IDEAS home Printed from https://ideas.repec.org/a/inm/orinte/v17y1987i5p43-50.html
   My bibliography  Save this article

A Simple Model to Estimate Bounds on Total Market Gains and Losses for a Particular Stock

Author

Listed:
  • Ramesh Sharda

    (Department of Management, College of Business Administration, Oklahoma State University, Stillwater, Oklahoma 74078)

Abstract

Investors sometimes buy stock on the basis of premature or inflated announcements by companies. When the expectations are not realized, the investors may sue a company for the losses incurred. This paper describes a model that can be used to estimate bounds on the total loss the investors may have suffered by trading in such a stock. The results of the model are also useful to defendants willing to settle out of court. An actual implementation is reported, though the names and numbers have been changed.

Suggested Citation

  • Ramesh Sharda, 1987. "A Simple Model to Estimate Bounds on Total Market Gains and Losses for a Particular Stock," Interfaces, INFORMS, vol. 17(5), pages 43-50, October.
  • Handle: RePEc:inm:orinte:v:17:y:1987:i:5:p:43-50
    DOI: 10.1287/inte.17.5.43
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/inte.17.5.43
    Download Restriction: no

    File URL: https://libkey.io/10.1287/inte.17.5.43?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

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


    Cited by:

    1. John Board & Charles Sutcliffe & William T. Ziemba, 2003. "Applying Operations Research Techniques to Financial Markets," Interfaces, INFORMS, vol. 33(2), pages 12-24, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:orinte:v:17:y:1987:i:5:p:43-50. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.