Calculation of Changing of Holding Shares or Currencies by Instant Diffusion Equation of Price Changing with Multiple Sources

DOI: 10.4236/me.2012.35068   PDF   HTML     3,970 Downloads   5,735 Views   Citations

Abstract

The purpose of this paper is application of the instant diffusion equation to the calculation of strategy on changing of owning shares or currencies. The strategy of selling share(s) with maximum changing rate of price-ratio and purchasing share(s) with minimum changing rate of price-ratio (SMaPMi) is calculated by instant diffusion equation with multiple sources of stock-price changing. The spacial coordinate is defined by stock-price changing ratio at a time before diffu-sion, which ensures that the changing of holding shares using SMaPMi has maximum profit at time next to diffusion ending, based on the comparability of changing rates of stock-price. Summary, SMaPMi would be worked if operation is proper. Calculating example of owning currencies using SMaPMi is given.

Share and Cite:

T. Yun, "Calculation of Changing of Holding Shares or Currencies by Instant Diffusion Equation of Price Changing with Multiple Sources," Modern Economy, Vol. 3 No. 5, 2012, pp. 522-525. doi: 10.4236/me.2012.35068.

Conflicts of Interest

The authors declare no conflicts of interest.

References

[1] N. Jegadesh and S. Titman, “Returns to Buying Winners and Selling Losers: Implications for Stock Market Effi- ciency,” Journal of Finance, Vol. 48, No. 1, 1993, pp. 65-91. doi:10.1111/j.1540-6261.1993.tb04702.x
[2] R. K. Kakani and T. Joshi, “Cross Holding Strategy to Increase Control: Case of the Tata Group,” XLRT Work- ing Paper, 06-03, 2006, pp. 1-24.
[3] T. Q. Yun, “Instant Diffusion of Price Changing and ‘Time-Space Exchange’ Description,” Technology and Invest-ment, Vol. 2, No. 2, 2011, pp. 124-128. doi:10.4236/ti.2011.22012

  
comments powered by Disqus

Copyright © 2020 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.