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Record W4328095071 · doi:10.54691/bcpbm.v38i.3782

International Capital Flows and Dynamic Changes in Pfizer Stock Prices: A Long-term Perspective

2023· article· en· W4328095071 on OpenAlexaff
Jiayi Sun

Bibliographic record

VenueBCP Business & Management · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsQueen's University
Fundersnot available
KeywordsStock exchangeVolatility (finance)Stock market bubbleEconomicsMarket makerExchange rateMonetary economicsStock (firearms)Financial economicsStock market indexStock marketBusinessEconometricsFinance

Abstract

fetched live from OpenAlex

The stock and exchange rate markets play central roles in domestic and international trade. Since volatility of either one of them can bring significant impact to any business. It is essential to find how changes in exchange rate influence the stock market so that policymakers can build appropriate regulations to boost the national stock market, and investors may invest by taking the minimum risk. This paper selects the stock of a well-known multinational firm, Pfizer, and the US dollar index from October 27, 2005, to September 5, 2019. It applies the ADF test to validate the stationarity of the sample data, the VAR model with IRF to investigate whether the increasing exchange rate brings a positive effect on Pfizer's stock return or not, and the ARMA-GARCHX model to study whether the volatility of exchange rate is significant to changes of Pfizer's stock return in the long run. The study's findings indicate that the exchange rate volatility does not have a long-term relationship with Pfizer's stock price.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.201
Threshold uncertainty score0.707

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.020
GPT teacher head0.245
Teacher spread0.225 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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