Relevant bibliographies by topics / Stock quote

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Stock quote'

Author: Grafiati
Published: 10 September 2021
Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Stock quote.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Stock quote"

1

Snell, Andy, and Ian Tonks. "Determinants of Price Quote Revisions on the London Stock Exchange." Economic Journal 105, no. 428 (January 1995): 77. http://dx.doi.org/10.2307/2235320.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Tivnan, Brian, David Slater, James Thompson, Tobin Bergen-Hill, Carl Burke, Shaun Brady, Matthew Koehler, Matthew McMahon, Brendan Tivnan, and Jason Veneman. "Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets." Journal of Risk and Financial Management 11, no. 4 (October 28, 2018): 73. http://dx.doi.org/10.3390/jrfm11040073.

Full text
Abstract:
Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor—the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the Securities Information Processor (SIP), we focus here on its accuracy. Relying on Trade and Quote data, we provide various measures of SIP latency relative to high-speed data feeds between exchanges, known as direct feeds. We use first differences to highlight not only the divergence between the direct feeds and the SIP, but also the fundamental inaccuracy of the SIP. We find that as many as 60% or more of trades are reported out of sequence for stocks with high trade volume, therefore skewing simple measures, such as returns. While not yet definitive, this analysis supports our preliminary conclusion that the underlying infrastructure of the SIP is currently unable to keep pace with the trading activity in today’s stock market.
APA, Harvard, Vancouver, ISO, and other styles
3

강태훈. "The Introduction of Request For Quote (RFQ) in Individual Stock Options Market." Korean Journal of Financial Engineering 18, no. 3 (September 2019): 1–29. http://dx.doi.org/10.35527/kfedoi.2019.18.3.001.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Kang, Jangkoo, and Hyoung-Jin Park. "The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets." Review of Pacific Basin Financial Markets and Policies 11, no. 02 (June 2008): 227–54. http://dx.doi.org/10.1142/s0219091508001337.

Full text
Abstract:
This paper examines the dynamics of returns and order imbalances across the KOSPI 200 cash, futures and option markets. The information effect is more dominant than the liquidity effect in these markets. In addition, returns have more predictability power for the future movements of prices than order imbalances. Information seems to be transmitted more strongly from derivative markets to their underlying asset markets than from the underlying asset markets to their derivative markets. Finally, domestic institutional investors prefer futures, domestic individual investors prefer options, and foreign investors prefer stocks relative to other investor groups when they have new information.
APA, Harvard, Vancouver, ISO, and other styles
5

Rodríguez-Ariza, Lázaro, María Victoria López-Pérez, and Arminda García Santana. "Corporate governance as motor of change of entrepreneurial culture." Corporate Ownership and Control 3, no. 4 (2006): 192–201. http://dx.doi.org/10.22495/cocv3i4c1p5.

Full text
Abstract:
Information disclosure on best practices should have positive effects on entrepreneurial performance. This paper attempts to study the deep cultural change occurring in firms. To achieve this, we analyze the effect of adopting good corporate governance practices on management. Thus, the objective of this research is to test whether significant differences in entrepreneurial efficiency exist between two groups of firms. One of these groups quotes on Dow Jones Global Index (DJGI) and has adopted good corporate governance practices. The other group is formed of firms which do not quoted on stock exchange and do not apply best practices. We selected a sample of 100 firms for the period 1998-2004 and analyzed some economical financial indicators usually used to measure entrepreneurial efficiency. We confirm the effect that the adoption of these practices has on economic-financial indicators. The empirical analysis supports the conclusion that differences in efficiency exist between firms that belong to the DJGI and disclose information concerning best practices and firms that do not quote on stock exchange and do not disclose this kind of information. We then study the sign of these differences and draw conclusions
APA, Harvard, Vancouver, ISO, and other styles
6

Kryzanowski, Lawrence, and Howard Nemiroff. "Market Quote and Spread Component Cost Behavior Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges." Financial Review 36, no. 2 (May 2001): 115–38. http://dx.doi.org/10.1111/j.1540-6288.2001.tb00013.x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Hsieh, Tzung-Yuan, Shaung-Shii Chuang, and Ching-Chung Lin. "Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market." Review of Pacific Basin Financial Markets and Policies 11, no. 04 (December 2008): 591–616. http://dx.doi.org/10.1142/s0219091508001490.

