Journal articles: 'Stock quote'

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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Takács, Gábor. "SOME BERBER ETYMOLOGIES X." Lingua Posnaniensis 55, no. 1 (June 1, 2013): 99–110. http://dx.doi.org/10.2478/linpo-2013-0007.

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Abstract My series “Some Berber Etymologies” is to gradually reveal the still unknown immense Afro-Asiatic heritage in the Berber lexical stock. The first part with some miscellaneous Berber etymologies was published back in 1996. Recently, I continued the series according to initial root consonants1 in course of my research for the volumes of the Etymological Dictionary of Egyptian (abbreviated as EDE, Leiden, since 1999, Brill)2 with a much more extensive lexicographical apparatus on the cognate Afro- Asiatic daughter languages. As for the present part, it greatly exploits the results of my ongoing work for the the fourth volume of EDE (analyzining the Eg. lexical stock with initial n-). The present part contains etymologies of Berber roots with initial *n- followed by sibilants. The numeration of the entries continues that of the preceding parts of this series. In order to spare room, I quote those well-attested and widespread lexical roots that appear common Berber, only through a few illustrative examples. The underlying regular consonant correspondences between Berber vs. Afro-Asiatic agree with those established by the Russian team of I.M. Diakonoff and summarized by A.Ju. MILITAREV: (1991, 242-243).

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Freschi, Elisa, and Cathy Cantwell. "Introduction." Buddhist Studies Review 33, no. 1-2 (January 20, 2017): 1–7. http://dx.doi.org/10.1558/bsrv.31638.

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The bulk of the present volume focuses on the reuse of Buddhist texts. The Introduction gives some background to the topic of textual reuse in general and discusses the reasons for undertaking the analysis of textual reuse within Buddhist texts. It then elaborates on the extent of its pervasiveness within Buddhist literature through the example of Tibetan ritual texts. Lastly, it takes stock of the articles on text-reuse and discusses some general lines of interpretation of the phenomenon of textual reuse in Buddhism, highlighting the importance of the genre over that of the time and language of composition. Thus, philosophical or technical texts tend to quote explicitly, whereas ritual texts see the predominance of the conveyed message over the transparency of the transmission so that reuse is mostly silent. Religious texts of various forms come in between these two extremes.

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Jiang, Li, and Lawrence Kryzanowski. "Trading Activity, Quoted Liquidity, and Stock Volatility." Multinational Finance Journal 1, no. 3 (September 1, 1997): 199–227. http://dx.doi.org/10.17578/1-3-2.

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Njeru, Paul Gachoki, and Dr Herrick Ondigo. "A Comparative Study of the Returns of Quoted Sin and Non Sin Stocks at the Nairobi Securities Exchange." International Journal of Finance and Accounting 2, no. 2 (February 14, 2017): 85. http://dx.doi.org/10.47604/ijfa.314.

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Purpose: The purpose of the study was to compare returns of quoted sin and non-sin stocks at the Nairobi Securities Exchange. The major objective of the study was to establish whether stock returns of sin stocks outperform non sin stocks.Methodology: The study used explanatory research design with the population consisting of all firms listed in the NSE. The sample of the study consisted of the top 20 NSE firms. The study grouped 18 firms into the non-sin stock category and another 2 firms (BAT ad EABL) into the sin stock category. Secondary data sources were used in gathering data for analysis which was done using the Statistical Package for Social Sciences (SPSS version 20) to generate the descriptive statistics and also to generate inferential results.Results: The study found out that sin stocks have higher capital gains, high expected return and dividends than in non-sin stocksUnique contribution to theory, practice and policy: The study recommended that Sin stocks have higher expected returns than comparable stocks; however, neglected they are by norm constrained investors. Therefore, investors should split their investment in sin stock and non-sin stocks.

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Lei, Bolin, Boyu Zhang, and Yuping Song. "Volatility Forecasting for High-Frequency Financial Data Based on Web Search Index and Deep Learning Model." Mathematics 9, no. 4 (February 5, 2021): 320. http://dx.doi.org/10.3390/math9040320.

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The existing index system for volatility forecasting only focuses on asset return series or historical volatility, and the prediction model cannot effectively describe the highly complex and nonlinear characteristics of the stock market. In this study, we construct an investor attention factor through a Baidu search index of antecedent keywords, and then combine other trading information such as the trading volume, trend indicator, quote change rate, etc., as input indicators, and finally employ the deep learning model via temporal convolutional networks (TCN) to forecast the volatility under high-frequency financial data. We found that the prediction accuracy of the TCN model with investor attention is better than those of the TCN model without investor attention, the traditional econometric model as the generalized autoregressive conditional heteroscedasticity (GARCH), the heterogeneous autoregressive model of realized volatility (HAR-RV), autoregressive fractionally integrated moving average (ARFIMA) models, and the long short-term memory (LSTM) model with investor attention. Compared with the traditional econometric models, the multi-step prediction results for the TCN model remain robust. Our findings provide a more accurate and robust method for volatility forecasting for big data and enrich the index system of volatility forecasting.

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Urbański, Stanisław. "The Influence of Penny Stocks on the Pricing of Companies Quoted on theWarsaw Stock Exchange in the Context of the ICAPM." Kwartalnik Kolegium Ekonomiczno-Społecznego. Studia i Prace 3, no. 3 (December 13, 2015): 75–92. http://dx.doi.org/10.33119/kkessip.2015.3.3.6.

