Academic literature on the topic 'Stock prices; Returns'
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Journal articles on the topic "Stock prices; Returns"
Heny Sidanti and Annisa Istikhomah. "The Effect Of Stock Price, Share Return, Share Trading Volume, And Return Variant On Bid-Ask Spread On Textile And Garment Companies Listed On The Indonesia Stock Exchange, 2019-2020." International Journal of Science, Technology & Management 2, no. 4 (July 23, 2021): 1357–66. http://dx.doi.org/10.46729/ijstm.v2i4.269.
Full textHasyim, Fuad, and Resyta Aulia Ardityasari. "Derivative Analysis of Value Added to Stock Returns at Jakarta Islamic Index." BISNIS : Jurnal Bisnis dan Manajemen Islam 8, no. 2 (December 30, 2020): 155. http://dx.doi.org/10.21043/bisnis.v8i2.8150.
Full textSiregar, Kurniawan, and Afriapollo Syafarudin. "ANALYSIS OF CRUDE PALM OIL (CPO) PRODUCTION VOLUME AND PRICE ON PROFITABILITYAND ITS IMPACT ON STOCK RETURNS." International Journal of Engineering Technologies and Management Research 6, no. 7 (March 31, 2020): 87–100. http://dx.doi.org/10.29121/ijetmr.v6.i7.2019.419.
Full textHe, Ling T. "Forecasting of housing stock returns and housing prices." Journal of Financial Economic Policy 7, no. 2 (May 5, 2015): 90–103. http://dx.doi.org/10.1108/jfep-01-2014-0004.
Full textKohli, Bindya, and Deepa Pillai. "Influence of Board Reformation on the Stock Returns: an Event Study." International Journal of Engineering & Technology 7, no. 3.16 (July 26, 2018): 71. http://dx.doi.org/10.14419/ijet.v7i3.4.16186.
Full textSmajlbegovic, Esad. "Regional Economic Activity and Stock Returns." Journal of Financial and Quantitative Analysis 54, no. 3 (September 19, 2018): 1051–82. http://dx.doi.org/10.1017/s0022109018001126.
Full textKurniawan, Doni, and Mayar Afriyenti. "Pengaruh Harga Saham, Volume Perdagangan, dan Varian Return Terhadap Bid-Ask Spread (Studi Empiris pada Perusahaan yang Melakukan Stock Split yang Terdaftar di Bursa Efek di Asia Tenggara Tahun 2018)." Wahana Riset Akuntansi 7, no. 1 (June 25, 2019): 1397. http://dx.doi.org/10.24036/wra.v7i1.104564.
Full textSalisu, Afees Adebare, Raymond Swaray, and Tirimisiyu Oloko. "US stocks in the presence of oil price risk: Large cap vs. Small cap." Economics and Business Letters 6, no. 4 (March 18, 2018): 116. http://dx.doi.org/10.17811/ebl.6.4.2017.116-124.
Full textMuhtaseb, Buthaina M. A., and Ghazi Al-Assaf. "Oil Price Fluctuations and Their Impact on Stock Market Returns in Jordan: Evidence from an Asymmetric Cointegration Analysis." International Journal of Financial Research 8, no. 1 (December 8, 2016): 172. http://dx.doi.org/10.5430/ijfr.v8n1p172.
Full textBoucher, Christophe. "Stock Prices, Inflation and Stock Returns Predictability." Finance 27, no. 2 (2006): 71. http://dx.doi.org/10.3917/fina.272.0071.
Full textDissertations / Theses on the topic "Stock prices; Returns"
Hayes, Simon. "The behaviour of U.K. stock prices and returns." Thesis, University of Newcastle Upon Tyne, 1995. http://hdl.handle.net/10443/177.
Full textBrodd, Tobias, and Adrian Djerf. "Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229752.
