stock price volatility
The Effect of Direct Foreign Investment on Stock Price Volatility in the Saudi Market
... that stock market capitalization was directly linked with the inflow of ...the stock price volatility i.e. that the stock development is based on the investor’s ...
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Stock Price Volatility and Dividend Policy in Pakistan
... Stacescu, (2004) examined dividend policies of Switzer land very comprehensively but he focused on one aspect that company were paying dividends in increasing trends but did not focus on possibilities of dividend cuts ...
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The Impact of Economic Agents Perceptions on Stock Price Volatility
... on stock prices based on the data of stock market ...that stock prices refl ect 50% of S & P 500 volatility and similar results are shown by Meyers (1972) or Roll ...employs stock ...
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THE IMPACT OF STOCK PRICE VOLATILITY ON THE PERFORMANCE OF THE NIGERIAN STOCK MARKET FOR THE PERIOD 1990 TO 2011
... the! stock! market! volatility! and! market! ...the! stock! market! volatility! on! the! Nigerian! quoted! stocks’! performance! during! the! reference! ...
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Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria
... oil price volatility on stock price in Nigeria using quarterly data from 1990 to 2012 ...is volatility in oil prices, not the levels that affect the stock ...if volatility ...
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Macroeconomic Variables and Stock Price Volatility in Ghana
... on stock price volatility in the Ghana Stock Exchange (GSE) using annual time series data over the period of ...the stock exchange: GSE-All Shares was obtained from the Ghana ...
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The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
... As this paper studies the role of the different types of jumps and the effect of market micro-structure noise in forecasting realized volatility, we sample our data every 5, 60, and 300 seconds. The choice of 300 ...
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Stock Price Volatility and Policy Bailout: Evidence from Growth Enterprise Market in China
... Commodity Price Index ...how stock prices grow in ...GEM stock indexes depend on investor mentality, the stock supply and so ...of price fluctuation in this ...
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Month Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange
... month-related volatility patterns prevailing on various stock markets feature on ...MSE volatility is subject to monthly ...that volatility tends to be higher during this month as compared to ...
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Dividend policy and stock price volatility throughout Pakistan
... The particular primary analyze can be thought out to look at the Impact of Dividend Policy about stock price tag volatility inside the organizations of Pakistan. The particular Dividend Policy is ...
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Does relative efficiency matter? An analysis of market uncertainty
... by stock price ...‘potential stock return opportunities’ in firms that are lowly valued due to lower levels of ...firm’s stock price volatility is significantly negatively ...
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Stock Futures Introduction & Its Impact on Indian Spot Market
... how stock price volatility and traded volume of scrips change after futures ...introduction. Volatility is the uncertainty arising out of share price ...fluctuations. Stock ...
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Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield
... extreme volatility in fi- nancial asset prices during the ...or volatility, it will lead to different economic consequences in allocating capital ...earnings volatility and stock price ...
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Does oil price uncertainty transmit to the Thai stock market?
... oil price volatility (uncertainty) on the Stock Exchange of ...the volatility series of stock market index and oil ...of volatility transmission between oil to stock ...
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Does relative efficiency matter? An analysis of market uncertainty
... Variable Definition: Return: 12months cumulative monthly stock return, ASPV: Stock Price Volatility, Relative_Effi: Technical efficiency score computed using data envelopment analysis , [r] ...
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Product differentiation and systematic risk: theory and empirical evidence
... The model predicts that firms produce relatively more of the more dif- ferentiated products when there is more systematic risk. We call this an increase in the skewness of the product mix. The intuition is that the ...
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Factors Affecting the Stock Price Movement: A Case Study on Dhaka Stock Exchange
... Dhaka Stock Exchange ...(NPAT), Price income proportion (P/E), Net resource esteem (NAV), Earnings per offer (EPS) were chosen from past writing for choosing stock value (SP) ...and Price ...
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Impact Of Dividend Policy On The Value Of Firms
... The random panel effect model presented above show that only the variables of firm age (fage) (coef. 0.176 P = /t/ 0.007) and firm size (fsize) (coef. -8.57 P = /t/ 0.000) and firm leverage (flev) (coef. -0.028 P = ...
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Volatility Spillover Effect of International Crude Oil Futures and China-Russia Stock Market: A Multivariate BEKK-GARCH Model Based on Wavelet Multiresolution Analysis
... oil price at an appropriate level. In addition, because Chinese stock market is a weak efficient market (or even near an ineffective market), information is controlled by a few people, most ordinary ...
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Chinese Stock Price and Volatility Predictions with Multiple Technical Indicators
... China stock market is quite different from other stock ...China stock market and other stock mar- kets is due to the character and behavior ...the volatility of a ...
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