Compromis Marche Aléatoire Et Information Financière

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Compromis Marche Aléatoire Et Information Financière

Journal Title: International Journal of Business and Management Invention - Year 2018, Vol 7, Issue 5

Abstract

The random walk model remains the reference model in the financial markets. Its parsimony and maneuverability are certainly attractive. However, one must not lose sight of the restrictive or even simplistic assumptions on which it is based and limit its ability to reproduce the dynamics of the market. The aim of this article is to look at the general behavior of financial assets and their trends characterized by a given level of volatility and yield. The factors that determine this evolution are certainly numerous, some are related to the economic and monetary environment of companies, the others are related to market mechanisms, to the possible specificity of stakeholder psychology and to the financial characteristics of companies. As part of this work, we will try to verify this theory at the level of the Moroccan stock market by choosing a number of securities that are the subject of a multitude of transactions per day.

Authors and Affiliations

Driss DAOUI

Keywords

return volatility information and price of financial assets.

EP ID EP400537
DOI -
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