The behavior of stock-market prices

The theory of random walks in stock prices actually involves two separate hypotheses: successive price changes are independent, and the price changes conform to some probability distribution. Implications of independence the bachelier-osborne model.

Подобные документы

  • Researching the value of analysts' recommendations and identifying a market in which analysts have more predictive power. Studying the degree of reaction of stock prices to a specific recommendation. The appearance of abnormal returns on a security.

    дипломная работа, добавлен 10.12.2019

  • The study of the phenomenon of momentum at Taiwan market and investigates the relations between momentum strategies and volatility. Display information on share price momentum. Use of price dynamics as an index for building investment portfolios.

    статья, добавлен 27.09.2016

  • The study of financial markets in terms of machine learning. Natural language processing approach. Implementation of event-study for searching news. Construct model for predictions. The influence of the news background of exchanges on the price of shares.

    магистерская работа, добавлен 15.09.2020

  • An study on the ambiguities and the risk on the Russian stock market. Portfolio theory, linear relationship between risk and return and the known probabilities of outcomes. The relationship between risk and return of uncertainty intraday observations.

    контрольная работа, добавлен 26.08.2016

  • Analysis of the financial position of the world's biggest companies. Evaluation of the changes in the prices of their securities in the short and long term. Identify the factors that influence their dynamics. Forecasting profit without option price.

    статья, добавлен 16.06.2014

  • Analysis of the mechanisms of state regulation of the stock market based on national characteristics. The importance of creating an adequate legal framework. The need for control over pricing processes by state authorities in the securities market.

    статья, добавлен 03.12.2020

  • Consideration of the essence of the theoretical, practical principles of the functioning of financial institutions in the stock market as a tool for regulating economic development in the context of institutional transformations of the financial system.

    статья, добавлен 06.09.2022

  • Studying price discovery process in the US Dollar /Russian Ruble (USD/RUB) currency pair market. The choice of the asset is motivate by the significant change of the USD/RUB market conditions. The most liquid instruments of this market at Moscow Exchange.

    дипломная работа, добавлен 30.08.2016

  • Analysis of the impact of presentations of high-tech companies on the stock quotes of companies. Research of high-tech companies and product presentations, creation of recommendations for investors. Introduction of a new product at a special public event.

    дипломная работа, добавлен 10.12.2019

  • Study of the questions the applicability of the efficient market hypothesis for analysis of financial markets. Analyze methods of forecasting future prices of financial assets based on the concept of the fractal structure and long-term memory of markets.

    статья, добавлен 26.06.2018

  • An analysis of different approaches to the disclosure of the terms "revaluation" and "underestimation" of financial indicators that are often used in relation to stock markets. A number of alternative financial evaluation criteria, such as: dividends.

    статья, добавлен 01.09.2018

  • Analysis of the period of company take over in terms of risk-return trade off. Description of the model used to analyze the volatility of stock returns. Exploration of dependence the volatility of stock return on the type of the acquiring company.

    дипломная работа, добавлен 30.07.2016

  • Role, importance and place of volatility in risk management. Features and characteristics of volatility risk management using financial instruments, the prices of which depend on the volatility of the financial asset. Building a risk management system.

    дипломная работа, добавлен 09.08.2018

  • Research the performance of the contrarian strategy using stock market indexes of developing countries over the 1987-2014 period. The results of this research provide evidence for existence of the mean reversion phenomenon across developing markets.

    дипломная работа, добавлен 30.07.2016

  • Essence, main points and classification of Capital markets. Difference between Money Markets, Capital Markets and regular bank lending. Market participants. The main trading room of the Tokyo Stock Exchange. New issuance, Investment strategies, Taxation.

    эссе, добавлен 22.08.2013

  • The role financial market in the economy. Buying and selling stocks and bonds. Types of financial markets. Rational distribution of resources. Volume and structure of manufacture. Development of the Ukrainian infrastructure of the financial market.

    презентация, добавлен 15.03.2016

  • Analysis the profitability of value, momentum strategies and a combination of strategies in Russian stock market. The explanation of the value premium and momentum effect. Momentum, value and combo portfolio construction and regression analysis.

    дипломная работа, добавлен 30.07.2016

  • The impact of intellectual capital, profitability and dividends on the market capitalization of companies listed on the Indonesian Stock Exchange and included in the L045 index. The main advantages of using the multiple linear regression method.

    статья, добавлен 08.02.2021

  • The rate of price inflation in the United States. The trend-cycle model with stochastic volatility explains a variety of recent univariate inflation forecasting difficulties and begins to explain some multivariate inflation forecasting puzzles as well.

    статья, добавлен 28.06.2013

  • Pricing strategy as the pursuit of identifying the optimum price for goods. Main pricing strategies: Discount, Market Penetration, Premium, Skim Pricing. Skim pricing as a technique that companies use to find the optimum price point for a product.

    доклад, добавлен 20.12.2014

  • Identify the trends of short-term investment and momentum in the Taiwan stock market. The causes of abnormal profits and their relationship to the behavior of investors in the market. Modeling the turnover of profit and the ratio of transactions.

    статья, добавлен 28.09.2016

  • Financial market and its structure. Composition of Financial market. Participants and issuers in KR securities market. Financial Instruments. Classification of Securities. Professional participants. Trade on Stock Exchange. Analyze of Financial Market.

    презентация, добавлен 28.05.2014

  • Investor relations of communication, because there is no other area where there are so many rules about when, to whom and why something needs to be said. The imperative of investor relations is to strengthen trust between capital market participants.

    статья, добавлен 22.11.2021

  • Consideration of technological innovations as the driving force of development, the main optimization technology, with high growth rates of industrial enterprises. Assessment of the profitability and risks of Chinese shares, recommendations to investors.

    дипломная работа, добавлен 10.08.2020

  • The problem of correct pricing. Asset pricing as one of the main problems of financial markets. The efficiency market hypothesis. Speculative bubble is a phenomenon in the financial market when the market price exceeds the fundamental value of an asset.

    дипломная работа, добавлен 07.09.2018

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.