Modelling of selected S&P 500 share prices
AbstractHistorical share prices of selected S&P 500 companies have been accurately approximated by linear functions of the difference between core CPI and subsets of the CPI in the United States. The pricing model describes the evolution of share price along a predetermined trajectory. The selected share prices can be quantitatively estimated at a several year horizon because the driving force behind the prices is characterized by the presence of sustainable long-term trends.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 15862.
Date of creation: 22 Jun 2009
Date of revision:
CPI; prediction; IBM; DOV; PG; DD; APD; CVX; DVN; HAL;
Find related papers by JEL classification:
- G1 - Financial Economics - - General Financial Markets
- D4 - Microeconomics - - Market Structure and Pricing
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-03 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kitov, Ivan & Kitov, Oleg, 2008.
"Long-term linear trends in consumer price indices,"
6900, University Library of Munich, Germany.
- Kitov, Ivan & Kitov, Oleg, 2009.
"Sustainable trends in producer price indices,"
15194, University Library of Munich, Germany.
- Ivan O. KITOV & Oleg I. KITOV, 2009. "Sustainable Trends In Producer Price Indices," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 43-51, June.
- Kitov, Ivan, 2009. "ConocoPhillips and Exxon Mobil stock price," MPRA Paper 15334, University Library of Munich, Germany.
- Kitov, Ivan & Kitov, Oleg, 2009. "A fair price for motor fuel in the United States," MPRA Paper 15039, University Library of Munich, Germany.
- Kitov, Ivan & Kitov, Oleg, 2009. "Predicting share price of energy companies: June-September 2009," MPRA Paper 15863, University Library of Munich, Germany.
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