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The paper attempts to explain the impact of penny stock on pricing in light ofthe ICAPM as stock exchanges introduce restrictions on penny stocks trading.The study is conducted using stocks listed on the Warsaw Stock Exchange (WSE)between 1995–2012. The systematic risk and risk prices components are simulated by two chosen ICAPM applications, using different procedures of portfolio construction.The main market WSE stocks are sorted into queintile portfolios usingtwo procedures. It is assumed that elimination of penny stocks contributes to morecorrect pricing, observed with ICAPM validity, however only when simulatingalgorithm uses appropriate construction of tested portfolios. The tests were carriedout in four modes. All WSE stocks were analyzed in mode 1. Penny stockswith market values lower than 1.50, 5.00 and 10.00 PLN were excluded from thestudy in modes 2, 3 and 4. The analysis indicates that the results are in line withthe extended conjectures.

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Lyon, Douglas. "Displaying Updated Stock Quotes." Journal of Object Technology 6, no. 8 (2007): 19. http://dx.doi.org/10.5381/jot.2007.6.8.c2.

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KIM, SUNG-HUN, and JOSEPH P. OGDEN. "INCORPORATING PRICE-RELEVANT INFORMATION BETWEEN QUOTES AND TRADES: A NEW MEASURE OF THE EFFECTIVE BID-ASK SPREAD." International Journal of Theoretical and Applied Finance 02, no. 02 (April 1999): 179–200. http://dx.doi.org/10.1142/s0219024999000121.

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This paper provides a new measure of the effective bid-ask spread in a dealer-auction. Our measure differs from the "quote-to-trade" measures derived from direct comparisons of trade prices with bid and ask quotes by explicitly incorporating the price effect of information arriving between the time a set of quotes is posted and the next trade, which will tend to be reflected in the trade price but not in the quotes, as well as the price effect in the situation vice versa. For NYSE/AMEX stocks in 1993, our measure yields estimates of the effective spread that are lower than estimates obtained using the quote-to-trade measure, and our estimates are, on average, only 31 percent of the quoted spread. We also find a U-shaped intraday pattern for our estimates of effective spread that is consistent with, but is much more pronounced than, the pattern that has been observed in previous studies. We provide a conjecture as to why this pattern may be related to the U-shaped intraday pattern observed in volume and volatility.

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León, Rafael, Caleb Gardner, Ingrid van Putten, and Klaas Hartmann. "Changes in the lease and permanent sale quota markets of a rock lobster fishery in response to stock abundance." ICES Journal of Marine Science 72, no. 5 (January 11, 2015): 1555–64. http://dx.doi.org/10.1093/icesjms/fsu246.

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AbstractEffective individual transferable quotas (ITQ) systems rebuild stocks and allow transfer of quotas to more efficient operators. This process requires functional markets for both quota sales and temporary quota leases. These markets are expected to respond to changes in economic rent from the fishery, which is influenced by stock abundance and the international rock lobster price. This research used multistate Markov modelling and Granger causality test to examine changes in the permanent and temporary quota trade in the Tasmanian rock lobster fishery quota market, during periods of both increasing and decreasing stock abundance. The permanent quota trade market was more active during the period of stock growth, while the quota lease market was active in both periods of stock growth and decline. In contrast to theoretical trends in ITQ fisheries, trades in both markets were not linked to the technical efficiency (i.e. catching capability) of operators, but were more driven by the quota owners' financial capacity (i.e. number of owned quotas). Prolonged and unexpected stock decline affected the quota market so that it deviated from the theoretical pattern of ITQ fisheries. Operators previously active in the market reduced their activity, while smaller operators and firms that previously had not traded became more active, so the fleet expanded with smaller operators entering.

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Shalini, Talwar, Shah Pranav, and Shah Utkarsh. "Picking Buy-Sell Signals: A Practitioner’s Perspective on Key Technical Indicators for Selected Indian Firms." Studies in Business and Economics 14, no. 3 (December 1, 2019): 205–19. http://dx.doi.org/10.2478/sbe-2019-0054.

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AbstractThe purpose of this study is to undertake technical analysis of selected companies included in the S&P CNX Nifty 50, a leading stock market index in India. We have used the stock price data of twenty leading listed firms in India for a period from January 1, 2012 through December 31, 2017. We have applied Guppy Multiple Moving Average (GMMA), Moving Average Convergence Divergence (MACD), Stochastic Relative Strength Index (Stoch RSI) and Average Directional Index (ADX) to Heikin Ashi charts to back test and provide entry and exit points for the players in the stock market. Analysis of the price information has revealed that the GMMA and ADX are effective indicators for most of the stocks under the study but they give late signals as compared to RSI and MACD. Further, the study has shown that though RSI and MACD give early signals, yet they are risky as the number of false signals generated by them is also found out to be quite high. The study is important as the findings can be used by investors, option traders and portfolio managers to get generate profitable trading signals and obtain good risk to reward ratios.

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Cui, Xiaodong, Jun Hu, Yiming Ma, Peng Wu, Peican Zhu, and Hui-Jia Li. "Investigation of stock price network based on time series analysis and complex network." International Journal of Modern Physics B 35, no. 13 (May 20, 2021): 2150171. http://dx.doi.org/10.1142/s021797922150171x.

