Changes in prices and evidence
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries
... equity prices and macroeconomic fundamentals is one of the major areas of interest in finance ...stock prices, interest rates, inflation, and economic activity for the United States since the ...stock ...
20
Do Stock Prices Move too Much to be Justified by Changes in Dividends? Evidence from Real Estate Investment Trusts
... preliminary evidence that direct property NOIs give useful information for the cash flow-related portion of REIT price ...fractional changes in these ...two changes being positively ...REIT ...
51
The Effect of Financial Statement Disclosure on Changes in Stock Prices: Empirical Evidence of Colombo Stock Exchange
... Results show the significant difference between share price before and after the financial statement disclosure. Figure of total average abnormal return shows that there is a positive impact of financial statement ...
6
Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing
... resource prices and concludes that prices follow a U- shaped time ...for prices being non-stationary and concludes that uncertainty appears to be a strong determinant of price formation, as opposed ...
21
The effect of investment regulatory changes on stock prices and trading volumes: Evidence from Iraq Stock Exchange
... stock prices moved towards a higher price after the regulation changes were implemented in August 2007 in which allow foreign investors to invest in Iraqi ...the prices of stocks in the Iraqi stock ...
25
Rating changes and the impact on stock prices
... Dichev and Piotroski (2001) point out that one motivation for studying the effect of rating changes stems from “the fact that existing research offers only sporadic and somewhat contradictory evidence on ...
19
Sticky prices: what is the evidence?
... magazine changes its ratio of advertising to text during the ...raised prices by lowering the quality of the ...that changes in delivery lags or other aspects of the product were a common alternative ...
12
Daily Changes in Fed Funds Futures Prices
... The last three columns of Table 3 add to the description of the variance the variable z 5d , which is unity if an employment report was released on day d and zero otherwise. Again the estimated degrees of freedom ...
30
The Effect of Monetary Changes on Relative Agricultural Prices
... in prices is not unit proportional to the rate of increase in money ...agricultural prices adjust faster than industrial prices to innovations in money supply, providing evidence for the ...
15
How Changes in Oil Prices Affect the Macroeconomy
... price changes, the practical relevance of the different theoretical channels is not always clear, given the lack of empirical ...price changes can be transmitted through multiple ...oil prices to ...
37
The Transmission of Exchange Rate Changes to Agricultural Prices
... the prices of goods faced by producers and consumers and thereby affect incentives to produce, consume, and trade ...rate changes, however, might not be completely transmitted (passed through) to domestic ...
33
Daily Changes in Fed Funds Futures Prices
... the evidence for a nonzero term premium in the short-horizon contracts, and finds that it is more sensitive to outliers than previous research appears to have ...for evidence of time-varying premia in the ...
31
Some Evidence on the Importance of Sticky Prices
... price changes across the 123 goods to be consistent with observed frequencies in the micro BLS data for ...price changes in the BLS ...price changes than predicted by these time-dependent pricing ...
39
Some Evidence on the Importance of Sticky Prices
... inflation implied by the model goes from zero to 0.8. At the same time, the standard deviation of innovations to the inflation process is reduced by 80% and the unconditional standard deviation of the inflation rate is ...
57
The Dynamics of House Prices - International Evidence
... house prices and share prices are big adding to the risk of a possible bank ...property prices can lead to a large-scale deterioration in asset quality and in the profitability of the banking ...
121
The Dynamics of House Prices International Evidence
... house prices and share prices are big adding to the risk of a possible bank ...property prices can lead to a large-scale deterioration in asset quality and in the profitability of the banking ...
121
Modeling electricity prices: international evidence
... push prices up, increasing the economic incentives of more expensive generators to enter in the supply side (shift in supply) of the system, it seems natural to expect some degree of mean reversion in the ...
33
E-commerce and prices - theory and evidence
... that prices are some 14 percent lower on the Internet than in conventional stores, using a two tailed t-test the hypotheses that the outlets have equal mean prices is ...average prices decreases to ...
31
World oil prices and agricultural commodity prices: The evidence from China
... oil prices aff ect agricultural prices through both direct and indirect transmission schemes ...oil prices and the RMB-dollar exchange rate on the fi ve individual agricultural commodity prices ...
13
Convenient prices, currency, and nominal rigidity : theory with evidence from newspaper prices
... weekly prices do not always equal the yearly price (when it is available); as a result, the level of the annualized prices is not always correct, nor is the percentage change in the ...price changes: ...
53