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Table 15: Returns_90days and returns_year for stock 1305 Motivation Splits and dividend payments occur typically in prosperous times; a company made profit and divides this over its stockholders. This prosperity should be denoted by a positive trend in the stock price. Trends are usually depicted by a moving average, but to decide whether or not a company has made profit in the past period, we can just look at the long-term returns.

in Identification of Dividend Payments
by Koen Penders 2007

Table 1. Percentage Change in Stock Price Index

in Asia's Financial Crisis: . . .
by Ramon Moreno, Ramon Moreno, Ramon Moreno, Gloria Pasadilla, Gloria Pasadilla, Gloria Pasadilla, Eli Remolona, Eli Remolona, Eli Remolona
"... In PAGE 7: ... Starting sometime in the second half of the 1980s, rapid expansion was accompanied by sharp increases in asset values, notably stock and land prices. As shown in Table1 , since 1987, stock price indices increased rapidly in East Asia. Among the economies more affected by the recent crisis the highest cumulative price increases were in Indonesia (934 percent), Thailand (702 percent) and the Philippines (556 percent).... In PAGE 7: ... After the second half of 1997, the value of the most affected East Asian currencies had fallen 33%-75% against the US dollar. Table1 reveals that stock indices also declined sharply after June 1997, falling 36 percent in Indonesia, 43 percent in Korea... ..."

Table 9. Average Put and Call Prices on the Stock

in Abstract
by Ravi Bansal, George Tauchen, A. Ronald Gallant 2007
"... In PAGE 23: ... A put-call parity relationship holds for these options, but the formula is awkward because of the stochastic dividend stream. Table9 shows for both the LRR and HAB models the unconditional means of the implied relative call and put prices written on the dividend asset Pdt. The expiration dates range from one through twelve months ahead and the strike-to-underlying ratios are 0.... In PAGE 23: ... The average put prices might seem high relative to the average call prices but one must keep in mind the dividend, which tends to increase the value of puts relative to calls. Overall, the average prices shown in Table9 exhibit the usual properties of call and put options. There does not seem to be... ..."

Table 9. Average Put and Call Prices on the Stock

in Rational Pessimism, Rational Exuberance, and Asset Pricing Models *
by unknown authors
"... In PAGE 23: ... A put-call parity relationship holds for these options, but the formula is awkward because of the stochastic dividend stream. Table9 shows for both the LRR and HAB models the unconditional means of the implied relative call and put prices written on the dividend asset Pdt. The expiration dates range from one through twelve months ahead and the strike-to-underlying ratios are 0.... In PAGE 23: ... The average put prices might seem high relative to the average call prices but one must keep in mind the dividend, which tends to increase the value of puts relative to calls. Overall, the average prices shown in Table9 exhibit the usual properties of call and put options. There does not seem to be... ..."

Table 2. Possible stock price influence factors

in Intelligent Stock Market Assistant using Temporal Data Mining
by Gerasimos Marketos, Konstantinos Pediaditakis, Yannis Theodoridis

Table 1: Data for stock price example.

in unknown title
by unknown authors

Table 8. Stock Quote Notification.

in Engineering Push-Based Web Services
by Lars Brenna Larsb
Cited by 1

Table 1: Scheduler baseline settings for performance 5.4 Metrics and Parameters We only use three metrics to evaluate the scheduling algorithms. The two primary metrics, sq and pstale, were motivated and described in Section 3. The third metric, Nr, is the average number of recomputes per second and is provided to help explain system behavior. The values of the simulation parameters were chosen as reasonable values for a typical work- station. Where possible, we have performed sensitivity analysis of key parameter values. The simulator is written in DeNet [Liv90]. Each simulation experiment (generating one data point) ran for approximately 2 hours of simulated time, driven by the stock price trace data. The simu- lation parameters are detailed in Tables 1, 2 and 3.

in Database Support for Efficiently Maintaining Derived Data
by Brad Adelberg, Ben Kao , Hector Garcia-molina

Table I Summary Statistics Price is mid-quote price. Spread is given by the difference between ask and bid price. Duration is measured in seconds. Size is measured in number of shares.

in Time and the Price Impact of a Trade
by Alfonso Dufour, Robert F. Engle 2000
Cited by 9

Table I Summary Statistics Price is mid-quote price. Spread is given by the difference between ask and bid price. Duration is measured in seconds. Size is measured in number of shares.

in Time and the Price Impact of a Trade
by Robert F. Engle, Alfonso Dufour, Jel Classification C
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