Full textDen finansiella marknaden är ett stokastiskt och komplext system som är svårt att modellera. Det är angeläget för investerare att kunna modellera sannolikheten för möjliga utfall av finansiella investeringar och beslut för att kunna producera fruktfulla och produktiva investeringar. Den här studien undersöker hur Monte Carlo-simuleringar av så kallade random walks kan användas för att modellera sannolikheten för framtida aktieavkastningar, och hur simuleringarna kan förbättras för att ge bättre precision. Den implementerade metoden använder den matematiska modellen Geometric Brownian Motion (GBM) för att simulera aktiepriser. Tio svenska large-cap aktier valdes ut som data för simuleringarna, som sedan gjordes för tidsperioderna 1 månad, 3 månader, 6 månader, 9 månader och 12 månader. Huvudparametrarna som bestämmer utfallet av simuleringarna är medelvärdet av avkastningarna för en aktie samt standardavvikelsen av de historiska avkastningarna. När dessa parametrar beräknades utan viktning gav metoden ingen statistisk signifikans. Metoden förbättrades och gav då statistisk signifikans på en 1 månadsperiod när parametrarna istället var viktade. Metoden skulle kunna visa sig ha högre precision än vad den här studien föreslår. Det är möjligt att till exempel variera antagandena angående prisernas fördelning med avseende på storleken av den nuvarande tidsperioden, och genom att använda andra vikter. Monte Carlo-simuleringar har därför potentialen att utvecklas till ett kraftfullt verktyg som kan öka vår förmåga att modellera och förutse aktiekurser.
Chatrdamrongtham, Mungkorn. "The information content of quarterly earnings : earnings announcement price response of income stocks and growth stocks in a developing economy; the case of Thailand." Thesis, Manchester Metropolitan University, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.324054.
Full textChelley-Steeley, Patricia L. "Small firm effects in the UK stock market." Thesis, Loughborough University, 1995. https://dspace.lboro.ac.uk/2134/7320.
Full textSchmitz, Anthony. "Effect of oil prices on returns to alternative energy investments." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31843.
Full textCommittee Chair: Vivek Ghosal; Committee Member: Byung-Cheol Kim; Committee Member: Chun-Yu Ho; Committee Member: Tibor Besedes. Part of the SMARTech Electronic Thesis and Dissertation Collection.
Mabhunu, Mind. "The market efficiency hypothesis and the behaviour of stock returns on the JSE securities exchange." Thesis, Rhodes University, 2004. http://hdl.handle.net/10962/d1002762.
Full textSalimi, Sofla Amin. "Correlation of Returns in Stock Market Prices : Evidence from Nordic Countries." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-39330.
Full textKruger, Theunis Lodewicus. "Dividend stability, dividend yield and stock returns on the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52241.
Full textENGLISH ABSTRACT: This study investigates the relationship between dividends and stock returns on the Johannesburg Stock Exchange (JSE). In this mini study project a regression model is used to investigate the relationship between dividend yield portfolios and stock returns. Each of these dividend yield portfolios are further subdivided into dividend stability portfolios which together with a regression model are used to investigate the relationship between dividend stability and stock returns on the JSE. It follows from this study that there is a non-linear relationship between the risk-adjusted returns and dividend yields. A significant finding of this study is the fact that there is an inverse linear relationship between the dividend yield and average stock returns for dividend paying portfolios on the JSE. Investors on the JSE appear to place a premium on capital gains as opposed to dividends. It follows from this study that there is an inverse correlation between dividend stability and the risk-adjusted return with the beta coefficient increasing as dividend stability decreases. Within a particular yield portfolio, it is evident that higher systematic risk is associated with shares with unstable dividend yielding histories. It is clear from the results that this dividend signalling is not limited to high yielding stocks alone. As dividends are not entirely controlled by managers, a low stable dividend yield could signal a low exposure to systematic risk to outsiders.
