Bibliografías temáticas / Stocks

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Literatura académica sobre el tema "Stocks"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 25 de julio de 2025

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Artículos de revistas sobre el tema "Stocks"

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Sapari, Fransissco Nicolas, and Agus Zainul Arifin. "Studi Perbandingan Nilai Value at Risk Antara Saham Berbasis Syariah Dengan Saham Non Syariah Periode 2010-2012." Jurnal Dinamika Akuntansi dan Bisnis 3, no. 1 (2016): 26–36. http://dx.doi.org/10.24815/jdab.v3i1.4394.

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This study aimed to empirically compare the risk between sharia and non-sharia based stock investment. The Sharia stocks are refereed to stocks that issued by companies listed in LQ-45, whereas the non-sharia stocks are defined as stocks that are issued by companies listed in Jakarta Indonesia Index (JII) between 2011 and 2012. In total, there were 25 companies listed in LQ-45 and 15 companies listed in JII which were involved in this study. This study used GARCH model to estimate the risk of every individual stock. The result showed that there was a difference in risk between sharia and non-s
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Eltahir, Yassin Ibrahim, Osama Azmi Sallam, Hussien Omer Osman, and Fethi Klabi. "Does Volatility Generate Major and Minor Stocks in Saudi Stocks Market?" Integrated Journal of Business and Economics 4, no. 1 (2020): 14. http://dx.doi.org/10.33019/ijbe.v4i1.239.

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This study attempts to answer the main question: are there reciprocal effects between the variances of the stock returns in the Saudi market, also the answer to a sub-question. What are the leading stocks in the Saudi market?. Study selected a sample of five stocks representing the basic materials, banking, services, food and transport sectors (SABIC, Al Rajhi, Etisalat, Almarai and Al Bahri respectively). The data sample for the period from 2011 to 2016 is taken, which represents the lifespan of the five-year plan. Daily stock returns were calculated during this period. Study applies the M GA
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Liu, Mark H. "Analysts’ Incentives to Produce Industry-Level versus Firm-Specific Information." Journal of Financial and Quantitative Analysis 46, no. 3 (2011): 757–84. http://dx.doi.org/10.1017/s0022109011000056.

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AbstractUsing stock returns around recommendation changes to measure the information produced by analysts, I find that analysts produce more firm-specific than industry-level information. Analysts produce more firm-specific information on stocks with higher idiosyncratic return volatilities. The amount of industry information produced by analysts increases with the absolute value of the stock’s industry beta and decreases with the stock’s idiosyncratic volatility. Other stocks in the industry also respond to the recommendation change, and the magnitude of the response increases with the absolu
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Kreidl, Felix. "Stock-Market Behavior on Ex-Dates: New Insights from German Stocks with Tax-Free Dividend." International Journal of Financial Studies 8, no. 3 (2020): 58. http://dx.doi.org/10.3390/ijfs8030058.

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We examine stock prices and the number of stocks traded around ex-dividend dates of German stocks with tax-free dividend. Tax-free dividends are temporarily tax-exempt, as they reduce the initial purchasing price of a stock. With our analysis of this particular group of German stocks, we can make clear predictions regarding ex-date prices and analyze the number of stocks traded around ex-dates, doing so without the systematic bias of cum-ex trades over time. For XETRA, our empirical results indicate that ex-date prices decline, on average, by the amount of the dividend. We do not find a signif
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Färber, Leonie, Rob van Gemert, Øystein Langangen, Joël M. Durant, and Ken H. Andersen. "Population variability under stressors is dependent on body mass growth and asymptotic body size." Royal Society Open Science 7, no. 2 (2020): 192011. http://dx.doi.org/10.1098/rsos.192011.

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The recruitment and biomass of a fish stock are influenced by their environmental conditions and anthropogenic pressures such as fishing. The variability in the environment often translates into fluctuations in recruitment, which then propagate throughout the stock biomass. In order to manage fish stocks sustainably, it is necessary to understand their dynamics. Here, we systematically explore the dynamics and sensitivity of fish stock recruitment and biomass to environmental noise. Using an age-structured and trait-based model, we explore random noise (white noise) and autocorrelated noise (r
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Du, Sha, and Hailong Shen. "A Stock Prediction Method Based on Deep Reinforcement Learning and Sentiment Analysis." Applied Sciences 14, no. 19 (2024): 8747. http://dx.doi.org/10.3390/app14198747.

