19, the share price at the time of the announcement of the first case of Covid 19 in Indonesia and the Post-3 Month Share Price announcement of the Covid 19 case in Indonesia. Processed by means of the Paired Sample T test analysis results show that during the study period there were significant differences between the stock prices in the three periods.
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Dissertations / Theses on the topic "Price shares"

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GUIMARAES, SERGIO FOLDES. "PRICE DIFFERENCES BETWEEN VOTING AND NON-VOTING SHARES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1429@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
BANCO NACIONAL DE DESENVOLVIMENTO ECONÔMICO E SOCIAL
Este estudo avaliou o comportamento das diferenças de preços entre ações ordinárias e preferenciais de um conjunto representativo de empresas com ações negociadas na BOVESPA no período 1995-1999, testando o impacto também das mudanças na lei das SAs ocorridas em 1997. Os testes realizados indicaram que no decorrer do período estas mudanças influenciaram as diferenças de preços entre ações ordinárias e preferenciais para a maioria das empresas, passando as ações ordinárias a serem negociadas, em geral, a preços de mercado inferiores às ações preferenciais. A partir da identificação na literatura dos principais fatores que podem causar a diferença de preços entre ações de uma mesma empresa foram realizadas regressões de seção transversa para cada ano do período, assim como para o período como um todo, para testar a capacidade explicativa de modelos contendo variáveis explicativas derivadas da liquidez, da estrutura de capital e da composição acionária de cada empresa, bem como os dividendos pagos a cada classe de ação. Para o período como um todo podemos concluir que os modelos explicam parcialmente as diferenças de preços. Os resultados obtidos mostraram que os modelos apresentam resultados satisfatórios a partir de 1996, sendo que a capacidade explicativa e a confiabilidade são maiores a partir de 1998. As variáveis representando a liquidez e o percentual de ações preferenciais com os controladores,bem como os impactos da mudanças na lei das SAs foram as que mostraram melhor significância estatística no período como um todo. Os coeficientes lineares obtidos nas regressões para as variáveis de liquidez foram positivos, conforme era esperado, representando a correlação destas medidas com as diferenças de preços entre ações ordinárias e preferenciais. Os possíveis impactos de novas alterações na lei das SAs na relação de preços entre ações ordinárias e preferenciais e no mercado como um todo podem representar interessante objeto de pesquisa para novos estudos.
This study evaluates the price differences between voting and non-voting shares of a representative set of Brazilian companies traded on the São Paulo Stock Exchange from 1995 to 1999, assessing also the impacts of the amendments in the Brazilian Corporate Law that take place in 1997. The tests showed that, due to these changes, for most companies a downtrend occurred in the price differences, and, as time passed, the voting share was usually trading at a discount to the non-voting share. After identifying in the literature some key variables that influence these prices differences, we used some cross-section regressions for each year of the period to test the model with explicatory variables related to the liquidity, capital structure and shareholder composition of each company, as well as dividends paid to each class of share. The models tested were statistically significants for the whole period, explaining partially these price differences. The results of the regressions for each annual period showed that, after 1996, the models presented satisfactory results, with better results and degrees of confidence after 1998. The liquidity variables and the variable that represents the controller`s ownership of non-voting shares were the ones that showed the better degree of confidence during the period. The linear coefficients of the liquidity variables were positive, as expected, representing the correlation between these measures and the price differences between voting and non-voting shares. New changes in the corporate law are being studied and may affect the price differences between voting and non-voting shares and the valuation of all the stock market, representing an interesting subject to future studies.
Este estudio evalúa el comportamiento de las diferencias de precios entre acciones ordinarias y preferenciales de un conjunto representativo de empresas con acciones negociadas en BOVESPA en el período comprendido entre los años 1995- 1999. Se evalúa también el impacto de los cambios en la ley de las SAs, ocurridos en 1997. Las pruebas realizadas indicaron que, en el transcurso del período mencionado, dichos cambios influyeron en las diferencias de precios entre acciones ordinarias y preferenciales para la mayor parte de las empresas, y las acciones ordinarias pasaron a ser negociadas, en general, a precios de mercado inferiores a las acciones preferenciales. Se llevó a cabo un estudio bibliográfico para identificar los principales factores que pueden causar diferencias en el precio de las acciones de una misma empresa. Con estos factores se realizó una regresión transversa para cada año del período 1995-1999 y también considerando el período completo. Estas regresiones tienen como objetivo, probar la capacidad explicativa de los modelos que contienen variables explicativas derivadas de la líquidez, de la extructura de capital y de la composición de las acciones de cada empresa, así como los dividendos y pagos a cada clase de acción. Considerando el período completo, podemos concluir que los modelos explican parcialmente las diferencias de precios. Los resultados muestran que los modelos presentan resultados satisfactorios a partir de 1996, siendo que la capacidad explicativa y la confiabilidad son mayores a partir de 1998. Al considerar el período completo, las variables que se mostraron estadísticamente significativas fueron: las variables que representan la líquidez, el porcentaje de acciones preferenciales con los controladores y el impacto de los cambios en la ley de las SAs. Los coeficientes lineales obtenidos em las regresiones para las variables de líquidez fueron positivos, tal y como se esperaba, representando la correlación de estas medidas con la diferencia de precio entre acciones ordinarias y preferenciales. El posible impacto de nuevas alteraciones en la ley Sas en relación a los precios entre acciones ordinarias y preferenciales y en el mercado como un todo pueden representar un interesante objeto de investigación para nuevos estudios.
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Ferreira, Armando dos Santos Ribeiro. "Relative price dynamics, factor shares and endogenous growth." Master's thesis, Instituto Superior de Economia e Gestão, 2007. http://hdl.handle.net/10400.5/18916.