AFRIKAANSE OPSOMMING: In hierdie studie word die verband tussen dividende en aandeelopbrengste op die Johannesburgse Effektebeurs ondersoek. 'n Regressiemodel is in hierdie mini werkstuk gebruik om die verwantskap tussen dividend opbrengsportfolios en aandeelopbrengs te ondersoek. Elk van hierdie opbrengsportfolios is vervolgens verder verdeel in dividendstabiliteitsportfolios wat tesame met 'n regressiemodel gebruik is om die verband tussen dividendstabiliteit en aandeelopbrengs te bepaal. Dit volg uit hierdie studie dat daar 'n nie-lineêre verband tussen risiko aangepaste aandeelopbrengs en dividendopbrengs bestaan. 'n Noemenswaardige bevinding is die inverse lineêre verwantskap tussen dividend en gemiddelde aandeelopbrengs vir dividend betalende aandele op die Johannesburgse Effektebeurs. Dit blyk asof beleggers op die Johannesburgse Effektebeurs 'n premie plaas op kapitaalgroei ten koste van dividendopbrengs. Dit volg ook uit hierdie studie dat daar 'n inverse korrelasie is tussen dividendstabiliteit en risiko aangepaste aandeelopbrengs met die beta koëffissiënte wat toeneem soos dividendstabiliteit afneem. Binne 'n spesifieke dividendopbrengsportfolio is dit duidelik dat hoër sistematiese risiko geassosieer word met onstabiele historiese dividendopbrengste. Dit volg uit die resultate dat hierdie inligtingoordrag deur middel van dividende, nie beperk is tot hoë dividendopbrengs aandele nie. Aangesien dividende nie uitsluitlik deur bestuurders beheer word nie, kan 'n aandeel met lae maar stabiele dividendopbrengs, 'n boodskap van lae blootstelling aan sistematiese risiko aan die mark oordra.
Holm, Mattias. "Impact of analyst’s target prices and stock recommendations on the returns of the stocks traded on the Stockholm Stock Exchange." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-85150.
Full textPozo, Veronica F. "Effects of meat and poultry recalls on firms' stock prices." Diss., Kansas State University, 2014. http://hdl.handle.net/2097/18160.
Full textDepartment of Agricultural Economics
Ted Schroeder
Food recalls have been an issue of great concern in the food industry. Stakeholder responses to food safety scares can cause significant economic losses for food firms. Assessing the overall impact that may result from a food recall requires a thorough understanding of the costs incurred by firms. However, quantifying these costs is daunting if not impossible. A direct measurement of a firm’s total costs and losses of revenue associated with a food recall requires firm-level data that is not available. The method utilized in this study overcomes this severe limitation. Using an event study, the impact of meat and poultry recalls is quantified by analyzing price reactions in financial markets, where it is expected that stock prices would reflect the overall economic impact of a recall. A unique contribution of this study is evaluating whether recall and firm specific characteristics are economic drivers of the magnitude of impact of meat and poultry recalls on stock prices. Results indicate that on average shareholders’ wealth is reduced by 1.15% within 5 days after a firm is implicated in a recall involving serious food safety hazards. However, when recalls involve less severe hazards, stock markets do not react negatively. Also, reductions in company valuations return to pre-recall levels after day 20. Firm size, firm’s experience, media information and recall size are drivers of the economic impact of meat and poultry recalls. That is, firms recalling a larger amount of product perceive greater reductions in company valuations. Additionally, recalls issued by larger firms are less likely to present negative effects on stock prices, compared to smaller firms. Moreover, firms that have recently issued a recall are less harmed by a new recall compared to those firms issuing a recall for first time. Thus, suggesting that investors take into consideration the past performance of a company when dealing with food recalls. Furthermore, media information has a negative impact on shareholder’s wealth. Findings from this study provide essential information to the meat industry. In particular, understanding the likely impact of such “black swan” events is critical for firm’s investing in food safety technologies and protocols.
Books on the topic "Stock prices; Returns"
Asquith, Paul. Short interest and stock returns. Cambridge, MA: National Bureau of Economic Research, 2004.
