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La sincronicità dei prezzi azionari è una misura del rumore o dell’informatività?

La sincronicità dei prezzi azionari è una misura del rumore o dell’informatività?

Xinhua Jim Wang

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Editorial:
KS OmniScriptum Publishing
Año de edición:
2025
Materia
Teoría general del derecho
ISBN:
9786209099212
59,02 €
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Gli analisti finanziari e le agenzie governative di regolamentazione attribuiscono grande importanza ai mercati azionari, che funzionano come un meccanismo di allocazione delle risorse incorporando nei prezzi delle azioni informazioni a livello di mercato, di industria e di impresa. Il recente crollo dei mercati finanziari globali dimostra che i mercati azionari sono altamente sensibili alle notizie di mercato. I prezzi delle azioni salgono (scendono) quando una buona (cattiva) notizia colpisce il mercato. Di conseguenza, i singoli titoli si muovono in modo sincrono o meno con il mercato azionario nel suo complesso. La sincronicità dei prezzi azionari (SYN) è stata un argomento molto importante per diversi studi precedenti (ad esempio, Roll, 1988; Morck et al., 2000). Non è chiaro se la SYN sia causata dal rumore dei prezzi azionari dovuto al sentimento del mercato o da informazioni più ampie incorporate nei prezzi azionari.

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