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The Forecasting Ability Of A Market Model For Shares Issued By Petrom S.A

Author

Listed:
  • IACOB (PIRSCOVEANU) Laura-Madalina

    (Bucharest Academy of Economic Studies)

  • PIRSCOVEANU Cornelia-Cristina

    (Bucharest Academy of Economic Studies)

Abstract

The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.

Suggested Citation

  • IACOB (PIRSCOVEANU) Laura-Madalina & PIRSCOVEANU Cornelia-Cristina, 2021. "The Forecasting Ability Of A Market Model For Shares Issued By Petrom S.A," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 73(Special), pages 230-242, December.
    • Handle: RePEc:blg:reveco:v:73:y:2021:i:special:p:230-242
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    More about this item

    Keywords

    market model; diversification; market profitability; share;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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