Search results for "Price change"

showing 3 items of 3 documents

Estimating Profit, Price, and Productivity Changes in Water Industry Using Bennet-Bowley Indicator

2019

AbstractThe assessment of profit, productivity, and price change over time is valuable for regulators and companies when setting tariffs. This paper innovates by comparing profit, price, and produc...

010504 meteorology & atmospheric sciencesbusiness.industry0208 environmental biotechnologyGeography Planning and Development02 engineering and technologyWater industryManagement Monitoring Policy and Law01 natural sciencesProfit (economics)Agricultural economics020801 environmental engineeringPrice changeEconomicsbusiness0105 earth and related environmental sciencesWater Science and TechnologyCivil and Structural EngineeringJournal of Water Resources Planning and Management
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Limit theorems and price changes in financial markets

1998

Abstract We discuss the relation between limit theorems in probability theory and price change statistics in financial markets. An analysis of the published empirical results and theoretical models show that the problem of the statistical properties of price (or index) changes is still open. By using the limit theorems of probability theory and the current assumption that stock prices are well described by martingales, we point out that the probability density function (PDF) of price changes is expected to belong to theclass of infinitely divisible PDFs.

Probability theoryGeneral Chemical EngineeringPrice changeFinancial marketEconometricsTheoretical modelsGeneral Physics and AstronomyProbability density functionMartingale (probability theory)Stock (geology)MathematicsPhilosophical Magazine B
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The Speed of Incorporating Information into Prices

2013

Abstract To determine the speed of adjusting asset prices to the latest market information, investors usually resort to semi-strong form efficiency tests. Semi-strong form efficiency is based on the assumption that stock prices adjust rapidly as a result of new public information. The objective of the event study conducted in this paper was to examine whether new information is incorporated into the share price in a single price change after its public distribution. We analyzed the price behaviour of companies listed under Category I of the Bucharest Stock Exchange around events such interim result announcements between June and November 2012.

Public informationFinancial economicsGeneral EngineeringEvent studyEnergy Engineering and Power TechnologyShare priceinformationStock exchangeInterimPrice changeabnormal returnsEconomicsevent studyStock (geology)Procedia Economics and Finance
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