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Complex network is now widely used in a series of disciplines such as biology, physics, mathematics, sociology and so on. In this paper, we construct the stock price trend network based on the knowledge of complex network, and then propose a method based on information entropy to divide the stock network into some communities, that is, a gathering study of stock price trend. We construct time series networks for each stock in Chinese A-share market based on time series network model, and then use these networks to divide the stock market into communities. We find that the average trend of stocks in the same community is the same as the trend of market value weighting, but the average trend of stocks in different communities is quite different and the sequence correlation is low. This conclusion shows that stocks in the same community share the same price trend, while the stock trend in different communities varies. This paper is a successful application of complex network and information entropy in stock trend analysis, which mainly includes two contributions. First, the success of the visibility graph algorithm provides a new perspective for enriching stock price trend modeling. Second, our conclusion proves that the clustering based on information entropy theory is effective, which provides a new method for further research on stock price trend, portfolio construction and stock return prediction.

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Hilborn, Ray, Daniel J. Hively, Olaf P. Jensen, and Trevor A. Branch. "The dynamics of fish populations at low abundance and prospects for rebuilding and recovery." ICES Journal of Marine Science 71, no. 8 (March 30, 2014): 2141–51. http://dx.doi.org/10.1093/icesjms/fsu035.

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Abstract Previous meta-analysis of spawner–recruit relationships suggested that depensatory behaviour is uncommon, and stocks pushed to low abundance are unlikely to suffer decreases in recruitment more severe than would be expected based on the decline in spawning stock. Using an updated database that has over 100 stocks that were depleted to less than 20% of their maximum observed stock size, we tested for depensatory behaviour in both total surplus production and recruitment and we also examined the probability of stock increase as a function of stock size and fishing pressure. The number of stocks that showed a significant improvement with depensatory models was less than that expected by chance. Hierarchical meta-analysis showed that the majority of the evidence was for no depensatory behaviour but could not rule out depensation at very low stock sizes. Stocks that are depleted to low abundance are expected to rebuild when fishing pressure is reduced if the environment has not changed but there is considerable evidence that the majority of fish stocks are impacted by changes in productivity regimes. Nevertheless, if stocks are very heavily depleted and fishing pressure is not reduced to quite low levels, the expected recovery time is both uncertain and long. Very low abundance should clearly be avoided for many reasons and the range of abundance where depensation cannot be ruled out is well below commonly adopted limit reference points.

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Liu, Hong. "Solvency Constraint, Underdiversification, and Idiosyncratic Risks." Journal of Financial and Quantitative Analysis 49, no. 2 (April 2014): 409–30. http://dx.doi.org/10.1017/s0022109014000271.

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AbstractContrary to the prediction of the standard portfolio diversification theory, many investors place a large fraction of their stock investment in a small number of stocks. I show that underdiversification may be caused by solvency requirements. My model predicts that for quite general preferences and return distributions: (1) underdiversification decreases in discretionary wealth; and (2) expected return and covariance determine which stocks to invest in, but variance, higher moments, and Sharpe ratio do not matter for this choice. In addition, a less-diversified stock portfolio has a higher expected return, a higher volatility, and a higher skewness, and idiosyncratic risks are priced.

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Rostagno, Luciano Martin, Gilberto De Oliveira Kloeckner, and João Luiz Becker. "Previsibilidade de Retorno das Ações na Bovespa: Um Teste Envolvendo o Modelo de Fator de Retorno Esperado." Brazilian Review of Finance 2, no. 2 (January 1, 2004): 183. http://dx.doi.org/10.12660/rbfin.v2n2.2004.1141.

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This paper examines the hypothesis of asst return predictability in the Brazilian Stock Market (Bovespa). Evidence suggests that seven factors explain most of the monthly differential returns of the stocks included in the sample. Within the factors that present statistically significant mean, two are liquidity factors (market capitalization and trading volume trend), three refer to price level of stocks (dividend to price, dividend to price trend, and cash flow to price), and two relate to price history of stocks (3 and 12 months excess return). Contradicting theoretical assumptions, risk factors present no explanatory power on cross-sectional returns. Using an expected return factor model, it is contended that stock returns are quite predictable. An investment simulation shows that the model is able to assemble portfolios with statistically significant higher returns. Additional tests indicate that the winner portfolios are not fundamentally riskier suggesting mispricing of assets in the Brazilian stock Market.

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Patalay, Sandeep, and Madhusudhan Rao Bandlamudi. "Decision Support System for Stock Portfolio Selection Using Artificial Intelligence and Machine Learning." Ingénierie des systèmes d information 26, no. 1 (February 28, 2021): 87–93. http://dx.doi.org/10.18280/isi.260109.

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Investing in stock market requires in-depth knowledge of finance and stock market dynamics. Stock Portfolio Selection and management involve complex financial analysis and decision making policies. An Individual investor seeking to invest in stock portfolio is need of a support system which can guide him to create a portfolio of stocks based on sound financial analysis. In this paper the authors designed a Financial Decision Support System (DSS) for creating and managing a portfolio of stock which is based on Artificial Intelligence (AI) and Machine learning (ML) and combining the traditional approach of mathematical models. We believe this a unique approach to perform stock portfolio, the results of this study are quite encouraging as the stock portfolios created by the DSS are based on strong financial health indices which in turn are giving Return on Investment (ROI) in the range of more than 11% in the short term and more than 61% in the long term, therefore beating the market index by a factor of 15%. This system has the potential to help millions of Individual Investors who can make their financial decisions on stocks and may eventually contribute to a more efficient financial system.

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Lyon, Douglas. "Data Mining Historic Stock Quotes in Java." Journal of Object Technology 6, no. 10 (2007): 17. http://dx.doi.org/10.5381/jot.2007.6.10.c2.

