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Modelling of selected S&P 500 share prices

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Author Info
Kitov, Ivan
Kitov, Oleg

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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.

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File URL: http://mpra.ub.uni-muenchen.de/15862/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 15862.

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Date of creation: 22 Jun 2009
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Handle: RePEc:pra:mprapa:15862

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

Find related papers by JEL classification:
G1 - Financial Economics - - General Financial Markets
D4 - Microeconomics - - Market Structure and Pricing
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles

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This page was last updated on 2009-11-15.

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