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Relevant bibliographies by topics / Valuation of stocks

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Academic literature on the topic 'Valuation of stocks'

Author: Grafiati

Published: 4 June 2021

Last updated: 2 February 2022

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Journal articles on the topic "Valuation of stocks"

1

Ivanovski, Zoran, Zoran Narasanov, and Nadica Ivanovska. "Performance Evaluation of Stocks’ Valuation Models at MSE." Economic and Regional Studies / Studia Ekonomiczne i Regionalne 11, no. 2 (2018): 7–23. http://dx.doi.org/10.2478/ers-2018-0011.

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Abstract Subject and purpose of work: The main task of this paper is to examine the proximity of valuations generated by different valuation models to stock prices in order to investigate their reliability at Macedonian Stock Exchange (MSE) and to present alternative “scenario” methodology for discounted free cash flow to firm valuation. Materials and methods: By using publicly available data from MSE we are calculating stock prices with three stock valuation models: Discounted Free Cash Flow, Dividend Discount and Relative Valuation. Results: The evaluation of performance of three stock valua

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Barniv, Ran, Ole-Kristian Hope, Mark J. Myring, and Wayne B. Thomas. "Do Analysts Practice What They Preach and Should Investors Listen? Effects of Recent Regulations." Accounting Review 84, no. 4 (2009): 1015–39. http://dx.doi.org/10.2308/accr.2009.84.4.1015.

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ABSTRACT: From 1994 to 1998, Bradshaw (2004) finds that analysts' stock recommendations relate negatively to residual income valuation estimates (scaled by current price) but positively to valuation heuristics based on the price-to-earnings-to-growth ratio and long-term growth. These results are surprising, especially considering that future returns relate positively to residual income valuation estimates and negatively to heuristics. Using a large sample of analysts for the 1993–2005 period, we consider whether recent regulatory reforms affect this apparent inconsistent analyst behavior. Cons

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Cici, Gjergji, Alexander Kempf, and Alexander Puetz. "The Valuation of Hedge Funds’ Equity Positions." Journal of Financial and Quantitative Analysis 51, no. 3 (2016): 1013–37. http://dx.doi.org/10.1017/s0022109016000351.

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AbstractWe provide evidence on the valuation of equity positions by hedge funds. Reported valuations deviate from standard valuations based on closing prices from the Center for Research in Security Prices for roughly 7% of the positions. These equity valuation deviations are positively related to illiquidity and price volatility of the underlying stocks. They respond to past performance and intensify after an advisor starts reporting to a commercial database. Furthermore, advisors with more valuation deviations show a stronger discontinuity in their reported returns around 0, manage a higher

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Cervellati, Enrico Maria. "Analysts’ distorted valuation of hi-tech stocks." Corporate Ownership and Control 10, no. 1 (2012): 380–95. http://dx.doi.org/10.22495/cocv10i1c3art6.

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This paper aims to examine the distorted valuations of internet companies during the dot.com bubble. The analysis is performed through a clinical study of Tiscali, the most known Italian internet company at the time. First, its IPO is presented, underlining the presence of the three typical phenomena: the decision to go public during a hot issue market, the initial underpricing, and the long run underperformance. Second, a content analysis of the reports issued by analysts in the period 1999-2001 shows the most common mistakes in using relative market valuation techniques. Third, an event stud

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Boehme, Rodney D., Bartley R. Danielsen, and Sorin M. Sorescu. "Short-Sale Constraints, Differences of Opinion, and Overvaluation." Journal of Financial and Quantitative Analysis 41, no. 2 (2006): 455–87. http://dx.doi.org/10.1017/s0022109000002143.

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AbstractMiller (1977) hypothesizes that dispersion of investor opinion in the presence of short-sale constraints leads to stock price overvaluation. However, previous empirical tests of Miller's hypothesis examine the valuation effects of only one of these two necessary conditions. We examine the valuation effects of the interaction between differences of opinion and shortsale constraints. We find robust evidence of significant overvaluation for stocks that are subject to both conditions simultaneously. Stocks are not systematically overvalued when either one of these two conditions is not met

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Ivanović, Saša. "MANAGEMENT OF COMMON STOCKS." Tourism and hospitality management 9, no. 1 (2003): 207–19. http://dx.doi.org/10.20867/thm.9.1.19.

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Common stocks are easier to describe than fixed-income securities such as bonds, but they are harder to analyse. Fixed-income securities almost always have a limited life and an upper kune limit on cash payments to investors. Common stocks have neither. Although the basic principles of valuation apply to both, the role of uncertainty is larger for common stocks, so much so that it often dominates all other elements in their valuation.