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Masters Economics
We present a two sector general-equilibrium model of endogenous growth for a small open economy. We show that the model lias saddle-path stability in- dependently of the factor intensities, however the details of the transitional dynamics will diífer. The dimension of the stable manifold is always one but the slope of the stable manifold changes depending on the factor shares. If the factor shares are such that each sector uses more intensively its own capital, then after a shock the economy will adjust through prices variations. When the factor shares intensities are reversed, the adjustment is made through quantities variations. Moreover we find that a productivity shock on the traded sector has always a positive effect on the relative price. Government demand shocks have no long run effect on the relative price and its effect ou the GDP is not clear.
Modelizamos uma pequena economia aberta cora dois sectores e crescimento endógeno. Mostramos que o modelo apresenta estabilidade tipo sela inde- pendentemente das intensidades factoriais, no entanto as propriedades da dinâmica de transição vão diferir. A dimensão das trajectórias convergentes é sempre um mas a inclinação muda dependendo das proporções dos fac- tores. No caso de cada sector usar mais intensivamente o seu próprio capital, após um choque, a economia vai estabilizar por variações nos preços e no caso contrário a estabilização é feita por variações nas quantidades. Alem disso, mostramos que um choque de produtividade no sector transaccionável tem sempre um efeito positivo no preço relativo. Choques governamentais de procura não têm efeito de longo prazo no preço relativo e o seu efeito no produto não é claxo.
info:eu-repo/semantics/publishedVersion
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Grandner, Thomas. "Market shares of price setting firms and trade unions." Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/236/1/document.pdf.

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In a unionized duopoly with price setting firms market shares in different wage determination settings are analyzed. I compare decentralized, centralized and sequential wage determination. In the decentralized setting the union in the more productive firm can exploit the differences in productivity for rising local wages. The rising wages in the more productive firm result in smaller differences of unit costs, therefore the market shares are split more equally in the decentralized setting than with centralized wage determination. Sequential wage determination results in an asymmetric outcome. Compared with the simultaneous case the market share of the wage-leader firm is smaller, because the competitor is able to undercut the wage. Additionally with sequential wage determination the union representing the workers of the more productive firm cannot exploit the productivity advantage by raising the wage rate by the same extent as in the simultaneous case. (author's abstract)
Series: Department of Economics Working Paper Series
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Li, Da. "Import price uncertainly, production decisions and relative factor shares in Korea." Thesis, University of Macau, 2007. http://umaclib3.umac.mo/record=b1783673.

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Vilniūtė, Jurgita. "Oficialaus siūlymo teikimo ir įgyvendinimo teisinio reguliavimo problemos." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130626_182751-21835.

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Darbe nagrinėjama oficialaus siūlymo teikimo ir įgyvendinimo teisinio reguliavimo problematika Lietuvoje ir Europos Sąjungoje, analizuojama teismų praktika bei teisionio reguliavimo perspektyvos.
In this paper author analyses issues in taking and implementing takeover bid i Lithuania and in European Union. Legal practice and perspectives in regulation is analized.
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Ye, Caiwei. "The effects of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges." Thesis, University of Sheffield, 2016. http://etheses.whiterose.ac.uk/14233/.