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Most previous stock investing methods were unable to predict newly listed stocks because they did not have historical data on newly listed stocks. In this paper, we use the Q-learning algorithm based on a convolutional neural network and add sentiment analysis to establish a prediction method for Chinese stock investment tasks. There are 118 companies that are ranked in the Chinese top 150 list for two consecutive years in both 2022 and 2023. We collected all comments under the stock bar of these 118 stocks for each day from 1 January 2022 to 1 July 2024, totaling nearly 10 million comments. T
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Michielsens, Catherine G. J., Samu Mäntyniemi, and Pekka J. Vuorinen. "Estimation of annual mortality rates caused by early mortality syndromes (EMS) and their impact on salmonid stock–recruit relationships." Canadian Journal of Fisheries and Aquatic Sciences 63, no. 9 (2006): 1968–81. http://dx.doi.org/10.1139/f06-095.

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In this paper, we demonstrate how information from broodstocks can be combined with lab information on alevins to obtain annual stock-specific mortality estimates from early mortality syndromes (EMS) using a probabilistic approach, how a hierarchical model structure can be used to predict these mortality rates for related, partly sampled, or unsampled stocks, and why these estimates should be used to remove the effect of this mortality on stock–recruit estimates. The approach has been illustrated for Atlantic salmon (Salmo salar) stocks in the Baltic Sea affected by the M74 syndrome. Results i
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Rasul, Dr Md Serajur. "Performance of Value and Growth Stocks: Returns of Stocks on Dhaka Stock Exchange." Indian Journal of Applied Research 3, no. 2 (2011): 205–8. http://dx.doi.org/10.15373/2249555x/feb2013/71.

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Agarwal, Mehul. "Does Investment in Defensive Stocks Act as a Buffer during Market Downturns?" INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem30553.

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The study examines the performance of defensive stocks during market downturns in the Indian stock market. The research focuses on the period from January 2000 to December 2023. In this study selected stocks from the Fast-Moving Consumer Goods (FMCG) sector (HUL, ITC, Britannia Industries) and Pharma sector (Sun Pharmaceuticals Industries, Dr Reddy Laboratories and Cipla) have been taken into consideration. Five key metrics are covered to assess the stock’s performance: Stock return, Correlation, Beta Compound Annual Growth Rate (CAGR), and Dividend yield. For stock return a comparison is made
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Hui, Eddie C. M., Sheung-Chi Phillip Yam, and Si-Wei Chen. "SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS." International Journal of Strategic Property Management 16, no. 2 (2012): 158–72. http://dx.doi.org/10.3846/1648715x.2011.638946.

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Real estate markets and real estate stocks are interrelated and are important not only to the investors, but also to the academics. Real estate stocks are, in a sense, good measures of performance of the physical real estate market. The objective of this paper is to provide a preliminary study on gauging the performances of real estate stocks in Hong Kong using the Shiryaev-Zhou index. Evidence shows that the Shiryaev-Zhou index can gauge a real estate stock's performance, good or bad, according to the sign of the Shiryaev-Zhou index. Thus a trading strategy can be formulated as follows: buy a
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Tesis sobre el tema "Stocks"

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Wong, Sau-shing Pierre. "A study of the correlation of share price movements of Taiwan listed companies with cross holdings /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18836288.

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Abadiga, Gidi A., and Marcel Neibig. "Value vs Growth Stocks : Do Value Stocks Outperform Growth Stocks? Stockholm Stock Markets, 1995-2009." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16720.

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Denna studie undersöker om en investering i värdeaktier kan generera en bättre avkastning jämfört med en investering i tillväxtaktier. Historisk data för aktier som handlats på Stockholmsbörsen har sammanställts från diverse källor. Till exempel Börsguide och från databasen Thomson Reuters Ecowin Pro. Med hjälp av denna och övrig relevant historisk sekundärdata har aktier grupperats in i värde- och tillväxtportföljer beroende på deras P/E-tal i fem portföljer med olika köp- och innehavstider som sträcker sig från 12 upp till 60 månader mellan åren 1996 och 2009. Inom varje innehavstid för de o
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Wang, Hanfeng. "Essays on stock trading volume, volatility and information." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.

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Cheung, Ping-wing Ricky. "Relative strength trading rules and efficiency of the Hong Kong market /." [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316866.

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Polte, Marcel. "Aktiengattungen : eine rechtsvergleichende Untersuchung zum deutschen, US-amerikanischen und englischen Recht /." Frankfurt am Main ; New York : Lang, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014612988&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Pang, Siu-kei. "Red-chips' (China-affiliated companies' shares) profitability, attractiveness and its implication to Hong Kong stock market." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19873815.

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Chu, Kut-leung. "The CEV model : estimation and option pricing /." Click to view the E-thesis via HKUTO, 1999. http://sunzi.lib.hku.hk/hkuto/record/B4257500X.

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Yiu, Fan-lai. "Applicability of various option pricing models in Hong Kong warrants market /." [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570493.