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Kumar, Alok. "Hard-to-Value Stocks, Behavioral Biases, and Informed Trading." Journal of Financial and Quantitative Analysis 44, no. 6 (2009): 1375–401. http://dx.doi.org/10.1017/s0022109009990342.

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AbstractThis paper uses investor-level data to provide direct evidence for an intuitive but surprisingly untested proposition that investors make larger investment mistakes when valuation uncertainty is higher and stocks are more difficult to value. Using multiple measures of valuation uncertainty and multiple behavioral bias proxies, I show that individual investors exhibit stronger behavioral biases when stocks are harder to value and when market-level uncertainty is higher. I also find that informed trading intensity is higher among stocks where individual investors exhibit stronger behavio

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Nikolic, Ljubica. "Valuation of common and preferred stocks." Zbornik radova Pravnog fakulteta, Nis, no. 66 (2014): 139–60. http://dx.doi.org/10.5937/zrpfni1466139n.

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Price, Walter C. "Valuation of Hardware and Software Stocks." AIMR Conference Proceedings 2000, no. 5 (2000): 51–57. http://dx.doi.org/10.2469/cp.v2000.n5.3052.

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LAU, KA WO, and YUE KUEN KWOK. "VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH." International Journal of Theoretical and Applied Finance 08, no. 05 (2005): 659–74. http://dx.doi.org/10.1142/s0219024905003189.

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The reload provision in an employee stock option is an option enhancement that allows the employee to pay the strike upon exercising the stock option using his owned stocks and to receive new "reload" stock options. The usual Black–Scholes risk neutral valuation approach may not be appropriate to be adopted as the pricing vehicle for employee stock options, due to the non-transferability of the ownership of the options and the restriction on short selling of the firm's stocks as hedging strategy. In this paper, we present a general utility maximization framework to price non-tradeable employee

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Dissertations / Theses on the topic "Valuation of stocks"

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Stansfield, John J. "The valuation of executive stock options that incorporate reset provisions /." free to MU campus, to others for purchase, 1996. http://wwwlib.umi.com/cr/mo/fullcit?p9717181.

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Miao, Liyan. "Market valuation and target horizon in mergers & acquisitions." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B36943411.

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Zheng, Yuchun, and 鄭育{22487c}. "Cash dividends and bonus issues in China: development, valuation effects and market efficiency." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B2914453X.

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Miao, Liyan, and 繆麗燕. "Market valuation and target horizon in mergers & acquisitions." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36943411.

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Bohman, Mickael. "Real Estates Stocks' correlation to their underlying property portfolio and the stock market." Thesis, KTH, Fastigheter och byggande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-183414.

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Wang, Yintian 1976. "Three essays on volatility long memory and European option valuation." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=102851.

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This dissertation is in the form of three essays on the topic of component and long memory GARCH models. The unifying feature of the thesis is the focus on investigating European index option evaluation using these models.<br>The first essay presents a new model for the valuation of European options. In this model, the volatility of returns consists of two components. One of these components is a long-run component that can be modeled as fully persistent. The other component is short-run and has zero mean. The model can be viewed as an affine version of Engle and Lee (1999), allowing for easy

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Ismail, Hassan Ismail Hassan. "Information asymmetry and the valuation of new issues : the case of Egypt." Thesis, University of Aberdeen, 2009. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=109953.

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While the literature on underpricing of initial public offerings (IPOs) of common stock is various and expansive, very little research has been undertaken in countries where capital markets are less developed. This thesis therefore attempts to address the shortage of such research in Egypt, which has been witnessing an important phase of transition towards a broader adoption of market-oriented policies through the revitalisation of its stockmarket since 1991. The aim is to measure the short-run performance of IPOs in an effort to compare the maturity of the Egyptian capital market with that

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Van, Wyk Tyrone. "The relationships between the price-earnings ratio and selected risk and return and valuation models." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53156.

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Assignment (MAcc )--University of Stellenbosch, 2002.<br>ENGLISH ABSTRACT: The price-earnings ratio is one of a series of benchmarks developed after the Great Depression, to measure the fair value of shares on a relative basis. It originated from the idea that investors buy the earnings of a company and that the price-earnings ratio provides a consensus indication of the future growth potential of a company. Therefore, the price-earnings ratio is a rating of a company's future profitability. The price-earnings ratio developed, over the years, firstly, into an indicator of the relative

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Blomberg, Albin. "Market valuation : Observed differences in valuation between small and large cap stocks, when Dividend Discount Model and Free Cash Flow to Equity is applied in the Swedish stock market." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Center for Finance and Governance (CFG), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48686.