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Dale, C., S. C. Welburn, I. Maudlin, and P. J. M. Milligan. "The kinetics of maturation of trypanosome infections in tsetse." Parasitology 111, no. 2 (August 1995): 187–91. http://dx.doi.org/10.1017/s0031182000064933.

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SUMMARYEstimates of the time delay between the infective bloodmeal and maturation (incubation or maturation time) for 4 trypanosome stocks (2 Trypanozoon and 2 Trypanosoma congolense) show that maturation time in tsetse is not a parasite species-specific constant. The mean incubation time of a Trypanosoma brucei rhodesiense stock (EATRO 2340 – 18 days) was not significantly different from one T. congolense stock (SIKUDA88 – 15·5 days) but was significantly greater than another (1/148 FLY9 – 12·5 days). There was no significant difference in incubation times between male and female Glossina morsitans morsitans for any of the stocks but in both of the Trypanozoon stocks the proportion of female flies producing mature infections was significantly less than in males. However, estimates of gene frequency, assuming a model in which maturation is controlled by an X-linked recessive allele, gave inconsistent results indicating that maturation cannot be controlled by a single sex-linked gene. Maturation was shown to be a tsetse sex-dependent phenomenon in Trypanozoon but not in T. congolense infections. Incubation time was quite variable even for a single trypanosome stock (e.g. standard deviation of 5 days for one Trypanozoon stock); we discuss how this variability can affect disease transmission, and the interpretation of age-prevalence data.

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Hou, Tony Chieh-Tse, Phillip McKnight, and Charlie Weir. "Returns to buying upward revision and selling downward revision stocks." Managerial Finance 42, no. 11 (November 14, 2016): 1110–24. http://dx.doi.org/10.1108/mf-10-2015-0282.

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Purpose The purpose of this paper is to investigate the role of earnings forecast revisions by equity analysts in predicting Canadian stock returns Design/methodology/approach The sample covers 420 Canadian firms over the period 1998-2009. It analyses investors’ reactions to 27,271 upward revisions and 32,005 downward revisions of analysts’ forecasts for Canadian quoted companies. To test whether analysts’ earnings forecast revisions affect stock return continuation, forecast revision portfolios similar to Jegadeesh and Titman (2001) are constructed. The paper analyses the returns gained from a trading strategy based on buying the strong upward revisions portfolio and short selling the strong downward revisions portfolio. It also separates the sample into upward and downward revisions. Findings The authors find that new information in the form of analyst forecast revisions is not impounded efficiently into stock prices. Significant returns persist for a trading strategy that buys stocks with recent upward revisions and short sells stocks with recent downward revisions. Good news is impounded into stock prices more slowly than bad news. Post-earnings forecast revisions drift is negatively related to analyst coverage. The effect is strongest for stocks with greatest number of upward revisions. The introduction of the better disclosure standards has made the Canadian stock market more efficient. Originality/value The paper adds to the limited evidence on the effect of analyst forecast revisions on the returns of Canadian stocks. It sheds light on the importance of analysts’ earnings forecast information and offers support for the investor conservatism and information diffusion hypotheses. It also shows how policy can improve market efficiency.

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Ayo, Adekunle S., and Eboigbe S. Uwabor. "Markovian Approach to Stock Price Modelling in the Nigerian Oil and Gas Sector." Central Bank of Nigeria Journal of Applied Statistics 12, No. 1 (August 16, 2021): 23–43. http://dx.doi.org/10.33429/cjas.12121.2/6.

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The study investigates the stock price movement of quoted Nigerian oil and gas firms using the Markovian model. Specifically, the study estimates the change in likelihoods and steady-state distribution of the share prices of the firms to determine the average time spent by the share price to move to another state and the turnover rate of the selected stocks. Markov chain-based stochastic modelling approach was employed by using the daily closing share prices of all the seven oil and gas firms quoted on the Nigerian Stock Exchange from April 2017 to January 2020. The study finds that the transition probabilities and the steady-state distribution of all the firms are stationary at first-order, implying that chain depends on the previous state. The steady-state probabilities of all the firms examined exhibit relatively high price stability in the long run. The study recommends that investors with diverse attitudes to risk-taking can explore the estimated long-run prospect of the investigated stocks in making guided investment decisions.

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Tsutsui, Yoshiro, Kenjiro Hirayama, Takahiro Tanaka, and Nobutaka Uesugi. "Special Quotes Invoke Autocorrelation in Japanese Stock Prices*." Asian Economic Journal 21, no. 4 (January 2, 2008): 369–86. http://dx.doi.org/10.1111/j.1467-8381.2007.00262.x.

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Masucci, Giuseppe. "Dendritic Cells Highly Quoted on Immunotherapy Stock Market." Medical Oncology 19, no. 4 (2002): 195–96. http://dx.doi.org/10.1385/mo:19:4:195.

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Hasanudin, Hasanudin, and Anugrah Kumaruza. "Effect of Interest Rates, Rupiah Currency Exchange Rates, World Gold Prices, and Dow Jones Index on Stock Prices of Property and Real Estate Companies with Inflation as Moderating Variables." FOCUS 1, no. 1 (February 15, 2020): 43–54. http://dx.doi.org/10.37010/fcs.v1i1.276.

