Munich Personal RePEc Archive

Modelling of selected S&P 500 share prices

Kitov, Ivan and Kitov, Oleg (2009): Modelling of selected S&P 500 share prices.

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Abstract

Historical share prices of selected S&P 500 companies have been accurately approximated by linear functions of the difference between core CPI and subsets of the CPI in the United States. The pricing model describes the evolution of share price along a predetermined trajectory. The selected share prices can be quantitatively estimated at a several year horizon because the driving force behind the prices is characterized by the presence of sustainable long-term trends.

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