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The Effects of Initial Stock Prices on the Analysis of Asset Value Function for Capital Market

Author

Listed:
  • I. U Amad

    (Department of Mathematics & Statistics, Captain Elechi Amadi Polytechnics, Port Harcourt, Nigeria.)

  • C. F Uchechukwu

    (Department of Mathematics & Statistics, Ignatius Ajuru University of Education, Rumuolumeni, Port Harcourt, Nigeria.)

  • P. A. Azor

    (Department of Mathematics & Statistics, Federal University, Otuoke, Nigeria.)

Abstract

The chances of a trader or an investor in capital market lies majorly on some levels of decision due to asset values and its returns, which is the basis of a system working assiduously. In this paper a stochastic model was proposed using time delay as a key parameter. The analytical solution was obtained which determined asset values and its return rates for only periodic events by means of additive effects. A goodness of fit test was obtained to show or identify classes of probability distributions the random processes of which generated the asset values based on the variation of initial sock- prices under-study. However, the Tables, graphical results and the impact of time delay was effectively discussed for all the periods.

Suggested Citation

  • I. U Amad & C. F Uchechukwu & P. A. Azor, 2023. "The Effects of Initial Stock Prices on the Analysis of Asset Value Function for Capital Market," Post-Print hal-05132230, HAL.
    • Handle: RePEc:hal:journl:hal-05132230
    as

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