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The purpose of this research is to study the effect of interest rates, rupiah currency exchange rates, world gold prices, and the Dow Jones Index on stock prices of property and real estate companies with inflation as a moderating variable. This study uses a case study of 4 stocks, namely BSDE, CTRA, PWON, and SMRA with the research data period January 2014-December 2019. The analysis was carried out using the ARCH / GARCH model using the Eviews 10 application. The results showed that there were quite varied results regarding patterns of the relationship between the independent variables on the four stock prices studied. The most notable difference is in the PWON stock

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Barberà-Mariné, M. Glòria, Yanina Laumann, and Laura Fabregat-Aibar. "Analysis of Fuzzy Beta Coefficients. Evidence from the Mexican Stock Market." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 26, Suppl. 1 (December 2018): 59–69. http://dx.doi.org/10.1142/s0218488518400044.

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This paper represents a contribution to the empirical literature on systematic risk at a sectoral level in an emerging market, the Mexican Stock Market, incorporating all the available information of the different asset quoted prices for the beta calculation. We estimate the fuzzy beta coefficients for individual stocks as well as for sectoral indices comparing the results with OLS beta coefficients. Then, we contrast if the fuzzy estimations verify two hypothesis of the traditional portfolio theory, specifically those related to the influence of the number of stocks and the length of estimation period over beta stability. The methodology used to calculate the fuzzy beta coefficients is the fuzzy linear regression. The results suggest that, in the Mexican Stock Market, hypotheses of the portfolio theory are also verified when the return of the portfolio is considered as an uncertain data.

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Malini, Helma, Mohamad Jais, and Rossazana Ab Rahim. "INDONESIA SHARI'AH COMPLIANCE STOCK RETURN BEHAVIOUR." Jurnal Manajemen Indonesia 15, no. 1 (April 4, 2017): 85. http://dx.doi.org/10.25124/jmi.v15i1.395.

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This study aims to measures the behaviour of Indonesia Shari'ah compliance stock return. The measurement of return behaviour toward volatility will proved the capability of Indonesia Shari'ah compliance toward volatility that happened in Indonesia during the period of observation. Investing in Shari'ah compliance is quite different than investing in conventional stock which followed the capital market set of rules and law, Shari'ah compliance follows not only the capital market set of laws and but also the Islamic principles of principles. Most of the previous studies examine issues related to the conventional stocks and market. The present study take one step further by investigating issue related to Shari'ah compliance instrument. In the case of Shari'ah stock price in Indonesia, the dynamics volatility of the stock price can be minimized by taking an integrated screening process to the listed company, as precautions steps toward volatility

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Ekpe, Malthus Timothy, Rosemary Obiageri Obasi, Sadiq Rabiu Abdullahi, Umar Aliyu Mustapha, and Norfadzilah Rashid. "Earnings Surprises and Stock Price Reactions of Quoted Companies in Nigeria." International Journal of Financial Research 11, no. 4 (July 7, 2020): 306. http://dx.doi.org/10.5430/ijfr.v11n4p306.

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This study focuses on examining the relationship between stock prices and earnings surprises in quoted companies of Nigeria. This study applied a longitudinal research design which studies the effect of earnings surprises on stock prices using panel data. A sample of 64 companies was chosen to study in all sectors of the Nigerian Stock Exchange. The research data were obtained from secondary sources of the annual reports for the selected companies covering the period from 2013 to 2017. The measurement for earnings surprises used in the study is the residual or unexplained component of earnings persistence model commonly referred to as first-order autoregressive AR (1) regression of reported earnings. Were, the data analysis was carried out by regression using the generalised least squares technique. The regression results for positive earnings surprise shows that share prices react negatively to positive surprises with a coefficient of (-2.4109) in tandem with the return news hypothesis which suggests that positive earnings news results in a negative stock-price reaction. The negative earnings surprise results show that stock prices react positively to negative earnings surprises with a positive coefficient of (0.1136). This is in line with the premise of return news, which indicates that negative earnings news leads to a positive reaction to the share price. The study recommends that there is a need to regulate the stock market to improve the level of market efficiency in stock markets. This will improve the rate at which earnings news will be reserved at stock prices. Secondly, there is a need to improve investor confidence in the disclosed profits made by companies.

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Burhanudin, Burhanudin, I. Gede Mandra, and Laila Wardani. "PROFITABILITAS STRATEGI KONTRATRIAN DI BURSA EFEK INDONESIA." JMM UNRAM - MASTER OF MANAGEMENT JOURNAL 10, no. 2 (July 8, 2021): 146–59. http://dx.doi.org/10.29303/jmm.v10i2.657.

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The efficient market hypothesis implies that no investor can get an abnormal return. This hypothesis has become a research topic that many researchers refer to. However, this hypothesis is strongly refuted after the discovery of several anomalies that are inconsistent with the efficient market hypothesis. One of them was found by De Bondt and Thaler (1985), that stock prices have a certain tendency, namely that stocks that perform well in one period will become stocks that perform poorly in the next period. Vice versa. This phenomenon is called overreaction or overreaction. These findings motivated further researchers to apply contrarian strategies to gain an advantage when there was an overreaction. This research is a study that is intended to obtain evidence of the ability of contrarian strategies in obtaining abnormal returns. This study aims to analyze the occurrence of overreaction on stocks on the Indonesia Stock Exchange and to analyze the advantages of implementing a contrarian strategy for investors. This research was conducted at companies listed on the Indonesia Stock Exchange. The companies selected were 100 companies with the most active transactions during 2019. From the results of data analysis, it can be concluded that there was a price reversal for the shares listed on the Indonesia Stock Exchange. This result is quite strong because it has been tested for up to 4 weeks. Despite the price reversal, the contrarian strategy was not able to generate significant returns for investors.Keywords :contrarian strategy, abnormal return, overreaction

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Hoff, Ayoe, Hans Frost, Clara Ulrich, Dimitrios Damalas, Christos D. Maravelias, Leyre Goti, and Marina Santurtún. "Economic effort management in multispecies fisheries: the FcubEcon model." ICES Journal of Marine Science 67, no. 8 (June 21, 2010): 1802–10. http://dx.doi.org/10.1093/icesjms/fsq076.

