scholarly journals Stochastic Modeling of Stock Price Behavior on Ghana Stock Exchange

2017 ◽  
Vol 2 (6) ◽  
pp. 116
Author(s):  
Osei Antwi
Keyword(s):  
Stochastic Modeling ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Behavior ◽  
Ghana Stock Exchange

The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange

2009 ◽  
Vol 12 (03) ◽  
pp. 403-416 ◽  
Author(s):  
Hsiu-Chuan Lee ◽  
Cheng-Yi Chien ◽  
Hsiang-Lan Chen ◽  
Yen-Sheng Huang
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
Stock Price ◽  
Stock Exchange ◽  
Futures Market ◽  
Price Behavior ◽  
Taiwan Stock Exchange ◽  
Market Opening ◽  
Opening Session ◽  
Extension Period

This paper examines how the introduction of the extended opening session of the futures market affects stock price behavior around the market opening. On January 1, 2001, the Taiwan Futures Exchange (TAIFEX) extended the trading hours by opening earlier 15 minutes than the Taiwan Stock Exchange (TWSE). This change presents an opportunity to analyze how the extended opening session of futures market affects stock price behavior. Compared with the pre-extension period, the empirical results show that stock returns are less volatile and return autocorrelations are less positively correlated around the stock market opening. Moreover, overreaction for opening prices of the stock market is mitigated in the post-extension period. Finally, unexpected futures returns during the extended opening session can predict overnight stock returns. Overall, the empirical results are consistent with Foster and Viswanathan (1990) in that informed traders will trade aggressively at the market opening.

scholarly journals Stock Price Behavior In A Less Devel-oped Market: Evidence From Sri Lanka

2011 ◽  
Vol 16 (2) ◽  
Author(s):  
Tanweer Hasan ◽  
Lalith P. Samarakoon ◽  
Shahriar Hasan
Keyword(s):  
Sri Lanka ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Weak Form ◽  
Efficient Market Hypothesis ◽  
Share Price ◽  
Price Behavior ◽  
Font Size ◽  
Two Indices

<p class="MsoNormal" style="text-align: justify; margin: 0in 0.5in 0pt;"><span style="font-family: Batang; font-size: x-small;">This study analyzes price behavior of stocks listed in the Colombo Stock Exchange (CSE) in Sri Lanka using daily closing prices of two indices, the All Share Price Index and the Sensitive Price Index, over the period January 1985 through December 1995.<span style="mso-spacerun: yes;">&nbsp; </span>Results documented in the current study clearly indicate that the CSE does not conform to the weak-form of the Efficient Market Hypothesis.</span></p>

PENGARUH FREKUENSI PERDAGANGAN PADA SEKTOR PROPERTY DAN REAL ESTATE TERHADAP HARGA SAHAM

2019 ◽  
Vol 7 (02) ◽  
pp. 51
Author(s):  
Adri Wihananto
Keyword(s):  
Real Estate ◽  
Stock Price ◽  
Stock Exchange ◽  
Stock Trading ◽  
Trading Frequency ◽  
Important Thing ◽  
Know How ◽  
Stock Value ◽  
Measuring Frequency ◽  
Case Based

Trading frequency can be said as the implementation from trader of commerce. This case based on positive or negative trader reaction given by trader information.  Stock trading in BEI always fluctuate with price of volume value and frequency particularly. Frequency itself shows the company  involved or not. In trading frequency, if the indicator frequency it self shown the higher point, it means better. In spite of the most important thing is how the fluctuation or value conversion itself. On the frequencies we also could see which stocks is interested by the investor. When trading frequency high, it  may be create sense of interest from investors.The aim of this research, in order to know how far the effect of trading frequency (X) with stock value (Y) using cover stock value. The information used is begin 2008 with sample from twelve property and real estate companies. According to the research can be conclude from twelve companies in Indonesia Stock Exchange in 2008, 75 % of trading frequency samples doesn’t have signification degree between trading frequency and stock value. This case can be explained count on smaller than t tableEvaluation of this research is the trading measuring frequency at property sector and real estate not influence to stock priceKeywords : Trading Frequency, Stock Price 

PENGARUH IT SPENDING TERHADAP KINERJA PERUSAHAAN PADA PERUSAHAAN TELEKOMUNIKASI YANG TERDAFTAR DI BURSA EFEK SELURUH ASIA TENGGARA PADA TAHUN 2009-2011

MODUS ◽  
2016 ◽  
Vol 26 (2) ◽  
pp. 93
Author(s):  
Irene Adrayani
Keyword(s):  
Stock Price ◽  
Sampling Method ◽  
Capital Expenditure ◽  
Stock Exchange ◽  
Market Price ◽  
Market Value ◽  
Company Performance ◽  
Corporate Value ◽  
Accounting Information System ◽  
Company Value

This study aims to get empirical evidence about the infuence of IT spending on corporate value by testing the efect of IT spending on corporate value by using Tobin’s Q. Te higher the stock price, the higher the company value as well as investors’ assessment. The market price of the company’s stocks refects investors’ assessment of the overall equity held. Of the stock price refects investor can provide an assessment of a company. Tobin’s Q is the ratio of the market value of the company’s assets as measured by the market value of the outstanding stocks and debt (enterprise value) to the replacement cost of the assets of the company. The sampling method is based on purposive sampling method with the purpose to obtain a sample that meets the criteria. Tis study used a sample taken from a telecommunications company listed on the Stock Exchange throughout Southeast Asia during the period of 2009-2011. The hypothesis in this study was tested using simple regression. Based on data analysis, the result that the variable IT spending does not afect the company value.Keywords: accounting information system, Tobin’s Q, IT spending, capital expenditure, company performance

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