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Purpose:This thesis is examining two of the most common valuation methods put into practice on firms of different sizes in order to see if the market capitalization has any impact on said valuations. Relevance: Despite the widespread use of the intrinsic valuation methods both in academia and the professional world the amount of coverage concerning real life usage and analysis seems to be somewhat lacking. The numerous studies that cover the pros and cons of different valuation models and their supposed accuracy towards current stock prices. The studies rarely try to analyze whether or not the

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Venemalm, Johan. "State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends." Thesis, Uppsala universitet, Institutionen för informationsteknologi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226518.

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In computational finance, finite differences are a widely used tool in the valuation of standard derivative contracts. In a lower-dimensional setting, high accuracy and speed often characterize such methods, which gives them a competitive advantage against Monte Carlo methods. For option contracts with discontinuous payoff functions, however, finite differences encounter problems to maintain the order of convergence of the employed finite difference scheme. Therefore the timesteps are often computed in a conservative manner, which might increase the total execution time of the solver more than

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Books on the topic "Valuation of stocks"

1

Hoover, Scott. Stock Valuation. McGraw-Hill, 2006.

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Thomas, Rawley. The valuation handbook: Valuation techniques from today's top practitioners. Wiley, 2010.

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E, Gup Benton, ed. The valuation handbook: Valuation techniques from today's top practitioners. Wiley, 2010.

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Lin, Wan-Ying. Implied terminal values in equity valuation. UMI Dissertation Services, 2002.

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5

Duffie, Darrell. Valuation in over-the-counter markets. National Bureau of Economic Research, 2006.

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Stock valuation: A practical guide to Wall Street's most popular valuation models. McGraw-Hill, 2005.

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Pástor, Lubos̆. Stock valuation and learning about profitability. National Bureau of Economic Research, 2002.

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8

Sorjonen, Pasi. The relative valuation of dividends and capital gains in Finland. Kauppakorkeakoulu, 1987.

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Jamin, Gösta. Der Residualgewinnansatz in der fundamentalen Aktienbewertung: Empirische Untersuchungen für den deutschen Aktienmarkt. Lang, 2006.

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Valuation of equity securities: History, theory and application. World Scientific, 2011.

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Book chapters on the topic "Valuation of stocks"

1

Garita, Mauricio. "Valuation and Risk Models with Stocks." In Applied Quantitative Finance. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-29141-9_7.

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Gabrielli, Laura, and Aurora Greta Ruggeri. "Optimal Design in Energy Retrofit Interventions on Building Stocks: A Decision Support System." In Appraisal and Valuation. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-49579-4_16.

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Robak, Espen, and Angelina McKedy. "LiquiStat Database (Restricted Stocks, Options, Warrants, and Convertible Securities)." In Business Valuation Discounts and Premiums. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119197539.ch7.

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Stevens, P. "Stock Valuation." In Work Out Principles of Accounts for First Examinations. Macmillan Education UK, 1986. http://dx.doi.org/10.1007/978-1-349-18141-4_20.

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Stevens, P. "Stock Valuation." In Work Out Accounting GCSE. Macmillan Education UK, 1987. http://dx.doi.org/10.1007/978-1-349-09460-8_20.

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Stevens, P., and B. Kriefman. "Valuation of Stock." In Work Out Accounting A-Level. Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-12640-8_13.

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Stevens, P., and B. Kriefman. "Valuation of Stock." In Work Out Accounting A Level. Macmillan Education UK, 1995. http://dx.doi.org/10.1007/978-1-349-13781-7_13.

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Stevens, P., and B. Kriefman. "Valuation of Stock." In Work Out Accounting ‘A’ Level. Macmillan Education UK, 1988. http://dx.doi.org/10.1007/978-1-349-09807-1_13.

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Islam, Sardar M. N., and Sethapong Watanapalachaikul. "Stock Valuation Models." In Contributions to Economics. Physica-Verlag HD, 2005. http://dx.doi.org/10.1007/978-3-7908-2666-1_5.

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Wolff, Florian Cornelis. "Utility-based stock-option valuation." In Employee Stock Option Compensation. Deutscher Universitätsverlag, 2004. http://dx.doi.org/10.1007/978-3-322-81849-2_4.

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Conference papers on the topic "Valuation of stocks"

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Prohaska, Zdenko, Ivan Uroda, and Anita Radman Pesa. "Valuation of common stocks using the dividend valuation approach and excel." In 2017 40th International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO). IEEE, 2017. http://dx.doi.org/10.23919/mipro.2017.7973655.

