The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

1977 ◽  
Vol 12 (5) ◽  
pp. 743 ◽  
Author(s):  
Randolph Westerfield
Keyword(s):  
Stochastic Models ◽  
Stock Price ◽  
Common Stock ◽  
Price Changes

Options as a predictor of common stock price changes

1995 ◽  
Vol 1 (4) ◽  
pp. 325-343 ◽  
Author(s):  
Dirk Emma Baestaens ◽  
Willem Max Van Den Bergh ◽  
Hervé Vaudrey
Keyword(s):  
Stock Price ◽  
Common Stock ◽  
Price Changes

A Utility-Based Model of Common Stock Price Movements

1986 ◽  
Vol 41 (1) ◽  
pp. 67-92 ◽  
Author(s):  
ROBERT H. LITZENBERGER ◽  
EHUD I. RONN
Keyword(s):  
Stock Price ◽  
Common Stock ◽  
Price Movements ◽  
Stock Price Movements
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