DocumentCode
3503928
Title
A Theoretical Study on the Plasticity Property of Stock Price
Author
Zhai Ai-mei ; Wang Xue-feng ; Wang Lin
Author_Institution
Sch. of Bus., Sun Yat-sen Univ., Guangzhou
fYear
2007
fDate
21-25 Sept. 2007
Firstpage
4081
Lastpage
4084
Abstract
The plasticity property of stock price is studied according to the relation between stock price and trading volume. Some new concepts, such as equilibrium price and the plasticity of stock price, are introduced. A stock price plasticity model based on price and volume is established by econometrical method used to analyze the plasticity property of stock price, and the parameters in the model are estimated and tested. The results reveal that the stock price possesses the plasticity property.
Keywords
commerce; econometrics; pricing; stock markets; econometrical method; parameter estimation; stock price plasticity property; trading volume; Coils; Econometrics; Elasticity; Fluctuations; Pressing; Springs; Stock markets; Sun; Technology management; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Wireless Communications, Networking and Mobile Computing, 2007. WiCom 2007. International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-4244-1311-9
Type
conf
DOI
10.1109/WICOM.2007.1008
Filename
4340783
Link To Document