... number of lagged values used to predict the current value in the time series This component captures the relationship between the current value in the time series and its previous values The Integrated ... likelihood estimation (MLE) and ordinary least square (OLS) methods With each model, record the estimated coefficients and their standard errors, together with the AIC and BIC value of the model into ... Calculate and compare the forecasting errors RMSE, MAE and MAPE of all 03 series to select the best model to forecast the closing prices of IMP stock in other days of August, 2023 Forecasting stock
Ngày tải lên: 29/05/2024, 18:09
... Comparing stocks' price multiples can help an investor judge whether a particular stock is overvalued, undervalued, or properly valued in terms of measures such as earnings, book value, sales, ... Trang 7PRICE MULTIPLES 6 Price multiples are ratios of a common stock's market price to some fundamental variable The most common example is the price-to-earnings (P/E) ratio A justified price ... the stock is fairly valued If the actual multiple is greater than the justified price multiple, the stock is overvalued; if the actual multiple is less than the justified multiple, the stock
Ngày tải lên: 09/06/2016, 19:26
The dependence between international crude oil price and vietnam stock market nonlinear cointegration test approach
... between oil price and stock market 11 2.1.1.4 The imperial evidences about the relationship between oil prices and Vietnam stock market 12 2.1.2 The relationship between stock market and exchange ... Vietnam stock market, and there is a balance between benefits and damages in this period ECM model indicates that oil prices and stock prices have a positive relationship in short term, and the ... on Standard & Poor’s S&P 500 price is a proxy of stock market returns and oil price shocks are measured in different methods: changes in oil prices, oil price increases, net oil price
Ngày tải lên: 04/08/2017, 21:23
The relation between stock price volatility and firm characteristics of vietnamese listed firms on ho chi minh city stock exchange luận văn thạc sĩ
... 2.3 Stock price volatility and dividend policy 10 2.4 Stock price volatility and firm age 13 2.5 Stock price volatility and trading liquidity 13 2.6 Other firm’s characteristics and stock price ... between dividend and stock price volatility They found a positive relation among dividend and stock prices Jenson (1986) stated there is a positive relation between dividend and stock price reaction ... Rashid and Rehman (2008) found a positive but insignificant relation among stock price volatility and dividend yield in the stock market of Dhaka 2.4 Stock price volatility and firm age Pastor and
Ngày tải lên: 12/08/2017, 21:35
Mann, venkataraman and waisburd stock liquidity and the value of a designated liquidity provider evidence from paris euronext
... for less liquid stocks [Grossman and Miller (1988) and Glosten (1989)] and for stocks that trade in a call auction [Economides and Schwartz (1995)], and are less valuable for stocks that trade ... supervise the trading process, match buyers and sellers, act as agents for other brokers, and exercise crowd control to ensure price and time priority and efficient order representation.” In automated ... correlation between changes in stock price and liquidity We conclude with a discussion of the implications and limitations of the analysis 2 Institutional background and sample selection A Market
Ngày tải lên: 11/09/2018, 13:59
Mann, venkataraman and waisburd stock liquidity and the value of a designated liquidity provider evidence from paris euronext
... for less liquid stocks [Grossman and Miller (1988) and Glosten (1989)] and for stocks that trade in a call auction [Economides and Schwartz (1995)], and are less valuable for stocks that trade ... supervise the trading process, match buyers and sellers, act as agents for other brokers, and exercise crowd control to ensure price and time priority and efficient order representation.” In automated ... correlation between changes in stock price and liquidity We conclude with a discussion of the implications and limitations of the analysis 2 Institutional background and sample selection A Market
Ngày tải lên: 13/12/2018, 16:08
Bank monitoring and stock price crash risk: Evidence from China
... willingness and ability to supervise the banks, and thus have a stronger inhibitory effect on the stock price crash risk 3 Identification, data and methodology 3.2 Stock price crash risk To measure stock ... monitoring and stock price crash risk: Evidence from China Suyu Sun1, Xueling Shang2 and Weiwei Liu3 Abstract This paper documents the negative relation between credit line and stock price crash ... monitors the lender's business activities and financial situation, and the effect of such supervision is reflected in the stock market price and bond price Compared with banks that adopt mixed