Find full textLamont, Owen A. Investment plans and stock returns. Cambridge, MA: National Bureau of Economic Research, 1999.
Find full textJones, Charles M. Short sale constraints and stock returns. Cambridge, MA: National Bureau of Economic Research, 2001.
Find full textTitman, Sheridan. Capital investments and stock returns. Cambridge, Mass: National Bureau of Economic Research, 2003.
Find full textA, Sinquefield Rex, and Institute of Chartered Financial Analysts. Research Foundation., eds. Stocks, bonds, bills, and inflation: Historical returns (1926-1987). Charlottesville, Va: Research Foundation of the Institute of Chartered Financial Analysts, 1989.
Find full textCalvet, Laurent E. Multifrequency news and stock returns. Cambridge, Mass: National Bureau of Economic Research, 2005.
Find full textCalvet, Laurent E. Multifrequency news and stock returns. Cambridge, MA: National Bureau of Economic Research, 2005.
Find full textMcCarthy, Kevin A. Using economic variables to explain stock market returns. Dublin: University CollegeDublin, 1996.
Find full textLamont, Owen A. Financial constraints and stock returns. Cambridge, MA: National Bureau of Economic Research, 1997.
Find full textJacobsen, Ben. Time series properties of stock returns. Amsterdam: Kluwer Bedrijfsinformatie, 1997.
Find full textBook chapters on the topic "Stock prices; Returns"
McMillan, David G. "Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration." In Predicting Stock Returns, 9–26. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_2.
Full textAnghel, Andrei, Dallina Dumitrescu, and Cristiana Tudor. "Using Past Prices and Earnings to Derive Abnormal Returns over a Stock Index." In Entrepreneurship, Business and Economics - Vol. 2, 627–35. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27573-4_40.
Full textKartsonakis Mademlis, Dimitrios, and Nikolaos Dritsakis. "Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach." In Advances in Time Series Data Methods in Applied Economic Research, 209–21. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02194-8_16.
Full textAtu, Nurul Nazurah, Imbarine Bujang, and Norlida Jaafar. "Shock and Volatility Transmission Between Oil Prices and Stock Returns: Case of Oil-Importing and Oil-Exporting Countries." In Proceedings of the 2nd Advances in Business Research International Conference, 111–22. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-6053-3_11.
Full textKemna, Angelien G. Z. "Comments on Mario Levis “Market Size, PE Ratios, Dividend Yield and Share Prices: Their Impact on Common Stock Returns." In A Reappraisal of the Efficiency of Financial Markets, 197. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_10.
Full textKolari, James W., Wei Liu, and Jianhua Z. Huang. "Stock Return Data and Empirical Methods." In A New Model of Capital Asset Prices, 113–30. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-65197-8_5.
Full textGumata, Nombulelo, and Eliphas Ndou. "Stock Price Returns, Volatility and Costly Asset Price Boom–Bust Episodes." In Bank Credit Extension and Real Economic Activity in South Africa, 149–79. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-43551-0_7.
Full textKubota, Keiichi, and Hitoshi Takehara. "Risk and Return on the Tokyo Stock Exchange." In Reform and Price Discovery at the Tokyo Stock Exchange, 42–60. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137540393_4.
Full textZuo, Yi, Masaaki Harada, Takao Mizuno, and Eisuke Kita. "Bayesian Network Based Prediction Algorithm of Stock Price Return." In Intelligent Decision Technologies, 397–406. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29977-3_40.
Full textMa, Jun, Zhenhua Su, and Mark E. Wohar. "The Stock Return Predictability and Stock Price Decomposition in the Chinese Equity Market." In Experiences and Challenges in the Development of the Chinese Capital Market, 150–70. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137454638_8.
Full textConference papers on the topic "Stock prices; Returns"
Schabek, Tomasz, and Nijolė Maknickienė. "INFLUENCE OF MACROECONOMIC FACTORS ON STOCK PRICES IN POLAND – CROSS SECTION AND TIME SERIES ANALYSIS." In Business and Management 2018. VGTU Technika, 2018. http://dx.doi.org/10.3846/bm.2018.54.
