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This study aims to determine: (1) the effect of Earning Per Share (EPS) on stock prices in parent state-owned enterprise issuers, (2) the effect of Return on Equity (ROE) on stock prices in parent state-owned enterprise ...

The paper investigates the effect of budget announcements to the stock market of Nigeria using some the key macroeconomic indices such as budget size, fiscal deficit, exchange rate, and monetary policy rate (MPR) and inf...

Purpose — Understanding extreme downside risk is particularly important in emerging equity markets, where higher market volatility, lower liquidity, and weaker information environments make stock prices more vulnerable...

This study aims to analyze the performance of deep learning algorithms in predicting agricultural sector stock prices on the Indonesia Stock Exchange (IDX) by comparing four models: Long Short-Term Memory (LSTM), Bidirec...

The functioning of the stock market, as a regulated market, is normed in the law. In most cases, these provisions are intended to protect the non-professional market participants, individual investors or minority shareho...

This study aims to determine the effect of leverage, liquidity, stock prices, and good corporate governance on dividend distribution. The data used in this study can be found on the Indonesia Stock Exchange website (www....

This paper studied how house prices were affected by macroeconomic factors from Q1 2009 to Q4 2018. The short and long-run effects of real income, nominal interest rates, inflation rate and stock prices on house prices i...

This paper deals with the phenomenon of excessive optimism in brokerage valuations, which is manifested by one-sided errors in the valuation of securities in reference to the real price achieved by the particular stock i...

In recent times, this emerging debate between digital assets and traditional Islamic finance underscores the need for a comprehensive investigation of both markets. Thus, in an attempt to highlight the importance of unde...

Technical analysis rely on assumption that analysis of past market performance provides possibility for proper stock price forecasting, in particular by identification of buy and sell signals. The article describe main m...

The main aim of this analysis is to examine how corporate governance alter the effect of financial performance and debt on stock prices. Secondary sources, such as documents and literary evaluations, were used to collect...

The determination of trends and prediction of stock prices is one of the main tasks of the MACD (Moving Average Convergence Divergence) and the RVI (Relative Volatility Index) indicators of the technical analysis. The re...

Traditional finance explains stock prices and portfolio choice through market efficiency and rational investors. A growing body of evidence, however, shows that psychological biases and emotions systematically affect how...

The article concerns the generalised Cox‑Ross‑Rubinstein (CRR) option pricing model with new formulas for changes in upper and lower stock prices. The formula for option pricing in this model, which is the Black‑Sc...

Investor expectations about the course of future economic processes are one of the key factors influencing their decisions. It seems that expectations play a particular role because they constitute unobservable variables...

Issues that arise in the practical implementation of the Phillips et al. (2011) and Phillips et al. (2015a) recursive procedures for identifying and dating explosive episodes in time series are considered. It is argued t...

Las principales contribuciones del trabajo son el desarrollo de un nuevo test de la hipótesis de eficiencia del mercado, y una aplicación novedosa de los tests de predictibilidad de los retornos al mercado de acciones ...

La existencia de relaciones o dependencias estadísticas en los datos (correlaciones) se puede estudiar mediante herramientas estadísticas que se han desarrollado en los últimos dos siglos. Sin embargo, una pregunta t...

Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is ...

This paper analyzes the relationship between growth opportunity measures and the future growth of companies. If there is a correlation between a company’s growth potential and its real growth, then the markets are more...

The purpose of this study is to examine the causal association between expectations of pandemic risk and herding behavior. The study was undertaken in two stages. First, it was felt necessary to obtain a broad overview...

In times of accelerating inflation, financial instruments that protect capital against loss of value are becoming increasingly important. Therefore, an open question remains as to what to invest in to, if not outstrip, a...

Earlier studies document that IPOs are underpriced in the short-run and underperformed in the long-run. In almost all studies, researchers analyze the IPO performance using the dataset from highly liq...

Stock return predictability in highly developed countries has both empirical and theoretical justification in financial literature. The article aims to answer the question if market valuation ratios that relate share pri...