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Advanced Search Results For "PRICE indexes"

1 - 10 of 170,155 results for
 "PRICE indexes"
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Identifying the Effect of Stock Indexing: Impetus or Impediment to Arbitrage and Price Discovery?

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis. Aug2022, Vol. 57 Issue 5, p2022-2062. 41p.

Abstract: The rise of stock indexing has raised concerns that index investing impedes arbitrage and degrades price discovery. This article uses Russell's reconstitution to identify the causal effect of index investing on information arbitrage and price discovery...

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Automotive dealerships 2007-19: profit-margin compression and product innovation.

Publication Type: Academic Journal

Source(s): Monthly Labor Review. Oct2022, p1-14. 14p.

Abstract: The article reflects on changes in the U.s automotive dealership from 2007 to 2019. IT looks at how dealers' profits on new vehicles declined and, subsequently, they successfully expanded financial services to improve revenue and profit. It mentions th...

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Consumer Price Index News Release.

Publication Type: Report

Source(s): Bureau of Labor Statistics. Consumer Price Index. Oct2022, p1-7. 128p.

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The quantity theory of stock prices.

Publication Type: Academic Journal

Source(s): European Journal of Finance. Nov2022, Vol. 28 Issue 17, p1685-1707. 23p.

Abstract: We determine the implications of the Modern Quantity Theory of Money for the nominal pricing of equity stocks. Our analysis is compatible with the hypothesis that the ratio of the quantity of money in circulation to a comprehensive index of stock price...

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Inflation expectations: Australian consumer survey data versus the bond market.

Publication Type: Academic Journal

Source(s): Journal of Economic Behavior & Organization. Nov2022, Vol. 203, p416-430. 15p.

Abstract: This paper analyzes the relationship between interest rates, inflation expectations and inflation rates in Australia using the approach suggested by Toda and Yamamoto (1995) to test for Granger causality. The empirical evidence reported here suggests t...

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Did the bank of Japan's purchases of exchange-traded funds affect stock prices? A synthetic control approach.

Publication Type: Academic Journal

Source(s): Applied Economics Letters. Nov2022, Vol. 29 Issue 20, p1859-1863. 5p. 3 Charts, 1 Graph.

Abstract: This study investigates the effect of the Bank of Japan's large-scale exchange-traded fund purchasing programme since 2013 on stock prices using a synthetic control method. We use the stock price indexes of 27 OECD countries as a control group and esti...

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Seçilmiş Makroekonomik Değişkenler ve Beklenti Endekslerinin BİST 100 Endeksi Üzerine Etkisi.

Publication Type: Academic Journal

Source(s): Sosyoekonomi. Oct2022, Vol. 30 Issue 54, p443-466. 24p.

Abstract: Bu çalışmada BİST 100 endeksini etkileyen makroekonomik faktörler ve beklenti endeksleri incelenmiş olup Otoregresif Dağıtılmış Gecikme (ARDL) metodu kullanılarak Python progamlama dili (Python) ile optimum ARDL modeli oluşturulmuştur. Analiz sonucunda...

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Rental equivalence, owner‐occupied housing, and inflation measurement: Microlevel evidence from Ireland.

Publication Type: Academic Journal

Source(s): Real Estate Economics. Dec2022, Vol. 50 Issue 4, p990-1021. 32p. 1 Diagram, 16 Charts, 9 Graphs.

Abstract: We use unique supervisory property‐level rental data to estimate a rental equivalence (RE) measure for owner‐occupied housing (OOH) for Ireland. Our data from the official, domestic rental regulator allow us to simultaneously address three issues that ...

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Forgetting approaches to improve forecasting.

Publication Type: Academic Journal

Source(s): Journal of Forecasting. Nov2022, Vol. 41 Issue 7, p1356-1371. 16p.

Abstract: There is widespread evidence of parameter instability in the literature. One way to account for this feature is through the use of time‐varying parameter (TVP) models that discount older data in favor of more recent data. This practice is often known a...

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Persistence in ESG and conventional stock market indices.

Publication Type: Academic Journal

Source(s): Journal of Economics & Finance. Oct2022, Vol. 46 Issue 4, p678-703. 26p. 11 Charts, 12 Graphs.

Abstract: This paper uses R/S (Rescaled Range) analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG (Environmental, Social and Governance) and conventional stock price indices from the MSCI ((Morgan Stanley Capital Inte...

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