Full text
Abstract:
Empirical studies on the influence of tick-size reduction towards market liquidity have focused almost exclusively on quote-driven markets in developed nations, and generally their findings are based on time periods of less than one year. This work investigates the influence of tick-size reduction and the relaxations of binding-constraint probability on market liquidity in the Taiwanese stock market, an emerging order-driven market, starting on March 1, 2005. The empirical results show that the spread, depth, market liquidity, and binding-constraint probability all decrease following the tick-size reduction, especially for low-priced stocks. These results can be attributed to relaxation of binding constraints. Additionally, stocks that are frequently traded, have larger market capitalization, or have restrictive binding constraints, experience considerable declines in spread, depth, and market liquidity following tick-size reduction. Trading activity plays an important role in explaining changes in spread, depth, market liquidity, and binding constraints. Thus, tick-size reduction in the Taiwanese Stock Market can increase market efficiency and reduce the investors' trading costs.
APA, Harvard, Vancouver, ISO, and other styles
8

Daan, Niels, Henrik Gislason, John G. Pope, and Jake C. Rice. "Apocalypse in world fisheries? The reports of their death are greatly exaggerated." ICES Journal of Marine Science 68, no. 7 (May 12, 2011): 1375–78. http://dx.doi.org/10.1093/icesjms/fsr069.

Full text
Abstract:
Abstract Daan, N., Gislason, H., Pope, J. G., and Rice, J. C. 2011. Apocalypse in world fisheries? The reports of their death are greatly exaggerated. – ICES Journal of Marine Science, 68: 1375–1378. The catch-based methods underlying the forecast that by 2048 all commercially exploited stocks will have collapsed have been severely criticized, and a recent and more-elaborate analysis by a group of scientists that included the lead author of the original article has led to a quite different interpretation. Nonetheless, the 2006 forecast of a forthcoming apocalypse in the oceans is still uncritically referred to by critics of current management and fisheries science. In the title, the quote by Mark Twain is paraphrased to underline the fact that this prediction is both technically and conceptually flawed: (i) any series of random numbers subjected to the algorithm underlying the prediction will show a pattern similar to that observed in catch statistics; (ii) this pattern should be accounted for in making predictions; and (iii) interpreting the period of maximum harvest in a time-series as generally reflecting a period during which a stock was fully exploited is incorrect, because history often has shown that these maximum yields were taken during a period of overexploitation and could not have been sustainable.
APA, Harvard, Vancouver, ISO, and other styles
9

Chambi Condori, Pedro Pablo. "Financial contagion: The impact of the volatility of global stock exchanges on the Lima-Peru Stock Exchange." Economía & Negocios 1, no. 1 (June 24, 2020): 13–27. http://dx.doi.org/10.33326/27086062.2019.1.896.

Full text
Abstract:
What happens in the international financial markets in terms of volatility, have an impact on the results of the local stock market financial markets, as a result of the spread and transmission of larger stock market volatility to smaller markets such as the Peruvian, assertion that goes in accordance with the results obtained in the study in reference. The statistical evaluation of econometric models, suggest that the model obtained can be used for forecasting volatility expected in the very short term, very important estimates for agents involved, because these models can contribute to properly align the attitude to be adopted in certain circumstances of high volatility, for example in the input, output, refuge or permanence in the markets and also in the selection of best steps and in the structuring of the portfolio of investment with equity and additionally you can view through the correlation on which markets is can or not act and consequently the best results of profitability in the equity markets. This work comprises four well-defined sections; a brief history of the financial volatility of the last 15 years, a tight summary of the background and a dense summary of the methodology used in the process of the study, exposure of the results obtained and the declaration of the main conclusions which led us mention research, which allows writing, evidence of transmission and spread of the larger stock markets toward the Peruvian stock market volatility, as in the case of the American market to the market Peruvian stock market with the coefficient of dynamic correlation of 0.32, followed by the Spanish market and the market of China. Additionally, the coefficient of interrelation found by means of the model dcc mgarch is a very important indicator in the structure of portfolios of investment with instruments that they quote on the financial global markets.
APA, Harvard, Vancouver, ISO, and other styles
10

Frijns, Bart, and Alireza Tourani-Rad. "The long-run performance of the New Zealand stock markets: 1899-2013." Pacific Accounting Review 28, no. 1 (February 1, 2016): 59–70. http://dx.doi.org/10.1108/par-11-2014-0039.