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The study examines the effects of price limits on return, volatility and liquidity by testing three hypotheses: delayed price discovery hypothesis, volatility spillover hypothesis and trading interference hypothesis (Kim and Rhee, 1997, JF). The delayed price discovery hypothesis states that if the price continues to move in the same direction in the subsequent period after a price-limit-hit, the existence of limits delays price discovery. The volatility spillover hypothesis argues that the stock will have a higher volatility after a price-limit-hit. The trading interference hypothesis asserts that a share that hits the price limits on day t will experience more trading on day t+1. The rationale behind price limits is to provide investors with a cooling-off period to counter noise trading and alleviate market panic. If price limits work, all three hypotheses should be rejected. Firms on the Shanghai and Shenzhen Stock Exchanges can simultaneously issue two types of shares: A and B-shares. A-shares were initially traded only by domestic Chinese citizens, but opened to Qualified Foreign Institutional Investors (QFIIs) from July 2003 onwards. B shares were initially traded only by foreign investors but then by local Chinese citizens from June 2001. A and B-shares are subject to the same price limits but exhibit different risk and return characteristics. This study explores the effects of price limits on AB-shares using daily data (intraday data) over the period 2004-2012 (2010-2012). For the first time, this study estimates a GARCH model that explicitly incorporates truncation in the distribution of returns that is induced by price limits. The truncated-GARCH model provides a better fit than a conventional model. Based on the study of daily data, the delayed price discovery and volatility spillover hypotheses are not rejected on either exchange. Similar results have been found in the study of intraday data that price limits are not effective in controlling volatility and counter noise trading. Regarding the trading interference hypothesis, price limits interfere with market liquidity but the level of interference depends on the choice liquidity measures.
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Kim, Kisung. "U.S. aggregate demand for clothing and shoes, 1929-1994: Effects of changes in price, nondurables expenditures, and demographics." Diss., Virginia Tech, 1998. http://hdl.handle.net/10919/30021.

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The main objective of this study was to evaluate the effects of the changes in total nondurables expenditures, prices, and demographics on the U.S. aggregate demand for clothing categories and shoes. In particular, this study focused on identifying and parameterizing the effects of such changes. To this purpose, a demand system for two clothing categories, shoes, and other nondurable commodities for the U.S. was estimated using aggregate time-series data sets (1929-1994), and a second-stage budgeting model was developed and estimated. The basis for the demand model was the Almost Ideal Demand System model, which was modified to account for the demographic effects. Demographic variables included in the final model were age distribution of the U.S. population (median age and variance), proportion of non-White population in the total U.S. population, and labor force participation rate of U.S. women. The main data sources were documents published by the Bureau of the Census, Bureau of Labor Statistics, and Bureau of Economic Analysis in the U.S. Department of Commerce. The results indicate that the total nondurables expenditures is a significant variable in determining consumers' nondurables expenditure allocation on clothing categories and shoes. The estimated total expenditure elasticities suggest that the clothing categories and shoes are expenditure elastic, ranging from 1.1019 to 1.4944. Most own and cross prices appear to be significant variables in determining the consumer budget allocations for clothing categories and shoes. The median age and non-White population variables evidence as significant variables that affect the U.S. aggregate nondurables expenditure allocation on men’s and boys’ clothing and on shoes. Women’s labor force participation rate evidences as a significant variable that affects the U.S. aggregate nondurables expenditure allocation on women’s and children’s clothing. The estimated own-price elasticities of demand for clothing categories and shoes indicate that all the clothing categories and shoes are inelastic (i.e., -0.3908 to -0.9175). The estimated crossprice elasticities of clothing categories, shoes and other nondurable goods show substitution and complementary relationships between the categories. The demand elasticities with respect to the demographic variables were also estimated.
Ph. D.
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Buljak, Michal. "Porovnání výše cenových podílů jednotlivých konstrukcí rodinných domů na celkové ceně uvedené v cenovém předpisu a stanovené položkovým rozpočtem." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2013. http://www.nusl.cz/ntk/nusl-232773.

