An Empirical Analysis of Price Jump and Asymmetric Information in Tehran Stock Exchange
Deep understanding aboutthe impact of news and information on stock market is vital for analyzing and forecasting stock return. For this purpose, stochastic differential equations, such as geometric Brownian motion, geometric Brownian motion with jump and geometric Brownian motion with stochastic vo...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2016-08-01
|
| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_2482_42361b87bfc85a91828de3ccd59a5bc4.pdf |