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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...

Subjects / keywords: Stock market; Economics; Monetary economics; Financial economics; Business; Geography; Context (archaeology); Archaeology

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...

ABSTRACT Research in experimental psychology suggests that, in violation of Bayes' rule, most people tend to “overreact” to unexpected and dramatic news events. This study of market efficiency investigates whether su...

ABSTRACT This paper documents that strategies which buy stocks that have performed well in the past and sell stocks that have performed poorly in the past generate significant positive returns over 3‐to 12‐month hold...

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...

Abstract We develop a new index of economic policy uncertainty (EPU) based on newspaper coverage frequency. Several types of evidence—including human readings of 12,000 newspaper articles—indicate that our index prox...

Stewart C. Myers President of American Finance Association 1983 This paper's title is intended to remind you of Fischer Black's well-known note on “The Dividend Puzzle,” which he closed by saying, “What should the ...

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 ...