scholarly journals Memory effects in stock price dynamics: evidences of technical trading

2014 ◽  
Vol 4 (1) ◽  
Author(s):  
Federico Garzarelli ◽  
Matthieu Cristelli ◽  
Gabriele Pompa ◽  
Andrea Zaccaria ◽  
Luciano Pietronero
Keyword(s):  
Stock Price ◽  
Memory Effects ◽  
Price Dynamics ◽  
Technical Trading

scholarly journals An Interval of No-Arbitrage Prices in Financial Markets with Volatility Uncertainty

2017 ◽  
Vol 2017 ◽  
pp. 1-11
Author(s):  
Hanlei Hu ◽  
Zheng Yin ◽  
Weipeng Yuan
Keyword(s):  
Brownian Motion ◽  
Financial Markets ◽  
Stock Price ◽  
Contingent Claims ◽  
Price Dynamics ◽  
Complex Situation ◽  
No Arbitrage ◽  
Price Process ◽  
Arbitrage Opportunities

In financial markets with volatility uncertainty, we assume that their risks are caused by uncertain volatilities and their assets are effectively allocated in the risk-free asset and a risky stock, whose price process is supposed to follow a geometric G-Brownian motion rather than a classical Brownian motion. The concept of arbitrage is used to deal with this complex situation and we consider stock price dynamics with no-arbitrage opportunities. For general European contingent claims, we deduce the interval of no-arbitrage price and the clear results are derived in the Markovian case.

scholarly journals Scaling and Volatility of Breakouts and Breakdowns in Stock Price Dynamics

PLoS ONE ◽  
2013 ◽  
Vol 8 (12) ◽  
pp. e82771 ◽  
Author(s):  
Lu Liu ◽  
Jianrong Wei ◽  
Jiping Huang
Keyword(s):  
Stock Price ◽  
Price Dynamics

The Procter and Gamble Stock Price Dynamics Analysis and Forecasting

2021 ◽  
pp. 128-136
Author(s):  
K. V. Gusev ◽  
Roman I. Dzerjinsky ◽  
P. A. Palamarchuk
Keyword(s):  
Stock Price ◽  
Price Dynamics ◽  
Dynamics Analysis

scholarly journals Alternative models for stock price dynamics

2003 ◽  
Vol 116 (1-2) ◽  
pp. 225-257 ◽  
Author(s):  
Mikhail Chernov ◽  
A. Ronald Gallant ◽  
Eric Ghysels ◽  
George Tauchen
Keyword(s):  
Stock Price ◽  
Price Dynamics ◽  
Alternative Models

Cash Flow News and Stock Price Dynamics

2020 ◽  
Vol 75 (4) ◽  
pp. 2221-2270 ◽  
Author(s):  
DAVIDE PETTENUZZO ◽  
RICCARDO SABBATUCCI ◽  
ALLAN TIMMERMANN
Keyword(s):  
Cash Flow ◽  
Stock Price ◽  
Price Dynamics ◽  
Cash Flow News

Monetary policy announcements and stock price dynamics in a small open economy

2011 ◽  
Vol 20 (4) ◽  
pp. 520-531 ◽  
Author(s):  
Chi-Chur Chao ◽  
Shih-Wen Hu ◽  
Meng-Yi Tai ◽  
Vey Wang
Keyword(s):  
Monetary Policy ◽  
Open Economy ◽  
Stock Price ◽  
Small Open Economy ◽  
Price Dynamics

scholarly journals An Exotic Long-Term Pattern in Stock Price Dynamics

PLoS ONE ◽  
2012 ◽  
Vol 7 (12) ◽  
pp. e51666 ◽  
Author(s):  
Jianrong Wei ◽  
Jiping Huang
Keyword(s):  
Stock Price ◽  
Price Dynamics
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