Full textChen, Jian-bao, Ting-ting Cheng, and Deng-ling Wang. "Are There any Influences of Oil Prices to Chinese and American Stock Returns?" In 2009 International Joint Conference on Computational Sciences and Optimization, CSO. IEEE, 2009. http://dx.doi.org/10.1109/cso.2009.163.
Full textKılıç, Süleyman Bilgin, and Salih Çam. "Estimation of Direction of Exchange Rate, Gold Price and Stock Market Returns with High Order Markov Chain Models." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01736.
Full textHorng, Wann-Jyi, Ju-Lan Tsai, and Yung-Chin Chiu. "A Model of the Oil Prices' Return Rate Threshold for the Two Stock Market Returns: An Evidence Study of the U.S. and Canada's Stock Markets." In 2009 Fourth International Conference on Computer Sciences and Convergence Information Technology. IEEE, 2009. http://dx.doi.org/10.1109/iccit.2009.116.
Full textDias, Rui, Paula Heliodoro, Paulo Alexandre, and Rita Silva. "TESTING THE WEAK FORM OF EFFICIENT MARKET HYPOTHESIS: EMPIRICAL EVIDENCE IN THE CONTEXT OF THE COVID-19 PANDEMIC." In Sixth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/limen.s.p.2020.1.
Full textSilva, Rita, Rui Dias, Paula Heliodoro, and Paulo Alexandre. "RISK DIVERSIFICATION IN ASEAN-5 FINANCIAL MARKETS: AN EMPIRICAL ANALYSIS IN THE CONTEXT OF THE GLOBAL PANDEMIC (COVID-19)." In Sixth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/limen.s.p.2020.15.
Full textMohite, S. D. D. "Downstream Refining and Petrochemicals Challenges - Future Configuration." In SPE Energy Resources Conference. SPE, 2014. http://dx.doi.org/10.2118/spe-169979-ms.
Full textChen, Ruey-Shii, Sing-Yu Lee, Sheng-Yun Yu, and Chun-Chieh Hsieh. "The Nature of News, Insider Ownership, Stock Price and Stock Returns." In 2009 First International Conference on Information Science and Engineering. IEEE, 2009. http://dx.doi.org/10.1109/icise.2009.1234.
Full textSun, Tong, Jia Wang, Pengfei Zhang, Yu Cao, Benyuan Liu, and Degang Wang. "Predicting Stock Price Returns Using Microblog Sentiment for Chinese Stock Market." In 2017 3rd International Conference on Big Data Computing and Communications (BIGCOM). IEEE, 2017. http://dx.doi.org/10.1109/bigcom.2017.59.
Full textYirui, Yuan. "Daily Equity Returns and Price Limit in China's Stock Market." In International Conference on Information System and Management Engineering. SCITEPRESS - Science and Technology Publications, 2015. http://dx.doi.org/10.5220/0006018200110014.
Full textReports on the topic "Stock prices; Returns"
Chen, Joseph, Harrison Hong, and Jeremy Stein. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. Cambridge, MA: National Bureau of Economic Research, May 2000. http://dx.doi.org/10.3386/w7687.
Full textGómez-González, José Eduardo, and Jorge Hirs-Garzón. Uncovering the time-varying nature of causality between oil prices and stock market returns : a multi-country study. Bogotá, Colombia: Banco de la República, August 2017. http://dx.doi.org/10.32468/be.1009.
Full textBris, David le, William Goetzmann, and Sébastien Pouget. Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946. Cambridge, MA: National Bureau of Economic Research, June 2014. http://dx.doi.org/10.3386/w20199.
Full textCarrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, Ana Fernanda Maiguashca-Olano, Carolina Soto, Roberto Steiner-Sampedro, and Juan José Echavarría-Soto. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, February 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.
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