Full text
Abstract:
Purpose – The aim of this paper is to construct a historical index for the New Zealand stock markets going back to 1899. From these historical returns, the authors can extract the average capital gains and dividend yield. It also allows them to provide an estimate for the equity risk premium (ERP). Design/methodology/approach – The authors collect stock-level data (prices, dividends, etc.) from quote records that are kept at the National Library in Wellington. From the stock-level data, the authors compute a value-weighted market index over the period 1899-2013. Findings – Over the period 1899-2013, the arithmetic mean of equity returns is 10.82 per cent p.a., with a standard deviation of 20.09 per cent. The New Zealand equity market had 92 years of positive returns and 23 years of negative returns during the sample period. The 10-year government bond yield, over the entire period, has an arithmetic mean return of 5.75 per cent. The ERP, on average, is 5.07 per cent. Originality/value – The authors collect the longest available historical data series for the New Zealand equity market. They document statistical properties as well as the long-term ERP over the entire sample period of 115 years and several subperiods. The ERP is a key input in corporate/project valuation.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Stock quote"

1

Dunn, Matthew Richard. "The exploitation of selected non-quota species in the English Channel." Thesis, University of Portsmouth, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301983.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Chan, Ka Ming Camay. "The profitability of index futures spread arbitrage strategies with bid and ask index quotes." HKBU Institutional Repository, 2001. http://repository.hkbu.edu.hk/etd_ra/337.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Al-Malkawi, Husam-Aldin Nizar Y. "Dividend policy of publicly quoted companies in emerging markets the case of Jordan /." View Thesis, 2005. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20050804.103934/index.html.

Full text
Abstract:
Thesis (Ph.D.) -- University of Western Sydney, 2005.
"A thesis submitted in fulfilment of the requirements of the degree of Doctor of Philosophy (Finance), February 2005, School of Economics and Finance, University of Western Sydney" Includes bibliography.
APA, Harvard, Vancouver, ISO, and other styles
4

Al-Malkawi, Husam-Aladin Nizar Y., University of Western Sydney, College of Law and Business, and School of Economics and Finance. "Dividend policy of publicly quoted companies in emerging markets : the case of Jordan." THESIS_CLAB_EFI_Al-Malkawi_H.xml, 2005. http://handle.uws.edu.au:8081/1959.7/819.

Full text
Abstract:
The determinants of corporate dividend policy remain controversial despite half a century of active research. Over that time a number of competing theories of dividend policy have been proposed, but no consensus has been reached about their explanatory power. This thesis examines the determinants of dividend policy of publicly quoted companies in Jordan as a case study of an emerging market. The study uses a firm-level panel data set of all publicly traded firms on the Ammam Stock Exchange between 1989 and 2000. Nine research hypotheses are developed, which are used to represent the main theories of corporate dividends. The results of studies conducted in this thesis suggest that the proportion of stocks held by insiders and state ownership significantly affect the amount of dividends paid, but not the decision to pay dividends. Larger, mature, profitable firms with less investment opportunities are more likely to pay dividends. These factors are found to also positively affect the level of dividends. Results provide no support for the signalling hypothesis. The thesis concludes with a discussion of some of the implications of all results and suggestions for further research.
Doctor of Philosophy (Finance)
APA, Harvard, Vancouver, ISO, and other styles
5

Sanusi, Muhammad Surajo. "Market efficiency, volatility behaviour and asset pricing analysis of the oil & gas companies quoted on the London Stock Exchange." Thesis, Robert Gordon University, 2015. http://hdl.handle.net/10059/1243.