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Ko, Chi-keung Anthony. "A preliminary study of Hong Kong warrants using the Black-Scholesoption pricing model /." [Hong Kong] : University of Hong Kong, 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316726.

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Yeh, Ho-leung Patrick. "The impact of new issues of derivative securities and the underlying blue chip securities /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19872446.

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Libros sobre el tema "Stocks"

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Merrill, John F. Beyond stocks. Tanglewood Pub., 1997.

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Inc, Market Facts, ed. OTC stocks. Market Facts, 1987.

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1915-, Samuelson Paul Anthony, ed. Growth stocks. Chelsea House, 1988.

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Giangregorio, Dominic P. The penny stock millionaire: Fortunes in mini-stocks. Xlibris, 2008.

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Gerald, Krefetz. The basics of stocks. Dearborn Financial Pub., 1992.

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Matras, Kevin, ed. Finding #1 Stocks. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201649.

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Faerber, Esme. All About Stocks. McGraw-Hill, 2007.

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Program, Oregon Investor Information, ed. Stocks and bonds. Oregon Division of Finance & Corporate Securities, Investor Information Program, 1995.

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Corrigan, Arnold. Understanding common stocks. Longmeadow Press, 1987.

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Group, Mintel International, ed. Stocks and shares. Mintel International Group, 1999.

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Capítulos de libros sobre el tema "Stocks"

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Kakushadze, Zura, and Juan Andrés Serur. "Stocks." In 151 Trading Strategies. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02792-6_3.

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Poncet, Patrice, and Roland Portait. "Stocks, Stock Markets, and Stock Indices." In Springer Texts in Business and Economics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-84600-8_8.

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Khanchandani, Khushi, Neha Patil, and Vineeta Bhujle. "Virtual Stocks: Stock Market Simulator." In Information and Communication Technology for Competitive Strategies (ICTCS 2021). Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-0098-3_26.

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Paterson, Ron. "Consignment Stocks." In Off Balance Sheet Finance. Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-12613-2_9.

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Cort, José Luis, and Pablo Abaunza. "Two Stocks." In SpringerBriefs in Biology. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-11545-6_3.

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Thomsett, Michael C. "Energy Stocks." In Investing in Energy. Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137358479_7.

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Blagden, Cyprian. "The Stocks." In The Stationers' Company. Routledge, 2024. http://dx.doi.org/10.4324/9781003558583-6.

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Kanbur, Ravi. "Buffer Stocks." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_59.

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Fong, Wai Mun. "Growth Stocks." In The Lottery Mindset: Investors, Gambling and the Stock Market. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137381736_4.

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Knott, Geoffrey. "Controlling Stocks." In Financial Management. Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-14766-3_19.

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Actas de conferencias sobre el tema "Stocks"

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Havidz, Shinta Amalina Hazrati, Umair Saeed Bhutta, Sheren Susanto, Nicholas Lai Wijaya, and Najaf Iqbal. "Big Data Analytics of Green Stocks vs. Islamic Stocks: Are These Safe Havens?" In 2025 International Conference on Computer Sciences, Engineering, and Technology Innovation (ICoCSETI). IEEE, 2025. https://doi.org/10.1109/icocseti63724.2025.11020223.

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Zhang, Yanting, Lei Yang, Shipei Du, Yu Sun, and Yaxin Hou. "Predicting financial and manufacturing stocks in China's stock market with random forest." In Second International Conference on Big Data, Computational Intelligence and Applications (BDCIA 2024), edited by Sos S. Agaian. SPIE, 2025. https://doi.org/10.1117/12.3059615.

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Aravindhan, M., and D. Manikavelan. "Improving Stock Market Close Price Prediction: A Generalized Linear Model Approach for NSE Banking Stocks." In 2024 5th IEEE Global Conference for Advancement in Technology (GCAT). IEEE, 2024. https://doi.org/10.1109/gcat62922.2024.10923875.

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Kaburuan, Emil R., Amiya Bhaumik, Oyyappan Duraipandi, and Alfi Aziz. "Prediction of Stock Prices Using a Combination of LSTM and GRU Algorithms on LQ45 Indexed Stocks." In 2024 International Conference on Orange Technology (ICOT). IEEE, 2024. https://doi.org/10.1109/icot64290.2024.10936928.

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Mishra, Nitin, Mohammad Anzar, Saksham Pandey, and Santosh Mishra. "A Review on Stock Market Trends and Stocks Price Prediction Using Sentiment Analysis and Market Data." In 2025 3rd International Conference on Communication, Security, and Artificial Intelligence (ICCSAI). IEEE, 2025. https://doi.org/10.1109/iccsai64074.2025.11063888.

