Author: Seak Yau LohPublisher:
ISBN:
Category : Stock price forecasting
Languages : en
Pages : 100
Book Description
An Analysis of Some Determinants of Stock Price Volatility in the U.S. Market
Author: Seak Yau LohPublisher:
ISBN:
Category : Stock price forecasting
Languages : en
Pages : 100
Book Description
The Determinants of Stock Price Volatility
Author: Mariana MazzucatoDeterminants of Share Price, Stock Market Volatility and Efficiency
Author: Karpagavalli RajagopalPublisher: LAP Lambert Academic Publishing
ISBN: 9783847345442
Category :
Languages : en
Pages : 320
Book Description
This substantially enlarged new edition of a well-established book aims at making its readers well-equipped with theories, concepts and techniques which can be applied to various levels of investment decision making.Consistent with this objective, the author have taken an analytical approach while dwelling on the subject matter.With an overall objective of doing creative investment management, taking sound investment decisions and maximizing wealth - is the focus of the book. SALIENT FEATURES To identify the significant determinants of Share Price of 'A' group and 'B' Group shares of the select banks and to examine its relationship with various explanatory variables To measure the volatility of stock return relative to market return and the riskiness of the select securities. To investigate whether prices of stocks in Bombay Stock Exchange follow a Random Walk Process (i.e. weak form of efficiency) as required by the market efficiency theory."
Market Volatility
Author: Robert J. ShillerPublisher: MIT Press
ISBN: 9780262691512
Category : Business & Economics
Languages : en
Pages : 486
Book Description
Market Volatility proposes an innovative theory, backed by substantial statistical evidence, on the causes of price fluctuations in speculative markets. It challenges the standard efficient markets model for explaining asset prices by emphasizing the significant role that popular opinion or psychology can play in price volatility. Why does the stock market crash from time to time? Why does real estate go in and out of booms? Why do long term borrowing rates suddenly make surprising shifts? Market Volatility represents a culmination of Shiller's research on these questions over the last dozen years. It contains reprints of major papers with new interpretive material for those unfamiliar with the issues, new papers, new surveys of relevant literature, responses to critics, data sets, and reframing of basic conclusions. Included is work authored jointly with John Y. Campbell, Karl E. Case, Sanford J. Grossman, and Jeremy J. Siegel. Market Volatility sets out basic issues relevant to all markets in which prices make movements for speculative reasons and offers detailed analyses of the stock market, the bond market, and the real estate market. It pursues the relations of these speculative prices and extends the analysis of speculative markets to macroeconomic activity in general. In studies of the October 1987 stock market crash and boom and post-boom housing markets, Market Volatility reports on research directly aimed at collecting information about popular models and interpreting the consequences of belief in those models. Shiller asserts that popular models cause people to react incorrectly to economic data and believes that changing popular models themselves contribute significantly to price movements bearing no relation to fundamental shocks.
Stock Price Volatility
Author: Shoaib ShafiqPublisher: LAP Lambert Academic Publishing
ISBN: 9783659190605
Category :
Languages : en
Pages : 128
Book Description
Stock prices fluctuation has always been the crucial topic in the field of financial research. Various researchers around the world present their theories, model to make clarification about the determinants of stock prices. There are some models and theories efficient with regard to stock price determination, but the reliability of the model working in one market may not be the same in other market of the world. Most of the studies regarding the stock price volatility were conducted in context of advance countries so there is need to test the predictability power of models in context of developing countries like Pakistan. This book provides evidence with regard to the factors effecting the stock prices in oil and gas sector of Pakistan along with applicability of the famous model of Baskin and certain control variables suggested by the researchers around the world. This study also highlighted the importance of industry consideration in the stock price volatility analysis.
Determinants of Stock Market Volatility and Risk Premia
Author: Mordecai KurzBeast on Wall Street
Author: Robert A. HaugenPublisher: Pearson
ISBN:
Category : Business & Economics
Languages : en
Pages : 170
Book Description
It is now abundantly clear that stock volatility is a contagious disease that spreads virulently from market to market around the world. Price changes in one market drive subsequent price changes in that market as well as in others. In Beast, Haugen makes a compelling case for the fact that even under normal conditions, fully 80 percent of stock volatility is price driven. Moreover, this volatility is far from benign. It acts to reduce the level of investment spending and constitutes a significant and permanent drag on economic growth. Price-driven volatility is unstable. Dramatic and unpredictable explosions in price-driven volatility can send stock markets in a downward spiral and cause significant disruptions in economic activity. Haugen argues that this indeed happened in 1929 and 1930. If volatility in Asian markets persists, it can easily become the source of the problem rather than merely a symptom.
Determinants of Stock Market Volatility and Risk Premia
Author: Mordecai KurzDividend Policy and Stock Price Volatility
Author: David E. AllenPublisher:
ISBN: 9781863422581
Category : Dividends
Languages : en
Pages : 36
Book Description
Author: K. Kuhan