MODELING STOCK PRICES BUBBLES BY SYSTEM DYNAMICS FOR THE CAR MANUFACTURING INDUSTRY

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

SAEEDI ALI; SHABZENDEDAR JAVAD

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF INDUSTRIAL MANAGEMENT STUDIES Year:2011 | Volume:8 | Issue:21 Page(s): 143-165

Download Full-Text

Persian Verion

View:

1,509

Download:

Cites:

Information Journal Paper

Title

MODELING STOCK PRICES BUBBLES BY SYSTEM DYNAMICS FOR THE CAR MANUFACTURING INDUSTRY

Author(s)

SAEEDI ALI | SHABZENDEDAR JAVAD | Issue Writer Certificate

Keywords

STOCK MARKETQ1

PRICE BUBBLESQ2

SYSTEM DYNAMICSQ1

DYNAMIC HYPOTHESISQ2

Abstract

Price bubble is a phenomenon in which the assets prices go up considerably. The research shows that bubbles have Non-Linear characteristic, and common methods of stock valuation such as Discounted cash flow models and relative models, usually are unable to evaluate stock values. Common and Non-Systemic approach has linear and cascading perspective for considering phenomenon but systemic approach has Non-Linear approach. In this research, stock prices bubble in auto industry is considered by systemic thinking and is modeled by SYSTEM DYNAMICS approach. Two influencing factors are tested in the paper: belief changes speed and block purchasing. Both factors make the stock more volatile. So, the higher the speed and the larger the amount, the greater the stock volatility. Also, block transaction causes sentimental atmosphere among investors and pushes retail investors.

Cites

معمای پرمیوم دارایی با توجه به ریسک حباب و تابع ترجیحات بازگشتی آپشتین - زین در بورس اوراق بهادار ایران

References

No record.

Cite

APA: Copy

SAEEDI, ALI, & SHABZENDEDAR, JAVAD. (2011). MODELING STOCK PRICES BUBBLES BY SYSTEM DYNAMICS FOR THE CAR MANUFACTURING INDUSTRY. JOURNAL OF INDUSTRIAL MANAGEMENT STUDIES, 8(21), 143-165. SID. https://sid.ir/paper/213178/en

Vancouver: Copy

SAEEDI ALI, SHABZENDEDAR JAVAD. MODELING STOCK PRICES BUBBLES BY SYSTEM DYNAMICS FOR THE CAR MANUFACTURING INDUSTRY. JOURNAL OF INDUSTRIAL MANAGEMENT STUDIES[Internet]. 2011;8(21):143-165. Available from: https://sid.ir/paper/213178/en

IEEE: Copy

ALI SAEEDI, and JAVAD SHABZENDEDAR, “MODELING STOCK PRICES BUBBLES BY SYSTEM DYNAMICS FOR THE CAR MANUFACTURING INDUSTRY,” JOURNAL OF INDUSTRIAL MANAGEMENT STUDIES, vol. 8, no. 21, pp. 143–165, 2011, [Online]. Available: https://sid.ir/paper/213178/en

Related Journal Papers