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Kydyraliev, Syrgak, and Anarkül Urdaletova. "Stock Valuation: Dividend Discount Models." In International Conference on Eurasian Economies. Eurasian Economists Association, 2011. http://dx.doi.org/10.36880/c02.00370.

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One of the most widespread problems on a securities market is the problem of definition of an estimated stock value. It is necessary to note, that the stock price as well as the price of any good in the market is defined as the result of supply and demand interaction. Our task is to offer the mechanism, which allows making decision on purchase or sale. For this purpose the method of asset estimation by future cash flows will be used – i.e. we believe that the estimated value of an asset is equal to present value of the future cash flows which are provided by the asset. In our paper we will int

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Huang, Fang-liang, and Jian Du. "IPO Market of Common Stocks: Valuation, Price Determination, and Market Players' Behavior." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303536.

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Siddiaui, Sehba Shahabuddin, and Vandana A. Patil. "Stock Market Valuation using Monte Carlo Simulation." In 2018 International Conference on Current Trends towards Converging Technologies (ICCTCT). IEEE, 2018. http://dx.doi.org/10.1109/icctct.2018.8550864.

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"MACRO MEASUREMENT AND VALUATION OF THE BUILDING STOCK." In 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_338.

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Chen, Dongmei, Xinru Ma, and Runzhi Yan. "Stock Prices and DCF valuation – Evidence from China." In 2021 International Conference on Financial Management and Economic Transition (FMET 2021). Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210917.061.

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Hendrawan, Riko, Rijikan, and Hiro Tugiman. "Stock Valuations in Cement Companies: Evidence from Indonesia Stock Exchange." In The 2nd International Conference on Inclusive Business in the Changing World. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0008427400450054.

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He, Chengying, Qinghzen Xu, and Ying Liu. "A New Model between Stock Valuation Index and Volatility of Stock Price." In 2010 International Conference on Intelligent Computing and Cognitive Informatics (ICICCI). IEEE, 2010. http://dx.doi.org/10.1109/icicci.2010.122.

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Speranda, Ivo. "A NEW PERSPECTIVE ON VALUATING OF COMMON STOCKS." In 10th Economics & Finance Conference, Rome. International Institute of Social and Economic Sciences, 2018. http://dx.doi.org/10.20472/efc.2018.010.032.

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McLaughlin, Patrick A. "First for Repairs, Then for Damages: Environmental Liability and Environmental Stewardship in Railroad Stock Prices." In 2010 Joint Rail Conference. ASMEDC, 2010. http://dx.doi.org/10.1115/jrc2010-36212.

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Using event study techniques, I test capital market reactions to environmental damages caused by hazardous materials (hazmat) spills in train accidents. Controlling for property damages, human injuries and lives lost, and other relevant factors, I find that the average hazmat spill is correlated with a small but statistically significant decrease in the daily stock return of the railroad involved in the spill. Further, by exploiting an exogenous change in maximum legal environmental damages liability, I test whether this market reaction to hazmat spills reflects incorporation of damages to eco

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Reports on the topic "Valuation of stocks"

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Pastor, Lubos, and Pietro Veronesi. Stock Valuation and Learning about Profitability. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w8991.

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van Binsbergen, Jules. Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27367.

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Chan, Louis K. C., Josef Lakonishok, and Theodore Sougiannis. The Stock Market Valuation of Research and Development Expenditures. National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/w7223.

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Campbell, John, and Robert Shiller. Valuation Ratios and the Long-Run Stock Market Outlook: An Update. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8221.

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Cockburn, Iain, and Zvi Griliches. Industry Effects and Appropriability Measures in the Stock Markets Valuation of R&D and Patents. National Bureau of Economic Research, 1987. http://dx.doi.org/10.3386/w2465.

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Research Department - Central Bank - General - Miscellaneous Committees - Rural Credits Department Fund - File 1 - Valuation and Control of Rural Stocks - 20/2/1957. Reserve Bank of Australia, 2021. http://dx.doi.org/10.47688/rba_archives_2006/16811.

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Financial Stability Report - September 2015. Banco de la República, 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.

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From this edition, the Financial Stability Report will have fewer pages with some changes in its structure. The purpose of this change is to present the most relevant facts of the financial system and their implications on the financial stability. This allows displaying the analysis more concisely and clearly, as it will focus on describing the evolution of the variables that have the greatest impact on the performance of the financial system, for estimating then the effect of a possible materialization of these risks on the financial health of the institutions. The changing dynamics of the ri

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