Full text
Abstract:
This research assessed market efficiency, volatility behaviour, asset pricing, and oil price risk exposure of the oil and gas companies quoted on the London Stock Exchange with the aim of providing fresh evidence on the pricing dynamics in this sector. In market efficiency analysis, efficient market hypothesis (EMH) and random walk hypothesis were tested using a mix of statistical tools such as Autocorrelation Function, Ljung-Box Q-Statistics, Runs Test, Variance Ratio Test, and BDS test for independence. To confirm the results from these parametric and non-parametric tools, technical trading and filter rules, and moving average based rules were also employed to assess the possibility of making abnormal profit from the stocks under study. In seasonality analysis, stock returns were tested for the day-of-the-week and month-of-the-year effects. Volatility processes, estimation, and forecasting were undertaken using both asymmetric and symmetric volatility models such as GARCH (1,1) and Threshold ARCH or TARCH (1,1,1) to investigate the volatility behaviour of stock returns. To determine the effect of an exogenous variable on volatility, Brent crude oil price was used in the models formulated as a variance regressor for the assessment of its impact on volatility. The models were then used to forecast the price volatility taking note of the forecasting errors for the determination of the most effective forecasting model. International oil price risk exposure of the oil and gas sector was measured using a multi-factor asset pricing model similar to that developed by Fama and French (1993). Factors used in the asset pricing model are assessed for statistical significance and relevance in the pricing of oil and gas stocks. Data used in the study were mainly the adjusted daily closing prices of oil and gas companies quoted on the exchange. Five indices of FTSE All Share, FTSE 100, FTSE UK Oil and Gas, FTSE UK Oil and Gas Producers, and FTSE AIM SS Oil and Gas were also included in the analysis. Our findings suggest that technical trading rules cannot be used to gain abnormal returns, which could be regarded as a sign for weak form market efficiency. The results from seasonality analysis have not shown any day-of-the-week or monthly effect in stock returns. The pattern of stock returns’ volatility can be estimated and forecasted, although the relationship between risk and return cannot be generalised. On a similar note, the relationship between volatility attributes and the efficient market hypothesis cannot be clearly established. However, we have established that volatility modelling can significantly measure the quantum of risk in the oil and gas sector. Market risk, oil price risk, size and book-to-market related factors in asset pricing models were found to be relevant in the determination of asset prices of the oil and gas companies.
APA, Harvard, Vancouver, ISO, and other styles
6

Fausti, Giovanni, Gustaf Sandelin, and Adam Bratt. "Stock Splits And The Impact On Abnormal Return : A Quantitative Research on Nasdaq Stockholm." Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-194741.

Full text
Abstract:
Throughout history stock splits have only been seen as a cosmetic change on how a firm express its market value of equity. This study investigates if abnormal return occurs in connection with stock split announcements on Nasdaq Stockholm and how the variations may be explained by selected factors. An event study is performed on 83 stock splits during the time period 2010-2020 to establish if abnormal return is present. With a multivariate linear regression, split quota, firm size and trading volume are the selected factors which may explain the variations in abnormal return. The results from the event study establish abnormal return one day prior to the announcement and the event day itself. Further, the regression confirms at a statistically significant level the negative relationship between firm size and abnormal return. For trading volume, the regression finds no statistically significant result and thereby it does not explain the variations in abnormal return. As for split quota, no conclusion can be drawn whether it affects abnormal return or not. The study concludes the occurrence of abnormal return in connection with stock split announcements on Nasdaq Stockholm and firm size as one of the factors explaining the variations.
APA, Harvard, Vancouver, ISO, and other styles
7

Moaveni, Ameneh, and Malin Ljungberg. "Verkligt värde : implementation of IAS 40 in quoted real estate companies on the Stockholm stock exchange, and effect on the company key ratios." Thesis, Södertörn University College, School of Business Studies, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-762.

Full text
Abstract:

Background: Within real estate companies assets according to IFRS/ IAS 40 should be valued at fair value, to compare with previous valuation criteria according to which real estate should valued at cost. Two models can be used within IAS 40, these are value at cost and fair value. When valued at cost the real estate value in the balance sheet should be specified at cost. The method chosen by the company should be used for all real estate within the company except for the premises used by the company.

Purpose: The purpose of the study is to analyse and evaluate how real estate companies experienced the problems that arose when converting to IAS 40, and to analyse the effects on the companies key ratios as a result of the change of accounting method. Key ratios examined were, return on equity, solvency ratio, P/E-ratio and debt/equity ratio.