Ngày tải lên: 01/02/2020, 22:56
The dependence between international crude oil price and vietnam stock market nonlinear cointegration test approach
... between oil price and stock market 11 2.1.1.4 The imperial evidences about the relationship between oil prices and Vietnam stock market 12 2.1.2 The relationship between stock market and exchange ... Vietnam stock market, and there is a balance between benefits and damages inthis period ECM model indicates that oil prices and stock prices have a positiverelationship in short term, and the ... returns on Standard & Poor’s S&P 500 price is aproxy of stock market returns and oil price shocks are measured in differentmethods: changes in oil prices, oil price increases, net oil price
Ngày tải lên: 01/10/2020, 19:42
marketing princiles unit 8 price and value
... 1Unit 8Price and Value Trang 2 Identify and explain the external and internal factors affecting a firm's pricing decisions Contrast the three general approaches to setting prices Identify and ... Range of Prices Pricing/ Marketing Strategies Pricing/ Marketing Strategies Trang 11Price Elasticity of DemandA Inelastic Demand Demand Hardly Changes With -a Sm-all Ch-ange in Price. Demand Changes ... Decisions Market andDemand Competitors’ Costs, Prices and Offers Other External Factors Economic Conditions Reseller Reactions Government Actions S i l C Social Concerns Trang 10Market and Demand Factors
Ngày tải lên: 13/03/2021, 18:03
The relationship between corporate governance, earnings management and stock price informativenes
... management: literature review and hypotheses development 211 Trang 55.2.1 Linkage between earnings management andstock price informativeness 2115.2.2 Corporate governance and stock price informativeness ... State ownership and stock price informativeness through accrual based earnings management 239 Table 7- Direct effects, indirect effects and total effects of state ownership and stock price informativeness ... on boards (dFOB) and stock price informativeness through abnormal cash flow 263 Table 12: Direct effects, indirect effects and total effect of Women on boards (dFOB) and stock price informativeness
Ngày tải lên: 25/08/2021, 09:12
The relationship between corporate governance, earnings management and stock price informativeness empirical studies in a vietnamese context
... management: literature review and hypotheses development 212 5.2.1 Linkage between earnings management and stock price informativeness 212 5.2.2 Corporate governance and stock price informativeness ... State ownership and stock price informativeness through accrual based earnings management 239 Table 7- Direct effects, indirect effects and total effects of state ownership and stock price informativeness ... boards (dFOB) and stock price informativeness through abnormal cash flow 262 Table 12: Direct effects, indirect effects and total effect of Women on boards (dFOB) and stock price informativeness
Ngày tải lên: 13/03/2022, 16:39
THE INFLUENCE OF ACCOUNTING INFORMATION ON STOCK PRICE OF LISTED CONSTRUCTON AND REAL ESTATE FIRMS IN VIETNAM45460
... information and stock prices of 60 companies listed on Shanghai Stock Exchange in 2011 The results show that there is exists a positive relationship between accounting information and stock prices, and ... relationships between accounting information and stock prices or stock returns This study present the empirical literature focused on the relationship between stock prices and financial ratios which are used ... the price of stocks listed on HOSE The study provides empirical evidence that the earnings per share (EPS) and the book value of each stock (BVPS) were positively correlated with the stock price
Ngày tải lên: 02/04/2022, 10:32
ECONOMETRICS TOPIC MONETARY POLICY AND STOCK PRICE VIETNAM STOCK MARKET
... of stock price fluctuations Trang 51.3 Research subject:Monetary policy, stock price and stock market in Vietnam as well as the relationship offactors derived from monetary policy and stock prices ... policy and stock market 1.2 Aims and objectives of the study The purpose of this study is to define the connection between monetary policy variables and stock prices on the Vietnamese stock market ... large and small bondand stock portfolios is associated with a restrictive monetary policy Using monthly datafrom 1971 to 1990, Mukherjee and Naka studied the association between stock prices andmacroeconomic
Ngày tải lên: 18/05/2022, 20:16
(LUẬN văn THẠC sĩ) the relation between stock price volatility and firm characteristics of vietnamese listed firms on ho chi minh city stock exchange luận văn thạc sĩ