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Abstract Hoff, A., Frost, H., Ulrich, C., Damalas, D., Maravelias, C. D., Goti, L., and Santurtún, M. 2010. Economic effort management in multispecies fisheries: the FcubEcon model. – ICES Journal of Marine Science, 67: 1802–1810. Applying single-species assessment and quotas in multispecies fisheries can lead to overfishing or quota underutilization, because advice can be conflicting when different stocks are caught within the same fishery. During the past decade, increased focus on this issue has resulted in the development of management tools based on fleets, fisheries, and areas, rather than on unit fish stocks. A natural consequence of this has been to consider effort rather than quota management, a final effort decision being based on fleet-harvest potential and fish-stock-preservation considerations. Effort allocation between fleets should not be based on biological considerations alone, but also on the economic behaviour of fishers, because fisheries management has a significant impact on human behaviour as well as on ecosystem development. The FcubEcon management framework for effort allocation between fleets and fisheries is presented, based on the economic optimization of a fishery's earnings while complying with stock-preservation criteria. Through case studies of two European fisheries, it is shown how fishery earnings can be increased significantly by reallocating effort between fisheries in an economically optimal manner, in both effort-management and single-quota management settings.

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Daggash, Jibrin, and Terfa W. Abraham. "Effect of Exchange Rate Returns on Equity Prices: Evidence from South Africa and Nigeria." International Journal of Economics and Finance 9, no. 11 (October 7, 2017): 35. http://dx.doi.org/10.5539/ijef.v9n11p35.

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This paper examines the exchange rate returns of the Rand (relative to the US dollar) and the Naira (relative to the US dollar) for the presence of volatility. It also examines the effect of the exchange rate returns on the performance of their respective stock market. While it was found that the returns of the South African Rand was volatile, the Nigerian naira was not. Estimating the effect of exchange rate returns and crude oil price on the stock market indices of both countries showed that exchange rate return have a positive effect on the performance of the Nigerian stock exchange thus, confirming the stock flow hypothesis for Nigeria and refuting same for South Africa. Although the VAR granger causality identifies short run fluctuation of the naira as a significant factor affecting the performance of the Nigerian stock exchange in the short run, the Johannesburg stock exchange was found to be mostly affected by short run changes in the Rand and the UK FTSE 100. The paper concludes that policies aimed at stabilizing exchange rate and encouraing more non-oil stocks to be quoted in the Nigerian stock exchange will important. For the Johanesburg stock exchange, raising the listing requirement for firms quoted in the UK FTSE 100 and also seeking listing or already listed in the JSE will be a plausible idea. For both countries, however, curtailing swings in their exchange rate returns would help attract new investments and sustain existing ones hence, helping to spur growth.

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Pietraszewski, Piotr. "Studying the Stock Market – Economic Activity Nexus in Poland with a VAR‑VECM Approach." Acta Universitatis Lodziensis. Folia Oeconomica 3, no. 348 (June 22, 2020): 65–89. http://dx.doi.org/10.18778/0208-6018.348.04.

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The paper discusses the links between stock market performance and real economic activity and presents results of an empirical inquiry into dynamic relationships between the main stock index quoted on the Warsaw Stock Exchange (WIG) and GDP in Poland over the years 1995–2019. In many empirical studies for highly developed countries not only short‑run dynamic interactions but also a long‑run cointegrating relationship between the stock index and output have been found. Previous studies for Poland reported mainly short‑run linkages between stock returns and changes of economic activity whereas the evidence for a long‑run cointegrating relationship is still quite scarce. In this paper, the VAR‑VECM methodology with the Johansen tests for cointegration is used to study a substantially longer quarterly data interval than has been investigated so far. Research results show that stock returns Granger‑cause GDP growth with up to three‑quarters lead. The evidence for the existence of a long‑term cointegrating relationship has also been found.

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Zhao, Xin, and Kee H. Chung. "Information Disclosure and Market Quality: The Effect of SEC Rule 605 on Trading Costs." Journal of Financial and Quantitative Analysis 42, no. 3 (September 2007): 657–82. http://dx.doi.org/10.1017/s0022109000004130.

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AbstractThe Securities and Exchange Commission (SEC) adopted Rule 605 (formerly Rule 11Ac1–5) on November 15, 2000. The Rule requires market centers to make monthly public disclosure of execution quality. The Rule is intended to achieve a more competitive and efficient national market system by increasing the visibility of execution quality. The effective and quoted spreads for our study sample of NYSE, AMEX, and NASDAQ stocks declined significantly after implementation of the Rule. The decline cannot be attributed to a secular trend in spreads, concurrent changes in stock attributes, or the effect of decimal pricing. Although the quoted depth of NYSE stocks also declined, overall market quality is higher after implementation of the Rule. Based on these results, we conclude that the SEC's goal to improve execution quality through more transparent markets has been achieved.