Method: The essay is made on a qualitative effort in the form of four interviews with experts within the chosen subject area. The compilation of key ratio is made in a quantitative form and is made up of secondary data. Conclusions: With the implementing of IAS 40 for real estate accounting, the ability to better compare the accounting between real estate companies increased, even though all companies do not account for their real estate in the same way. It appeared that the regulation requirements need to be adjusted and formed in a way that better matches the reality in which real estate companies act. Valuation with fair value proved to have both advantages and disadvantages. The advantage was that the comparability and the fair picture between real estate companies increased. The disadvantage was that the valuation of the fair value gives an increased risk for the real estate companies to be over- or undervalued. A wrong valuation gives a wrong picture of the real estate companies and effects the key ratios in a volatile manner.

APA, Harvard, Vancouver, ISO, and other styles
8

Kratochvíl, Bohumír. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224763.

Full text
Abstract:
Master´s thesis goal that the author hopes to achieve is a design of an application aiding stock technical analysis based on identified needs. Based on analysis regarding modules for technical analysis of current trading platforms, I found out there is a certain space for improvement. Implemented trading rules and technical indicators of the application itself are further examined in terms of prognostic success rate on historical data. Selected chapters of technical analysis are fundamental base for this master´s thesis.
APA, Harvard, Vancouver, ISO, and other styles
9

Lopes, Gonçalo Pais Ribeiro Pinto. "The impact of the acquisition of fintech companies in bank stock prices." Master's thesis, 2020. http://hdl.handle.net/10071/20648.

Full text
Abstract:
The Technology Revolution has been changing the way people interact with each other, as well as changing the way several industries operate for the last decades. This Dissertation studies banking industry, which is one of the major industries that is undergoing a digital transformation. The objective of the following Dissertation is to analyze and study what impact does Fintech have on the already-established financial companies, with a special emphasis on European banks, as well as analyzing whether there is some specific type of Fintech company more capable of impacting more significantly the share price of the acquirer.. With the use of the event study methodology, it was possible to analyze how a merger or acquisition (M&A) of a Fintech company by a financial company affects the share price of the acquirer. The present Dissertation uses financial market data to understand if there is a positive significant effect on the share price of the acquirer when if a Fintech M&A event occurs. The empirical results of this Dissertation allow us to conclude that the acquisition of Fintech companies have a positive and significant impact in the share price of the acquirer, both European banks as well as other financial companies. In regard to the type of Fintech, the results show that the “Digital Banking” type of Fintech is the one which has the most positive and significant impact, while “Software” has the most negative and significant impact. The robustness of the model was tested, and the results show that the results are globally stable.
A Revolução Tecnológica tem alterado de forma significativa a maneira como as pessoas interagem umas com as outras, tal como tem mudado a maneira como várias indústrias têm operado nas últimas décadas. Nesta Dissertação é estudada a indústria financeira, que é umas das principais indústrias que tem sido objecto de uma transformação digital. O objetivo desta Dissertação é analisar e estudar os impactos que as Fintech têm nas já estabelecidas empresas financeiras, com especial ênfase para os bancos Europeus, bem como analisar se existe alguma categoria específica de empresa Fintech que tenha um impacto mais significativo na cotação bolsista da empresa compradora. A presente Dissertação emprega a metodologia quantitativa de estudos de eventos, analisando como uma fusão ou aquisição (F&A) de uma empresa Fintech por uma empresa financeira afeta a cotação bolsista da empresa compradora. A presente Dissertação usa dados financeiros de alta frequência dos mercados, sendo possível, através da metodologia descrita, analisar se existe um efeito positivo e significante na cotação bolsista da empresa compradora. Os resultados empíricos da presente Dissertação permitem concluir que a aquisição de empresas Fintech apresenta impactos positivos e significativos na cotação bolsista das empresas compradoras, sejam bancos europeus ou outras empresas presentes na indústria financeira. Quanto à categoria de Fintech, os resultados mostram que as Fintech do tipo “Bancos Digitais” são as que têm o maior impacto positivo e significante, enquanto que as do tipo “Software” são as que têm o maior impacto negativo e significante. A robustez do modelo é igualmente testada e os resultados finais demostram que os resultados são globalmente estáveis.
APA, Harvard, Vancouver, ISO, and other styles
10

"Investigation of an error-correction model for trade and quote prices." 2010. http://library.cuhk.edu.hk/record=b5894492.

