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Search Results: 1 - 10 of 2704 matches for " Stock Price "
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Research on the Relationship of Media Attention, Stock Liquidity and Stock Price Informativeness: Based on the Data of Listed Company on GEM of China  [PDF]
Ningbo Cao
Modern Economy (ME) , 2017, DOI: 10.4236/me.2017.81005
Abstract: GEM stocks are more susceptible to the attention of news media because of their liquidity and high risk characteristics. This paper uses Baidu News search and the data of companies listed on GEM from 2009 to 2015 to investigate the impact of media attention and stock liquidity on stock price information content respectively and the impact of stock liquidity on the relationship between media attention and stock liquidity. The results show that with the number of media news coverage increasing and stock liquidity accelerating, stock information content will also be improved; further studies find that with the acceleration of stock liquidity, liquidity weakens the positive relationship between media attention and shares information content.
Improving the Forecast Accuracy of Oil-Stock Nexus in GCC Countries  [PDF]
Onuoha Ikwor Nnachi
Theoretical Economics Letters (TEL) , 2018, DOI: 10.4236/tel.2018.814191

This paper renders new insights into the predictability of GCC stock returns using crude oil prices using the approach of [1] [2] that accounts for salient features of the predictor. The results show superior performance of the oil-based stock model over time-series models (namely, AR, MA, ARMA, and ARFIMA) for both in-sample and out-of-sample forecasts. The results are robust to different oil price series (Brent and WTI prices) and forecast horizons (30 and 60 days).

The Transmission of Pricing Information of Dually-Listed between Hong Kong and New York Stock Exchange  [PDF]
Shuangfei LI, Shou CHEN
Journal of Service Science and Management (JSSM) , 2009, DOI: 10.4236/jssm.2009.24041
Abstract: The study investigates the transmission of pricing information between Hong Kong Stock Exchange and New York Stock Exchange. Using the opening and closing stock prices of these two markets from Jan. 2003 to Apr. 2007 with the method of Seemingly Unrelated Regression, we draw the conclusions that: 1) intraday returns of Chinese dually-listed stocks is influenced more obviously by Hang Seng Index than Dow-Jones Average; 2) transmission of pricing information is only from New York to Hong Kong; 3) intraday returns of stocks from New York Stock Exchange has a remarkable influence on that of the next day in Hongkong market, but the stocks price of Hong Kong Stock Exchange has no relation with which of New York Stock Exchange.
Central Bank’s Independence and Stock Prices  [PDF]
Yutaka Kurihara, Koichiro Morikawa, Sadayoshi Takaya
Modern Economy (ME) , 2012, DOI: 10.4236/me.2012.36101
Abstract: Since the end of 1990s, the independence of central bank independence has been discussed. In the past, central banks tried to improve their independence to combat inflation. This independence has been evaluated relative to adequate economic policy and stable economic growth. This article examines the effect of central bank independence on stock market prices and finds evidence for a positive return in developed countries; moreover, for stock prices, economic independence of the central bank seems to be more important than political independence.
Equities Incentive, Informativeness of Stock Price and Earnings Management: Based on the Chinese A-Share Listed Companies  [PDF]
Qifan Zhong
Modern Economy (ME) , 2016, DOI: 10.4236/me.2016.73028
Abstract: Equities incentive is more and more frequently used for motivating management among Chinese listed companies, but whether it will degrade informativeness of stock price, thus reduce the efficiency of capital allocation in security market remains to be verified. This article used the data of A-share listed companies in China from 2010-2014, deployed an empirical research to study the relationship between equities incentive and informativeness of stock price, considering earnings management as an intermediary variable. According to the analysis results, we found that higher level of equities incentive tended to degrade the level of informativeness of stock price, and the earnings management was not an effective intermediary variable, which meant the earnings management resulted from equities incentive was less likely to affect informativeness of stock price.
The Forecasting Model of Stock Price Based on PCA and BP Neural Network  [PDF]
Haoling Zhang
Journal of Financial Risk Management (JFRM) , 2018, DOI: 10.4236/jfrm.2018.74021
Abstract: Based on Principal Component Analysis (PCA) and Back Propagation neural network, this paper establishes stock forecast model, and takes the Yunnan Baiyao (000538) as example, 29 indicators are selected from stocks technical analysis, and the neural network is input after dimension reduction and further confirms number of hidden layer nodes, learning rate, activation function and training function of the network in accordance with comparison and analysis of Mean Square Error (MSE) and Mean Absolute Error (MAE) in different parameter data experiments. Lastly, the model with steadiness and accuracy is obtained.
Analisis Faktor yang Mempengaruhi Struktur Modal Serta Pengaruhnya Terhadap Harga Saham Perusahaan Real Estate yang Go Public di Bursa Efek Indonesia
Ali Kesuma
Jurnal Manajemen dan Kewirausahaan , 2009,
Abstract: The main objective of the study is to examine the impact of these factors on capital structure and stock price in indonesian stock exchange. Data is used secondary data that Published in indonesian stock exchange from 2003-2008. this analisys used Structural Euvation Modeling. The result of the study : 1). There are impact of growth sale on capital structure with regression weight 0,19; 2). There are impact profitability on capital structure with regression weight 0,19 3). There are impact of debt ratio on capital structure; 4). There are not impact of growth sales on stock prices; 5). There are not impact of assets structure on stock price with regression weight 0,12; 6). There are impact of profitability on stock price with regression weight 0,53; 7) There are not significant impact of debt ratio on stock price; 8). There are not significant impact of capital structure on stock price.
ARIMA Model in the Application of Shanghai and Shenzhen Stock Index  [PDF]
Shichang Shen, Yue Shen
Applied Mathematics (AM) , 2016, DOI: 10.4236/am.2016.73016
Abstract: In the paper, based on the data of Shanghai and Shenzhen 300 stock index in 2011, the ARIMA model was established by using Eviews 6, and the historical trend of stock price was found out. The model was used to provide a reference for the investors.
Government Subsidy and Crash Risk  [PDF]
Yuanzhi Chen, Chunqiang Wu
Journal of Financial Risk Management (JFRM) , 2016, DOI: 10.4236/jfrm.2016.53019
Using the sample of companies listed on Chinese GEM between 2009 and 2015, we examines the impact of government subsidy on companies’ future stock price crash risk and explores how the earning information opacity moderates the relation between government subsidy and crash risk. We find that: 1) the government subsidies for the listed companies increase their crash risk; 2) the firms with higher information opacity are exposed to higher stock price crash risk; 3) considering the cross effect of opacity and government subsidy, the positive correlation between government subsidy and crash risk is weakened under the high information opacity environment. With further analysis, we find that that government subsidy dominates the earning management level of Jones model while measuring firm’s information opacity. This paper not only enriches the study of external influencing factors of crash risk, but also broadens the study of government subsidy efficiency and provides a new decision basis for the investors to recognize the firms’ earning information quality.
Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study  [PDF]
Hongduo Cao, Ying Li, Huaping He, Zhi He
Journal of Mathematical Finance (JMF) , 2016, DOI: 10.4236/jmf.2016.65053
Abstract: Taking the power-law behavior of human activities into consideration, we conduct an empirical study on the distribution of jump intervals after using BNS nonparametric method to detect jumps in 5 min closing data of HIS. Our result shows that there is a “power law” in jump intervals, and Fokker-Planck distribution is the more suitable distribution to describe jump intervals than the traditional Poisson process. So the jump diffusion model of power law can depict the movement of stock price more accurately.
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