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Gunawan, Reinandus Aditya, and Valencia Priska. "UJI KETAHANAN SAHAM VALUE DAN GROWTH INDUSTRI FOOD & BEVERAGES PADA BUSINESS CYCLE INDONESIA PERIODE 2012—2016." Jurnal Akuntansi 13, no. 1 (April 1, 2019): 41–53. http://dx.doi.org/10.25170/jara.v13i1.487.

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The business cycle is a significant factor in the Indonesian economy because by observing the business cycle we can predict whether an economy will rise or fall within a given period. Business cycle can be reviewed by looking at composite leading indicator or commonly abbreviated as CLI. CLI in this study also examined how the relationship between the business cycle with the movement of stock prices in Indonesia. The food & beverages industry sector is selected with the consideration that the industry sector is resilient to all conditions in the business cycle. The result of this research is because CLI have positive relationship with return value stock and return from growth stock hence can be concluded that change of business cycle in Indonesia will bring change also for return value and return growth stock. However CLI has an effect but not significant for return value stock and return growth stock, this means stocks of food & beverages industry sector is quite resistant in the face of business cycle that happened in Indonesia.

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Christianti, Ari, and Murti Lestari. "ANALISIS PENGARUH NILAI SAHAM YANG BEREDAR, STRUKTUR MODAL, RISIKO PASAR, DAN SUKU BUNGA TERHAD AP RETITRN SAHAM DI BEJ DENGAN PENDEKATAN MODEL DINAMIS (Studi Kasus Pada Sektor Aneka lndustri Tahun 1996-2002)." Jurnal Riset Akuntansi dan Keuangan 1, no. 1 (February 1, 2005): 20. http://dx.doi.org/10.21460/jrak.2005.11.110.

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The study aims at empirically proving and analyzing the balance model of Capital Asset Pricing Model (CAPM with the multifactor of risks, consisting of: outstanding stocks value, capital structure represented by Debt EquiQ Ratio (DER), market risk as represented by stock market beta, and the interest rate on company return on stock.This research uses a dynamic model approach considering the existence of the weaknessesin a classic linear model. Since the investment is related to investors behavior that need a lag to market change, the use of the dynamic model approach will be better. It is because the dynamic model uses autoregressive approach containing the lag. The dynamic model used here is Partial Adjustment Model (PAM) and Error Correction Model (ECM). Based on the estimation of the PAM model it is proven that the model is inefficient in finding the evidence confirming the hypothesis. Subsequently,based on the result of the examination of the ECM model it isconcluded that outstanding stocks value has a positive and signiJicant impact in short term and a negative impact in long term. It means that in the short term outstanding stocks value serves as the consideration for investors in making an investment. However in the long term they are likely to believe that the use of smaller internal capital proportion will be more beneficial for them. The capital structure has only a longierm impact on the return on stock. It means that the impact of DER on stock return on miscellaneous industry sector needs the quite long lag to influence the investors in determining stocks return. It indicates that in the long term they believ:e that the use of increasing number of loan will causes the decrease in company liquidity. Consequently, the opportunity for the company to go bankrupt is bigger Beta stock in the study has a negative impact in the long term. Theoretically, it is not consistent with the parameter direction and indicated that beta stock does notserve as an app;r,pviate prory in measuring the rislcs on. miscellaneous industry sector The interest rate has in the long term a negative impact on stocks return and needs the long lag to influence the investors in determining the return on stocks.Keywords: Stock return, outstanding stock value, DER (Debt Equity Ratio), beta, interest rote, ECM (Eruor Correction Model)

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Vasiu, Diana Elena. "When Politics is Quoted on the Stock Market. Case Study – Romania." Scientific Bulletin 22, no. 2 (December 1, 2017): 124–33. http://dx.doi.org/10.1515/bsaft-2017-0017.

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Abstract The stock markets are considered to be the most sensitive markets, the variation of the titles course being generated by multiple objective and subjective factors. When social or political events take place, the stock market is rising or falling, and the press takes over and disseminates this information. Starting from this context, we analyze the measure in which the Bucharest Stock Exchange (BSE) reacted at times agitated from a social and political point of view, in the last period.

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Sulistiowati, Dwi, Maya Sari Syahrul, and Ilham Dangu Rianjaya. "Risk Analysis of Gold Sale Price and Investment of Antam Shares Using Expected Shortfall in Pandemic Covid-19." Jurnal Matematika, Statistika dan Komputasi 17, no. 3 (May 12, 2021): 428–37. http://dx.doi.org/10.20956/j.v17i3.12779.

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The Covid-19 pandemic caused the price of gold produced by PT Aneka Tambang (Antam) to experience a high increase following the world gold price, while stock investment decreased. Measuring risk is significant in financial analysis; this is related to investment funds, which are quite large and narrow about public funds. This study analyzes the risk data on Antam gold price and Antam stock closing price with an estimated Shortfall (ES). The method used to measure the risk of investing in stocks is ES. ES is the expectation of a conditional loss that exceeds Value at Risk (VaR). To compute ES data showing deviations from normality and Cornish-Fisher expansion. The volatility measurement model used is the autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) model.This study found that the ES value of Antam gold price was smaller than Antam stock price.

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Wirgin, Isaac I., John R. Waldman, Lorraine Maceda, Joseph Stabile, and Victor J. Vecchio. "Mixed-stock analysis of Atlantic coast striped bass (Morone saxatilis) using nuclear DNA and mitochondrial DNA markers." Canadian Journal of Fisheries and Aquatic Sciences 54, no. 12 (December 1, 1997): 2814–26. http://dx.doi.org/10.1139/f97-195.