Full text
Abstract:
Wong, Kin Lung Keith.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2010.
Includes bibliographical references (p. 127-131).
Abstracts in English and Chinese.
Abstract --- p.i
Thesis/Assessment Committee --- p.iii
Acknowledgement --- p.iv
Chapter 1 --- Introduction --- p.1
Chapter 2 --- Background Studies --- p.5
Chapter 2.1 --- Ultra-high Frequency Data Handling with Database Server --- p.5
Chapter 2.1.1 --- Use of Database Server --- p.5
Chapter 2.2 --- Ultra-high Frequency Data Treatments --- p.7
Chapter 2.2.1 --- Cleaning of Data --- p.7
Chapter 2.2.2 --- Matching of a Trade and Its Standing Quote --- p.13
Chapter 2.3 --- Tick-by-tick Price Modeling --- p.15
Chapter 2.3.1 --- Multivariate Linear Models --- p.15
Chapter 2.3.2 --- Duration and Volume Handling --- p.16
Chapter 2.3.3 --- VAR Model Selection Techniques --- p.20
Chapter 2.3.4 --- Seasonality Handling --- p.24
Chapter 3 --- Problem Definition and Framework --- p.27
Chapter 3.1 --- Engle and Patton's Model --- p.27
Chapter 3.2 --- Preparation of data --- p.31
Chapter 3.3 --- Methods to Estimate Diurnal Adjustment Param- eters --- p.38
Chapter 3.4 --- Transformation of the Model to Fit in VARX soft- wares --- p.40
Chapter 3.5 --- Modification of the Model --- p.47
Chapter 3.6 --- Estimating and Forecasting the Exogenous Vari- ables --- p.52
Chapter 3.6.1 --- Modelling BUYt and SELLt --- p.52
Chapter 3.6.2 --- Modelling DURt and VOLt --- p.53
Chapter 3.6.3 --- Modelling k(t) --- p.56
Chapter 3.6.4 --- Forecasting the Cross Terms and the Sum of Buys and Sells --- p.62
Chapter 3.7 --- Forecasting with the Main Model --- p.64
Chapter 4 --- Experimental Evaluation --- p.67
Chapter 5 --- Conclusion --- p.73
Chapter A --- Source and Data Information --- p.76
Chapter B --- Model Estimation Results for (3.13) --- p.80
Chapter C --- Model Forecasting Results for (3.13) and (3.2) --- p.102
Bibliography --- p.127
APA, Harvard, Vancouver, ISO, and other styles

Books on the topic "Stock quote"

1

Renzis, Luisa De. Problemi dibattuti in tema di circolazione di azioni e quote. Padova: CEDAM, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Snell, Andy. Determinants of price quote revisions on the London stock exchange. London: London School of Economics Financial Markets Group, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Fico, Daniele. Il trasferimento di quote societarie: Società di persone e S.R.L., normativa civilistica, aspetti contabili e fiscali, criteri di stima. 3rd ed. Milano: Il sole 24 ore, 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Villanacci, Gerardo. Sequestro giudiziario di quote sociali di società a responsabilità limitata. Padova: CEDAM, 1995.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Exchange, Nairobi Stock. Nairobi Stock Exchange quoted company results. [Nairobi?]: The Committee, Nairobi Stock Exchange, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Revigliono, Paolo. Il trasferimento della quota di società a responsabilità limitata: Il regime legale. Milano: A. Giuffrè, 1998.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Cullen, Tonya. The interaction effects of earnings, dividend and capital gearing signals: Evidence based on international companies quoted on the UK stock exchange. (s.l: The Author), 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Trasferimenti e trasferibilità di azioni e di quote: Giornata di studio : Milano 30 settembre 1989. Milano: Giuffrè, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Geraghty, Kevin M. Stickiness in NASDAQ dealer quotes. 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

various. My Stock Quotes :Including Program. www.bnpublishing.com, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Stock quote"

