The Effects of Initial Stock Prices on the Analysis of Asset Value Function for Capital Market

I. U Amad, C. F Uchechukwu and P. A. Azor
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I. U Amad: Department of Mathematics & Statistics, Captain Elechi Amadi Polytechnics, Port Harcourt, Nigeria.
C. F Uchechukwu: Department of Mathematics & Statistics, Ignatius Ajuru University of Education, Rumuolumeni, Port Harcourt, Nigeria.
P. A. Azor: Department of Mathematics & Statistics, Federal University, Otuoke, Nigeria.

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Abstract: The chances of a trader or an investor in capital market lies majorly on some levels of decision due to asset values and its returns, which is the basis of a system working assiduously. In this paper a stochastic model was proposed using time delay as a key parameter. The analytical solution was obtained which determined asset values and its return rates for only periodic events by means of additive effects. A goodness of fit test was obtained to show or identify classes of probability distributions the random processes of which generated the asset values based on the variation of initial sock- prices under-study. However, the Tables, graphical results and the impact of time delay was effectively discussed for all the periods.

Date: 2023-08-14
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Published in Asian Journal of Economics, Finance and Management , 2023, 5 (1), pp.255-264

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05132230

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