Advanced Search
MyIDEAS: Login to save this paper or follow this series

Modelling of selected S&P 500 share prices

Contents:

Author Info

  • Kitov, Ivan
  • Kitov, Oleg

Abstract

Historical 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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://mpra.ub.uni-muenchen.de/15862/
File Function: original version
Download Restriction: no

Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 15862.

as in new window
Length:
Date of creation: 22 Jun 2009
Date of revision:
Handle: RePEc:pra:mprapa:15862

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

Related research

Keywords: CPI; prediction; IBM; DOV; PG; DD; APD; CVX; DVN; HAL;

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

References listed on IDEAS
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.:
as in new window
  1. Kitov, Ivan & Kitov, Oleg, 2009. "A fair price for motor fuel in the United States," MPRA Paper, University Library of Munich, Germany 15039, University Library of Munich, Germany.
  2. Kitov, Ivan & Kitov, Oleg, 2009. "Sustainable trends in producer price indices," MPRA Paper, University Library of Munich, Germany 15194, University Library of Munich, Germany.
  3. Ivan O. Kitov & Oleg I. Kitov, 2008. "Long-Term Linear Trends In Consumer Price Indices," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(2(4)_Summ).
  4. Kitov, Ivan, 2009. "ConocoPhillips and Exxon Mobil stock price," MPRA Paper, University Library of Munich, Germany 15334, University Library of Munich, Germany.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Kitov, Ivan & Kitov, Oleg, 2009. "Predicting share price of energy companies: June-September 2009," MPRA Paper, University Library of Munich, Germany 15863, University Library of Munich, Germany.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:15862. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.