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This diploma thesis describes the methods of valuation by using cost valuation method for family houses. The thesis defines the basic concepts from this field, methods of valuation and helps to create individual calculations. The main goal of this work is the valuation of five family houses by two cost valuation methods, their comparison and evaluation of the degree of difference between the methods. In order to achieve this goal, it is necessary to ascertain the total cost differences of individual constructions and equipment with the help of an itemized budget and by following the valuation order of the Ministry of Finance, compare the results and call attention to possible shortcomings of a given method.
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Liang, Jing. "Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market." Thesis, University of St Andrews, 2009. http://hdl.handle.net/10023/894.

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This thesis comprises, firstly, a careful and detailed description of the institutional workings of the Chinese stock market; secondly, a literature review of the Chinese segmented markets and dual-listed shares price premium; and thirdly, three evidence-based contributions designed to cast new light on the Chinese A-shares premium puzzle. Publicly-listed firms in China, under certain criteria, can issue two different types of shares, namely A-shares and B-shares, to local and foreign investors respectively. These shares carry the same rights and obligations, but are however priced differently due to market segmentation. After a review of the literature on determinants of the premium, the first contribution offers a complementary explanation. I propose that the premium reflects the difference in valuation preferences between the local and foreign investors, i.e., local investors pay more attention to stock liquidity, while foreign investors pay more attention to firm’s intrinsic value, and so firms having more favorable fundamentals tend to have lower premia. The second contribution involves the examination of a controversial question that which investor group is better informed about local assets, by testing the direction of information flows between the A- and B-shares markets. Both time series methods, and panel data techniques which are used for the first time in this context, are employed, in order to get a distinct and more insightful picture against the current literature. The third contribution compares and contrasts institutional settings of China, Singapore and Thailand which have similar market segmentation and dual-listing systems; examines whether or not the premia in the three countries are caused by same factors; and tries to answer why foreign investors in China pay less, rather than more, as commonly observed in other segmented markets, for identical assets. It provides the first cross-country comparison evidence after 1999 with updated data.
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Cheng, Ka Wan. "What determine the information shares in the price discovery process between the index futures and the underlying cash index?" HKBU Institutional Repository, 2008. http://repository.hkbu.edu.hk/etd_ra/883.

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Books on the topic "Price shares"

1

Equity price behaviour and bonus shares. Delhi: Rajat Publications, 2000.

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Lixiang, Shen, and Cao Lijuan, eds. Ordinary shares, exotic methods: Financial forecasting using data mining techniques. River Edge, N.J: World Scientific, 2003.

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Board, Financial Accounting Standards. Accounting for a purchase of treasury shares at a price significantlyin excess of the current market price of the shares: And the income statement classification of costs incurred in defending against a takeover attempt. Stamford, Conn: FASB, 1985.

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Rybka, J. A. Can extraordinary profits be made from growth shares using price earnings growth and other explanatory factors?. Oxford: Oxford Brookes University, 1998.

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United States. Congress. House. Committee on Agriculture. Providing equitable treatment to producers of sugarcane subject to proportionate shares: Report (to accompany H.R. 5763). [Washington, D.C.?: U.S. G.P.O., 1992.

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Leibowitz, Martin L. Franchise value and the price/earnings ratio. [Charlottesville, Va.]: Research Foundation of the Institute of Chartered Financial Analysts, 1994.

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Wood, Douglas. The effect of first periodic price review on share prices of RECs. Manchester: Manchester Business School, 1995.

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Bala, Marc. Do strategic technology alliances create shareholder value: An empirical investigation. Dublin: University College Dublin, 1997.

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Smith, Richard E. Genetic algorithms for share price prediction. Manchester: University of Manchester, Department of Computer Science, 1997.

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Shafik, Nemat. Information and price determination under mass privatization. Washington, D.C: World Bank, Europe and Central Asia, Country Department II, Country Operations Division, 1994.

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Book chapters on the topic "Price shares"

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Hartwick, John. "Sharing Markets and Market Shares." In A Brief History of Price, 40–54. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1057/9780230374669_3.

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Hilb, Martin. "M&A Governance Case." In Management for Professionals, 21–24. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-48606-8_5.