1

Mandalapu, Arun Chaitanya, Saranya Gunabalan, Avinash Sadineni, Taotao Cai, Nur Al Hasan Haldar, and Jianxin Li. "Correlate Influential News Article Events to Stock Quote Movement." In Advanced Data Mining and Applications, 331–42. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-35231-8_24.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Mao, Zhifei. "Communicating Stock Quotes." In Digital Media and Risk Culture in China’s Financial Markets, 55–74. New York, NY: Routledge, 2018. | Series: Routledge research in digital media and culture in Asia; 2: Routledge, 2019. http://dx.doi.org/10.4324/9781315179315-3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Neher, Philip A., and James E. Wilen. "Fishing Quota Management with Multiple Stock Objectives." In Rights Based Fishing, 505–27. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2372-0_21.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Zerhusen, Thyra. "Quite Contrary: Going Long in Mid-Cap Stocks." In Women of The Street, 47–67. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137462909_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

"Selected Quotes." In Reminiscences of a Stock Operator, 407–18. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119198482.oth2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

""The Same Old Patterns"." In Technical Analysis of Stock Trends, Ninth Edition, 513–75. CRC Press, 2007. http://dx.doi.org/10.1201/9781420013146.ch37.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Tripathy, Naliniprava. "Predicting Stock Market Price Using Neural Network Model." In Research Anthology on Artificial Neural Network Applications, 1414–26. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-2408-7.ch068.

Full text
Abstract:
The present article predicts the movement of daily Indian stock market (S&P CNX Nifty) price by using Feedforward Neural Network Model over a period of eight years from January 1st 2008 to April 8th 2016. The prediction accuracy of the model is accessed by normalized mean square error (NMSE) and sign correctness percentage (SCP) measure. The study indicates that the predicted output is very close to actual data since the normalized error of one-day lag is 0.02. The analysis further shows that 60 percent accuracy found in the prediction of the direction of daily movement of Indian stock market price after the financial crises period 2008. The study indicates that the predictive power of the feedforward neural network models reasonably influenced by one-day lag stock market price. Hence, the validity of an efficient market hypothesis does not hold in practice in the Indian stock market. This article is quite useful to the investors, professional traders and regulators for understanding the effectiveness of Indian stock market to take appropriate investment decision in the stock market.
APA, Harvard, Vancouver, ISO, and other styles
8

Dařena, František, Jonáš Petrovský, Jan Přichystal, and Jan Žižka. "Using Online Data in Predicting Stock Price Movements." In Techno-Social Systems for Modern Economical and Governmental Infrastructures, 125–59. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-5586-5.ch006.

Full text
Abstract:
A lot of research has been focusing on incorporating online data into models of various phenomena. The chapter focuses on one specific problem coming from the domain of capital markets where the information contained in online environments is quite topical. The presented experiments were designed to reveal the association between online texts (from Yahoo! Finance, Facebook, and Twitter) and changes in stock prices of the corresponding companies. As the method for quantifying the association, machine learning-based classification was chosen. The experiments showed that the data preparation procedure had a substantial impact on the results. Thus, different stock price smoothing, the lags between the release of documents and related stock price changes, levels of a minimal stock price change, different weighting schemes for structured document representation, and classifiers were studied. The chapter also shows how to use currently available open source technologies to implement a system for accomplishing the task.
APA, Harvard, Vancouver, ISO, and other styles
9

Dařena, František, Jonáš Petrovský, Jan Přichystal, and Jan Žižka. "Using Online Data in Predicting Stock Price Movements." In Research Anthology on Strategies for Using Social Media as a Service and Tool in Business, 1056–83. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-9020-1.ch053.

Full text
Abstract:
A lot of research has been focusing on incorporating online data into models of various phenomena. The chapter focuses on one specific problem coming from the domain of capital markets where the information contained in online environments is quite topical. The presented experiments were designed to reveal the association between online texts (from Yahoo! Finance, Facebook, and Twitter) and changes in stock prices of the corresponding companies. As the method for quantifying the association, machine learning-based classification was chosen. The experiments showed that the data preparation procedure had a substantial impact on the results. Thus, different stock price smoothing, the lags between the release of documents and related stock price changes, levels of a minimal stock price change, different weighting schemes for structured document representation, and classifiers were studied. The chapter also shows how to use currently available open source technologies to implement a system for accomplishing the task.
APA, Harvard, Vancouver, ISO, and other styles
10