... opening and closing prices By calculating the annual range of stock prices—defined as the difference between the maximum and minimum values—and normalizing it by the average of the high and low prices ... dividend policy and stock prices, indicating a complex and contested area of study.The relationship between dividend payouts and stock price volatility, first explored by Modigliani and Miller in ... significance.Rashid and Rehman (2008) found a positive but insignificant relation among stock price volatility and dividend yield in the stock market of Dhaka.Stock price volatility and firm ageA study
Ngày tải lên: 16/07/2022, 16:36
The dependence between international crude oil price and Vietnam stock market nonlinear cointegration test approach
... Therelationshipbetweencrudeoilpriceandstockmarket 7 2.1.1.1 Negativeeffectfromcrudeoilpricetostockmarket 7 2.1.1.2 Positiveeffectfromcrudeoilpricetostockmarket 9 2.1.1.3 Insignificantnexusbetweenoilpriceandstockmarket ... CantheexchangeratesdoGrangercausetostockprices?(v) Isthecrudeoilpriceanexogenousvariable? (vi) Howdoestheimpactofcrudeoilprices,exchangesratesonstockprices? AndHo w adjustedspeedofstockpricestoreturntheequilibriumifhavingashockinpr ... n Vietnamstockmarket,andthereisabalancebetweenbenefitsanddamagesint h is period.ECM modelindicatesthatoi lprices andstockprices ha v e apositive r e l a t i o n s h i p inshortterm,andthespeedofadjustmentofstockpricetoreturntheequi
Ngày tải lên: 19/10/2022, 11:04
The dependence between international crude oil price and vietnam stock market nonlinear cointegration test approach
... as:oilsupply,aggregate demand,oilmarket- specificdemand,andcovarianceofreturnandvolatility.Positiveshockstoaggreg atedemandandtooil-marketspecificdemand areassociatedwithnegativeeffectsonthecovarianceofreturnandvolatility ... ionisflat(platykurtic)relativetothenormal.Jarque-Thelastphase,thevolatilityofoilpricesislargest(standarddeviationis0.120487).While,th echangesofexchangeratesandstockpricesaresmallrespondingtothestandardd eviations are0.003913and0.020221respectively.Theexchangerateando ... onsh ip betweenstockmarket,exchangerateandcrudeoilpricesinVietnam.Table4.5presentstheresultsofGHtestofthreevariables,crudeoilprices,stock pricesandexchangesratesinentiresampleandfourphases.Theteststatisticsinthetable4.5a
Ngày tải lên: 19/10/2022, 11:43
Reverse stock splits, motivations, effectiveness and stock price reactions
... 81 4.2.1 Stock Price Reactions – Announcement Date .81 4.2.2 Stock Price Reactions – Ex-date 82 4.2.3 Stock Price Reactions – Firm Characteristics 82 4.2.4 Stock Price Reactions ... burst, and the health of the stock as related to reverse stock splits 1.4.1 Stock Price Reactions The first hypothesis tested relates to the stock price reactions associated with reverse stock ... listing requirements in 2001 and its effects on reverse stock splits and delistings 3.1 Stock Price Reactions This section deals with the stock price reaction to a reverse stock split Event study...
Ngày tải lên: 30/09/2015, 16:44
NEGOTIATING PRICE AND PAYMENT
... and the Joint Venture Agreement (if any) with annexures and appendices included therein and any additions, supplemental, change orders and extra work orders (if any) P174 The Amaryllis Docklands ... CHAPTER 2: NEGOTIATING PRICE AND PAYMENT EXPORT PRICING STRATEGIES • THE PROBLEM How can the exporter avoid the price trap” occured in many negotiations when the buyer demands concessions about ... influence of each factor on price, and adjust the price accordingly For example, a longer warranty period creates higher costs, it should be reflected in the contract price In fact, the most common...
Ngày tải lên: 09/08/2013, 11:43
Relationship between stock return and trading volume in vietnam's stock market
... Japan, Netherlands,Switzerland, UK and US), Chen, Firth, and Rui (2001) also found the positive correlation between absolute value of stock price changes and volume Besides the MDH models and SAI models, ... A.R., P.E Rossi and G Tauchen, 1992, Stock prices and volume, Financial Studies, 5, 199-242 18 Grammatikos, T and Saunders, A., 1986, „Futures Price Variability: A Test of Maturity and Volume Effects‟, ... Clark (1973), Harris (1983), Tauchen and Pitts (1983) and Andersen (1996) among others, explained the positive correlation between volume and squared value of price change with daily data on securities...
Ngày tải lên: 27/09/2013, 21:58
Float Analysis - Powerful Technical Indicators Using Price and Volume
... Powerful Technical Indicators Using Price and Volume CHAPTER ONE Watching the Float: The New Look of Price and Volume Charts and Their Relationship to a Stock s Future Price Direction for the world ... future stock price movements In addition, by studying stocks holistically, float analysis expands and clarifies the definition of several technical terms.These include bottoms and tops, support and ... Thus, a stock going down in price has overhead supply causing resistance to an upward move, and a stock going up in price has support below as it rises A stock that was going down in price but...
Ngày tải lên: 04/11/2013, 10:15