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Modelling of selected S&P 500 share prices

Author

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  • 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.

Suggested Citation

  • Kitov, Ivan & Kitov, Oleg, 2009. "Modelling of selected S&P 500 share prices," MPRA Paper 15862, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:15862
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    File URL: https://mpra.ub.uni-muenchen.de/15862/1/MPRA_paper_15862.pdf
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    References listed on IDEAS

    as
    1. Kitov, Ivan & Kitov, Oleg, 2009. "Sustainable trends in producer price indices," MPRA Paper 15194, University Library of Munich, Germany.
    2. 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, vol. 3(2(4)_Summ).
    3. Kitov, Ivan, 2009. "ConocoPhillips and Exxon Mobil stock price," MPRA Paper 15334, University Library of Munich, Germany.
    4. Kitov, Ivan & Kitov, Oleg, 2009. "A fair price for motor fuel in the United States," MPRA Paper 15039, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

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

    More about this item

    Keywords

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

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • D4 - Microeconomics - - Market Structure, Pricing, and Design
    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles

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