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Striped bass (Morone saxatilis) stocks comingle along the northeastern United States and Canadian coasts and support mixed-stock fisheries in which stock compositions fluctuate widely. Many approaches to stock analysis of these populations have been tried. The recent use of mitochondrial DNA (mtDNA) haplotype frequency data showed promising results, despite low levels of mtDNA variation; to improve resolution, we used a single-copy nuclear DNA (nDNA) probe with two mtDNA markers (major length variants and Taq I variants), alone or in combination. Striped bass reference collections were from the Hudson River and Chesapeake Bay, and mixed-stock collections (1989 and 1991) were from eastern Long Island, New York. The combination of the nDNA and mtDNA major length variant data provided lower but still quite high resolution potential (Dst = 0.417) in mixed-stock analysis (1991 collection) than the combination of all three markers (Dst = 0.552). However, unlike the Hudson River stock, the Chesapeake Bay stock is composed of multiple substocks that vary significantly in the frequencies of Taq I variants; this among-substock variation destabilizes the Chesapeake Bay reference data set and the resultant mixed-stock estimates. Thus, we recommend an approach based on composite nDNA and mtDNA major length variant markers.

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Routledge, Richard D., and James R. Irvine. "Chance fluctuations and the survival of small salmon stocks." Canadian Journal of Fisheries and Aquatic Sciences 56, no. 8 (August 1, 1999): 1512–19. http://dx.doi.org/10.1139/f99-093.

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In this paper, we use a Markovian approach to demonstrate that stocks with modest growth potential at low abundance can be driven quite rapidly to extinction. Under relatively benign conditions, stock survival rates may be high, but even a modest increase to the amount of chance variation in recruitment can reduce survival rates dramatically. Survival rates also depend on the form of the stock-recruitment curve, including depensation that takes hold only at extremely low abundances. Fortunately, small amounts of straying among adjacent populations can push the survival rate substantially toward the value for a combined, homogeneous unit. Our analysis also suggests modifications to existing approaches of establishing minimum target levels for spawning densities and the near impossibility of reliably estimating extinction rates.

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Chen, Yan, Shingo Mabu, Kaoru Shimada, and Kotaro Hirasawa. "Trading Rules on Stock Markets Using Genetic Network Programming with Sarsa Learning." Journal of Advanced Computational Intelligence and Intelligent Informatics 12, no. 4 (July 20, 2008): 383–92. http://dx.doi.org/10.20965/jaciii.2008.p0383.

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In this paper, the Genetic Network Programming (GNP) for creating trading rules on stocks is described. GNP is an evolutionary computation, which represents its solutions using graph structures and has some useful features inherently. It has been clarified that GNP works well especially in dynamic environments since GNP can create quite compact programs and has an implicit memory function. In this paper, GNP is applied to creating a stock trading model. There are three important points: The first important point is to combine GNP with Sarsa Learning which is one of the reinforcement learning algorithms. Evolution-based methods evolve their programs after task execution because they must calculate fitness values, while reinforcement learning can change programs during task execution, therefore the programs can be created efficiently. The second important point is that GNP uses candlestick chart and selects appropriate technical indices to judge the timing of the buying and selling stocks. The third important point is that sub-nodes are used in each node to determine appropriate actions (buying/selling) and to select appropriate stock price information depending on the situation. In the simulations, the trading model is trained using the stock prices of 16 brands in 2001, 2002 and 2003. Then the generalization ability is tested using the stock prices in 2004. From the simulation results, it is clarified that the trading rules of the proposed method obtain much higher profits than Buy&Hold method and its effectiveness has been confirmed.

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Moran, M., C. Burton, and N. Caputi. "Sexual and local variation in head morphology of snapper, Pagrus auratus, Sparidae, in the Shark Bay region of Western Australia." Marine and Freshwater Research 50, no. 1 (1999): 27. http://dx.doi.org/10.1071/mf98031.

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Sexual dimorphism is demonstrated in pink snapper, Pagrus auratus (Sparidae), from the Shark Bay region of Western Australia, by canonical variate analysis of 13 morphometric measurements of the head. Snapper of both sexes develop a prominent hump on the forehead as they grow to large size, but the males do so to a greater extent than the females. Males also develop a bulge on the snout which was not found in females. Snapper with humps are less well accepted in an export market and this may result in high-grading problems in the quota-managed commercial fishery. Morphometric differences between localities were also found, with three regions previously recognized as containing separate genetic stocks being clearly distinct. Snapper from four areas within one of these stocks, the widespread ocean stock, were compared and found to show lesser differences. These four population samples fell into two groups, interpreted as a resident inshore group and an offshore group which migrates inshore for spawning. The local differences indicate incomplete mixing which has implications for fisheries management and stock assessment.

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Roldugin, Valery, and Alexandr Roldugin. "Multiple linear regression of stock quotes of the Lithuanian enterprises." Economic Annals-ХХI 173, no. 9-10 (December 24, 2018): 43–48. http://dx.doi.org/10.21003/ea.v173-07.

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Walters, Carl, and Peter H. Pearse. "Stock information requirements for quota management systems in commercial fisheries." Reviews in Fish Biology and Fisheries 6, no. 1 (March 1996): 21–42. http://dx.doi.org/10.1007/bf00058518.

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Journal articles on the topic 'Stock quote'

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