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AbstractM-Tec is a high-tech computer company based in Geneva, Switzerland. Its shares have traded at values consistently higher than the listing price.The recent acquisition of a rival business of equal size resulted in an additional, positive movement in the share price.Despite the positive performance, however, a major challenge has arised at the board level.Three directors opposed the acquisition based on their conviction that the purchase price was too high.
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Ozenbas, Deniz, Michael S. Pagano, Robert A. Schwartz, and Bruce W. Weber. "Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application." In Classroom Companion: Business, 21–49. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74817-3_2.

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AbstractTrading is the implementation of an investment decision. After a portfolio decision has been made by a portfolio manager, it must be implemented, and especially for handling large orders and navigating stressful markets, specific skills and responsibilities are needed that require the expertise of a professional trader. However, the efficiency with which orders are handled and turned into trades depends, not just on traders’ abilities, but also on a market’s liquidity, on the design of the marketplace where shares are traded, and on the regulatory environment. In this chapter, we cover trading costs, liquidity, volatility, price discovery, market structure, and market structure regulation.
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Gumata, Nombulelo, and Eliphas Ndou. "Do Financial Regulatory Tools Impact the Transmission of Capital Inflow Shocks into Credit Extension and Induce a Reallocation of Sectoral Credit Shares?" In Achieving Price, Financial and Macro-Economic Stability in South Africa, 355–71. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66340-7_23.

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Walker, Stuart. "Share Price." In Design Realities, 6–7. spirit / Stuart Walker. Description: First edition. |: Routledge, 2018. http://dx.doi.org/10.4324/9780429489037-3.

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Kluge, Alexander. "Heinrich Heine Prize 2014 Acceptance Speech." In Glass Shards, 185–92. Göttingen: V&R Unipress, 2015. http://dx.doi.org/10.14220/9783737004206.185.

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Fraser, W. D. "Ordinary Shares — Prices and Yields." In Principles of Property Investment and Pricing, 56–66. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-13311-6_6.

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Bierman, Harold. "Share Repurchase and Stock Price." In Increasing Shareholder Value, 43–65. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1505-0_4.

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Pareshkumar Patel, Jay, Nikunj Dilipkumar Gondha, Jai Prakash Verma, and Zdzislaw Polkowski. "Event-Triggered Share Price Prediction." In Lecture Notes in Electrical Engineering, 83–96. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-7804-5_7.

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Fraser, W. D. "Trends in Share Prices." In Principles of Property Investment and Pricing, 88–97. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-13311-6_9.

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Conference papers on the topic "Price shares"

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Long, Wang Jiang, Saiful Hafizah Jaaman, and Humaida Banu Samsudin. "Price returns efficiency of the Shanghai A-Shares." In PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4882618.

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Yi, Yingce, and Yan Zhou. "Related Factors Research on Stock Price Premium of A Shares and H Shares Dual-Listed Companies." In First International Conference Economic and Business Management 2016. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/febm-16.2016.37.

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Wu, Min, and Qiang Yu. "Empirical Analysis of the Impact Factors of the A Shares and H Shares of the Price Differences." In 2010 International Conference on E-Product E-Service and E-Entertainment (ICEEE 2010). IEEE, 2010. http://dx.doi.org/10.1109/iceee.2010.5661626.

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Neves Neto, José de Paula, and Daniel Ratton Figueiredo. "Ranking Influential and Influenced Shares Based on the Transfer Entropy Network." In XVII Workshop em Desempenho de Sistemas Computacionais e de Comunicação. Sociedade Brasileira de Computação - SBC, 2018. http://dx.doi.org/10.5753/wperformance.2018.3324.

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Influence is a concept found in nature and society and is related to the interdependency among a set of objects. In the context of a stock market, the variation in price of shares can influence the variation in price of other shares, leading to influential and influenced shares. In this work we leverage the notion of transfer entropy to build a network of shares and pairwise directed influence that is used to rank the most influential and influenced shares. Classical network centrality metrics such as PageRank and HITS are leveraged to rank the nodes. We apply our methodology to the shares in the greater stock market in Brazil, we rank nodes to find source and destination of influence in that market, while also comparing the different rankings and their correlation with traded volume.
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Tsai, Juijung, Yangchao Wang, and Yingrong Chen. "Price Pressure around Mergers and Acquisitions: Evidence from Shanghai A Shares." In 2017 International Conference on Economic Development and Education Management (ICEDEM 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/icedem-17.2017.29.