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Sharma, Akshat, Ashtha Goyal, Durgaprasad Gangodkar, and Yogesh Lohumi. "Quantitative Analysis for Stocks and Cryptocurrencies using Python." In 2024 International Conference on Electrical Electronics and Computing Technologies (ICEECT). IEEE, 2024. http://dx.doi.org/10.1109/iceect61758.2024.10739272.

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Irsyad, Akhmad, Anton Prafanto, Muhammad Bambang Firdaus, Hario Jati Setiyadi, Putut Pamilih Widagdo, and Muhammad Abdillah Rahmat. "Forecasting Stocks Prices with GRU and Attention Mechanism." In 2024 International Conference on Electrical Engineering and Informatics (ICELTICs). IEEE, 2024. https://doi.org/10.1109/iceltics62730.2024.10776108.

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Paraschiv, Daniel, and Srinivas Raghavendra. "Stocks scanner evaluator for stocks or options." In 2009 IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr). IEEE, 2009. http://dx.doi.org/10.1109/cifer.2009.4937499.

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Lynch, John, and Brad Cannon. "Does Cross-Sectional Return Extrapolation Explain Anomalies?" In 5th World Conference on Business, Management, Finance, Economics, and Marketing. Eurasia Conferences, 2024. http://dx.doi.org/10.62422/978-81-968539-6-9-010.

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We provide evidence that dividend-paying stocks are less exposed to return extrapolation than non-dividend-paying stocks (capital-gain stocks). In particular, social media sentiment and analyst price targets of capital-gain stocks are each significantly more sensitive to past returns. Consistent with models of return extrapolation, capital-gain stocks earn higher momentum and long-term reversal returns. The significant difference in returns is not explained by factors nor stock characteristics related to dividend status. The value premium, however, is similar among both groups. Collectively, o
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Liu, Fang, XiangXia Li, and Lin Wang. "Exploring Cluster Stocks based on deep learning for Stock Prediction." In 2019 12th International Symposium on Computational Intelligence and Design (ISCID). IEEE, 2019. http://dx.doi.org/10.1109/iscid.2019.10107.

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Informes sobre el tema "Stocks"

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Cochrane, John. Stocks as Money: Convenience Yield and the Tech-Stock Bubble. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w8987.

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Ang, Andrew, Geert Bekaert, and Jun Liu. Why Stocks May Disappoint. National Bureau of Economic Research, 2000. http://dx.doi.org/10.3386/w7783.

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Woodall, Christopher W., John W. Coulston, Grant M. Domke, et al. The U.S. forest carbon accounting framework: stocks and stock change, 1990-2016. U.S. Department of Agriculture, Forest Service, Northern Research Station, 2015. http://dx.doi.org/10.2737/nrs-gtr-154.

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Goetzmann, William, Akiko Watanabe, and Masahiro Watanabe. Procyclical Stocks Earn Higher Returns. National Bureau of Economic Research, 2024. http://dx.doi.org/10.3386/w32509.

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Naddafi, Rahmat, Göran Sundblad, Alfred Sandström, et al. Developing management goals and associated assessment methods for Sweden’s nationally managed fish stocks : a project synthesis. Department of Aquatic Resources, Swedish University of Agricultural Sciences, 2023. http://dx.doi.org/10.54612/a.31cfjep2i0.

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This report summarizes and synthesizes results from the Swedish Agency of Marine and Water Management (SwAM, or HaV) funded project “Förvaltningsmål för nationella arter (Management goals for nationally managed species)”. The objectives of the project have been to promote the development of management goals and associated status assessment methods and indicators, as well as reference points, for some nationally managed fish stocks both in coastal as well as freshwater areas. The report focusses largely on species and stocks that can be defined as data-poor. Such stocks are characterised by mar
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Jagannathan, Ravi. On Frequent Batch Auctions for Stocks. National Bureau of Economic Research, 2019. http://dx.doi.org/10.3386/w26341.

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Cieslak, Anna, and Hao Pang. Common Shocks in Stocks and Bonds. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w28184.

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Baumann, Friedrich, Abdolreza Nazemi, and Frank J. Fabozzi. Macroeconomic Drivers of Stocks and Bonds. CFA Institute, 2025. https://doi.org/10.56227/25.1.22.

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Smith, James E., Linda S. Heath, and Michael C. Nichols. US forest carbon calculation tool: forest-land carbon stocks and net annual stock change. U.S. Department of Agriculture, Forest Service, Northern Research Station, 2007. http://dx.doi.org/10.2737/nrs-gtr-13.

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Guidolin, Massimo, and Giovanna Nicodano. Managing International Portfolios with Small Capitalization Stocks. Federal Reserve Bank of St. Louis, 2007. http://dx.doi.org/10.20955/wp.2007.030.

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