• DocumentCode
    2912465
  • Title

    An Analysis on Correlation of Factors Affecting Bank Share Prices

  • Author

    Guoyi, Li ; Renzhong, Liu

  • Author_Institution
    Financial Inst., Harbin Univ. of Commerce (HRBCU), Harbin, China
  • Volume
    3
  • fYear
    2009
  • fDate
    26-27 Dec. 2009
  • Firstpage
    394
  • Lastpage
    397
  • Abstract
    As weighted shares, price volatility of bank shares has a significant impact on the direction of the share market. In this paper, total equity, after-tax profits per share, GDP and the market index are adopted as the important relevant factors affecting bank share price. Meanwhile, these factors are analyzed and verified through the related test model to see if there is any relevance between them and the bank share prices at the end of the reporting period, so that some reference can be offered to the investors for decision making.
  • Keywords
    banking; decision making; economic indicators; GDP; after-tax profits per share; bank share prices; decision making; factor correlation; market index; price volatility; weighted shares; Chaos; Econometrics; Economic indicators; Industrial engineering; Information management; Innovation management; Nonlinear dynamical systems; Share prices; Stock markets; Testing; bank; correlation; influential factors; share price; the share market;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Management, Innovation Management and Industrial Engineering, 2009 International Conference on
  • Conference_Location
    Xi´an
  • Print_ISBN
    978-0-7695-3876-1
  • Type

    conf

  • DOI
    10.1109/ICIII.2009.404
  • Filename
    5369143