DocumentCode :
2912465
Title :
An Analysis on Correlation of Factors Affecting Bank Share Prices
Author :
Guoyi, Li ; Renzhong, Liu
Author_Institution :
Financial Inst., Harbin Univ. of Commerce (HRBCU), Harbin, China
Volume :
3
fYear :
2009
fDate :
26-27 Dec. 2009
Firstpage :
394
Lastpage :
397
Abstract :
As weighted shares, price volatility of bank shares has a significant impact on the direction of the share market. In this paper, total equity, after-tax profits per share, GDP and the market index are adopted as the important relevant factors affecting bank share price. Meanwhile, these factors are analyzed and verified through the related test model to see if there is any relevance between them and the bank share prices at the end of the reporting period, so that some reference can be offered to the investors for decision making.
Keywords :
banking; decision making; economic indicators; GDP; after-tax profits per share; bank share prices; decision making; factor correlation; market index; price volatility; weighted shares; Chaos; Econometrics; Economic indicators; Industrial engineering; Information management; Innovation management; Nonlinear dynamical systems; Share prices; Stock markets; Testing; bank; correlation; influential factors; share price; the share market;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Management, Innovation Management and Industrial Engineering, 2009 International Conference on
Conference_Location :
Xi´an
Print_ISBN :
978-0-7695-3876-1
Type :
conf
DOI :
10.1109/ICIII.2009.404
Filename :
5369143
Link To Document :
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