"Markets for SME publicly quoted stocks in Europe and the USA." In A Comparison of Small and Medium Sized Enterprises in Europe and in the USA. Routledge, 2002. http://dx.doi.org/10.4324/9780203166031.ch3.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Stock quote"

1

Alor-Hernandez, Giner, Ulises Juarez-Martinez, Ruben Posada-Gomez, Ana Maria Chavez-Trejo, and Jose Saul Rocha-Aragon. "Defining an SOA for Stock Quote Management." In 2009 Mexican International Conference on Computer Science. IEEE, 2009. http://dx.doi.org/10.1109/enc.2009.35.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Suciu, Titus. "FUNDAMENTAL ANALYSIS OF THE TOURISM SECTOR THAT QUOTES AT BUCHAREST STOCK EXCHANGE." In 2nd International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM2015. Stef92 Technology, 2015. http://dx.doi.org/10.5593/sgemsocial2015/b22/s7.094.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Parvi, Rafał, and Franciszek Kapusta. "Food industry companies quoted on the Stock Exchange and fish harvesting and the efficiency of its processing." In The 3rd Virtual Multidisciplinary Conference. Publishing Society, 2015. http://dx.doi.org/10.18638/quaesti.2015.3.1.190.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Kravets, Ireen O., Victoria O. Kozlovskaya, and Volodymyr S. Tumko. "The forecastings of future changes in the trend's direction of stock quotes by neural networks and fuzzy systems." In 2016 IEEE First International Conference on Data Stream Mining & Processing (DSMP). IEEE, 2016. http://dx.doi.org/10.1109/dsmp.2016.7583507.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Ivanovski, Zoran, Valentina Angelkoska, and Zoran Narasanov. "Macedonian tourism insight through the analysis of stocks returns of quoted tourism companies at MSE." In Sitcon 2016. Belgrade, Serbia: Singidunum University, 2016. http://dx.doi.org/10.15308/sitcon-2016-215-222.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Nascimento, Davi, Anna Costa, and Reinaldo Bianchi. "Stock Trading Classifier with Multichannel Convolutional Neural Network." In Encontro Nacional de Inteligência Artificial e Computacional. Sociedade Brasileira de Computação - SBC, 2020. http://dx.doi.org/10.5753/eniac.2020.12136.

Full text
Abstract:
Stock market forecasting has been a quite popular challenge in machine learning research. Recently, studies have been using deep learning techniques, such as Convolutional Neural Networks (CNN), to perform regression on the prices or classification on trading signal as an operation indication. However, they did not reach a satisfactory financial result. In this work we aim to design a financially profitable stock market method by proposing a novel approach called Multichannel CNN Trading Classifier (MCNN-TC). The model was evaluated using data from the Brazilian stock market. The results indicate a satisfactory financial trading performance compared to the Buy and Hold strategy and good classification metrics.
APA, Harvard, Vancouver, ISO, and other styles
7

Parvi, Rafał. "Fair value of the banking sector companies quoted on the Warsaw Stock Exchange in Poland within 2006-2015 and their financial analysis." In The 4th Virtual International Conference on Advanced Research in Scientific Areas. Publishing Society, 2015. http://dx.doi.org/10.18638/arsa.2015.4.1.757.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Parvi, Rafał. "Fair value of the media sector companies quoted on the Warsaw Stock Exchange in Poland within 2006-2016 and their financial analysis." In The 4th Global Virtual Conference. Publishing Society, 2016. http://dx.doi.org/10.18638/gv.2016.4.1.759.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Parvi, Rafał. "Fair value of the banking sector companies quoted on the Warsaw Stock Exchange in Poland within 2007-2016 and their financial analysis." In The 6th International Virtual Scientific Conference. Publishing Society, 2017. http://dx.doi.org/10.18638/ictic.2017.6.1.306.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Parvi, Rafał. "Fair value of the media sector companies quoted on the Warsaw Stock Exchange in Poland within 2006-2015 and their financial analysis." In The 3rd International Virtual Research Conference In Technical Disciplines. Publishing Society, 2015. http://dx.doi.org/10.18638/rcitd.2015.3.1.69.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Stock quote' for particular source types:
Journal articles Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography