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A comparison of volatility predictions in the HK stock market /Law, Ka-chung. January 1900 (has links)
Thesis (M. Econ.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 60-64).
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Analysts' forecasts and future stock return volatility: a firm-level analysis for NYSE FirmsShan, Yaowen, School of Banking & finance, UNSW January 2006 (has links)
This study demonstrates that financial analysts significantly affect short-term stock prices, by examining how non-accounting information particularly contained in analysts' forecasts contributes to the fluctuation of future stock returns. If current non-accounting information of future earnings is more unfavourable or more volatile, we could observe a larger shift in the current stock return. The empirical evidence strongly supports these theoretical predictions that stem from the combination of the accounting version of Campbell-Shiller model (Campbell and Shiller (1988) and Vuolteenaho (2002)) and Ohlson????s information dynamics (1995). In addition, the results are also valid for measures of both systematic and idiosyncratic volatilities.
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Analysts' forecasts and future stock return volatility: a firm-level analysis for NYSE FirmsShan, Yaowen, School of Banking & finance, UNSW January 2006 (has links)
This study demonstrates that financial analysts significantly affect short-term stock prices, by examining how non-accounting information particularly contained in analysts' forecasts contributes to the fluctuation of future stock returns. If current non-accounting information of future earnings is more unfavourable or more volatile, we could observe a larger shift in the current stock return. The empirical evidence strongly supports these theoretical predictions that stem from the combination of the accounting version of Campbell-Shiller model (Campbell and Shiller (1988) and Vuolteenaho (2002)) and Ohlson????s information dynamics (1995). In addition, the results are also valid for measures of both systematic and idiosyncratic volatilities.
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The effect of macroeconomic variables on the pricing of common stock under trending market conditions /Fodor, Bryan D. January 2003 (has links)
Thesis (MBA) -- University of New Brunswick, Faculty of Administration, 2003. / Typescript. Bibliography: leaves 83-84. Also available online through University of New Brunswick, UNB Electronic Theses & Dissertations.
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Dynamics of the return generating process and mean reversion of the US stock prices /Ohn, Jonathan Kong. January 1997 (has links)
Thesis (Ph. D.)--Lehigh University, 1997. / Includes vita. Bibliography: leaves 229-233.
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Essays on information and conflicts of interest in stock recommendationsLidén, Erik January 2005 (has links)
Thesis (doctoral)--Göteborgs Universitet, 2005. / Added t.p. with thesis statement inserted. Includes bibliographical references (p. 91-95).
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Stock price, volatility and volume : the profitability of technical trading rules using bootstrap methodology /Kwon, Ki-Yeol, January 1999 (has links)
Thesis (Ph. D.)--Lehigh University, 1999. / Includes vita. Bibliography: leaves 178-182.
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The interaction of financial and nonfinancial information sources an empirical study of time series properties and capital market effects /Janson, Kenneth Robert, January 1979 (has links)
Thesis--University of Wisconsin--Madison. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 294-297).
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Robustness and information processing constraints in economic modelsLewis, Kurt Frederick. January 2007 (has links)
Thesis (Ph. D.)--University of Iowa, 2007. / Supervisor: Charles H. Whiteman. Includes bibliographical references (leaves 134-137).
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Testing the predictability of stock returns /Fuksa, Michel, January 1900 (has links)
Thesis (Ph.D.) - Carleton University, 2002. / Includes bibliographical references (p. 253-260). Also available in electronic format on the Internet.
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