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Choustova, Olga. "Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?" In FOUNDATIONS OF PROBABILITY AND PHYSICS - 4. AIP, 2007. http://dx.doi.org/10.1063/1.2713467.

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Gonzalez, Jose Alejandro Avellaneda, Cynthia Maria Ochoa Rey, and Juan Carlos Figueroa Garcia. "A Self-Organizing Neural Fuzzy System to forecast the price of Ecopetrol shares." In 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6327802.

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Santoso, Eko Budi. "Risk of Stock Price and Stock Return From Shares listed on the Indonesia Stock Exchange." In Proceedings of the 5th Annual International Conference on Management Research (AICMaR 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/aicmar-18.2019.17.

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Agrawal, Gaurav. "Global Financial Meltdown and the stock price behavior of underlying domestic shares of listed Indian ADRs / GDRs issues." In 2010 2nd IEEE International Conference on Information and Financial Engineering (ICIFE). IEEE, 2010. http://dx.doi.org/10.1109/icife.2010.5609474.

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Ding, Qianggang, Sifan Wu, Hao Sun, Jiadong Guo, and Jian Guo. "Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/640.

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Predicting the price movement of finance securities like stocks is an important but challenging task, due to the uncertainty of financial markets. In this paper, we propose a novel approach based on the Transformer to tackle the stock movement prediction task. Furthermore, we present several enhancements for the proposed basic Transformer. Firstly, we propose a Multi-Scale Gaussian Prior to enhance the locality of Transformer. Secondly, we develop an Orthogonal Regularization to avoid learning redundant heads in the multi-head self-attention mechanism. Thirdly, we design a Trading Gap Splitter for Transformer to learn hierarchical features of high-frequency finance data. Compared with other popular recurrent neural networks such as LSTM, the proposed method has the advantage to mine extremely long-term dependencies from financial time series. Experimental results show our proposed models outperform several competitive methods in stock price prediction tasks for the NASDAQ exchange market and the China A-shares market.
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Reports on the topic "Price shares"

1

Baker, Malcolm, Robin Greenwood, and Jeffrey Wurgler. Catering Through Nominal Share Prices. Cambridge, MA: National Bureau of Economic Research, January 2008. http://dx.doi.org/10.3386/w13762.

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Burstein, Ariel, and Christian Hellwig. Prices and Market Shares in a Menu Cost Model. Cambridge, MA: National Bureau of Economic Research, September 2007. http://dx.doi.org/10.3386/w13455.

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Harris, Trevor, R. Glenn Hubbard, and Deen Kemsley. The Share Price Effects of Dividend Taxes and Tax Imputation Credits. Cambridge, MA: National Bureau of Economic Research, December 1999. http://dx.doi.org/10.3386/w7445.

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Knetter, Michael. Is Price Adjustment Asymmetric?: Evaluating the Market Share and Marketing Bottlenecks Hypothesis. Cambridge, MA: National Bureau of Economic Research, September 1992. http://dx.doi.org/10.3386/w4170.

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Curtis, Trisha. US Shale Oil Dynamics in a Low Price Environment. Oxford Institute for Energy Studies, November 2015. http://dx.doi.org/10.26889/9781784670436.

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Gentry, William, Deen Kemsley, and Christopher Mayer. Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts. Cambridge, MA: National Bureau of Economic Research, September 2001. http://dx.doi.org/10.3386/w8486.

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Stroud, Rebekah, Peter Levell, and Rachel Griffith. The impact of COVID-19 on share prices in the UK. Institute for Fiscal Studies, March 2020. http://dx.doi.org/10.1920/bn.ifs.2020.bn0276.

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Newell, Richard, Brian Prest, and Ashley Vissing. Trophy Hunting vs. Manufacturing Energy: The Price-Responsiveness of Shale Gas. Cambridge, MA: National Bureau of Economic Research, August 2016. http://dx.doi.org/10.3386/w22532.

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Butera, Luigi, Robert Metcalfe, William Morrison, and Dmitry Taubinsky. Measuring the Welfare Effects of Shame and Pride. Cambridge, MA: National Bureau of Economic Research, March 2019. http://dx.doi.org/10.3386/w25637.

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Rizzo, John, and Richard Zeckhauser. Generic Scrip Share and the Price of Brand-Name Drugs: The Role of the Consumer. Cambridge, MA: National Bureau of Economic Research, June 2005. http://dx.doi.org/10.3386/w11431.

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