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Share prices of financial companies from the S&P 500 list have been modeledby a linear function of consumer price indices in the USA. The Johansen andEngle-Granger tests for cointegration both demonstrated the presence of anequilibrium long-term relation between observed and predicted time series.Econometrically, the pricing concept is valid. For several companies, shareprices are defined only by CPI readings in the past. Therefore, our empiricalpricing model is a deterministic one. For a few companies, including LehmanBrothers, AIG, Freddie Mac and Fannie Mae, negative share prices could beforeseen in May-September 2008. One might interpret the negative share pricesas a sign of approaching bankruptcies.

Modeling share prices of banks and bankrupts