PENGARUH KEBIJAKAN DIVIDEN, NILAI TUKAR, LEVERAGE, DAN FIRM SIZE TERHADAP VOLATILITAS HARGA SAHAM
E-Jurnal Manajemen, 2018 Stock price volatility is movement decrease or increase of the stock price. The purpose of this research is to determine impact of dividend policy, exchange rate, leverage, and firm size to stock price volatility. This research was conducted on the stock
Komang Ria Selpiana, Ida Bagus Badjra
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Financing Constraints and Stock Price Volatility Empirical Evidence from Shanghai and Shenzhen A-share listed Companies [PDF]
E3S Web of Conferences, 2021 Based on the theoretical analysis of financing constraints and stock price volatility, the hypothesis of “corporate financing constraints inhibiting corporate stock price volatility” is proposed.
Xiang Xuan, Dong Fei, Chen Junxiu
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Idiosyncratic Risk Volatility: Stock Price Informativeness or Price Error?
Journal of Risk and Financial Management, 2022 Research on idiosyncratic volatility in developing countries, particularly Indonesia, is scant. This study is the first to explain idiosyncratic concepts through an information environment approach and an examination of information asymmetry. This study aims to analyze the phenomenon of idiosyncratic risk in Indonesia, whether it is related to price ...
Yuni Pristiwati Noer Widianingsih +1 more
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Stock market volatility, speculation and unemployment: A Granger-causality analysis
PSL Quarterly Review, 2020 This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on the one hand, and speculation and unemployment on the other. The analysis is carried out for the US over the period 1982-2018.
Bernardina Algieri +2 more
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Dividend policy and share price volatility: empirical evidence from Vietnam [PDF]
Accounting, 2020 This paper was conducted to examine the relationship between dividend policy and share price volatility of companies listed on Hochiminh Stock Exchange (HOSE) in Vietnam. Data set used in this research was compiled from financial statements of 260 listed
Thanh Hieu Nguyen +3 more
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Jurnal Agribest, 2020 This study to analyze the Influence of Inflation, BI Rate on Stock Price Volatility through Currency Exchange as Intervening Variables in Consumer Goods Industry on the Indonesia Stock Exchange.
Nely Supeni, Mustofa Mustofa
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Stock Price Dynamics and Option Valuations under Volatility Feedback Effect [PDF]
, 2012 According to the volatility feedback effect, an unexpected increase in squared volatility leads to an immediate decline in the price-dividend ratio.
Kanniainen, Juho, Piché, Robert
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Dynamic co-movements of stock market returns, implied volatility and policy uncertainty [PDF]
, 2013 We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Antonakakis, N. +2 more
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Dividend Innovations and Stock Price Volatility [PDF]
Econometrica, 1988 A standard efficient markets model states that a stock price equals the expected present discounted valu e of its dividends, with a constant discount rate. This is shown to i mply that the variance of the innovation in the stock price is smalle r than that of a stock-price forecast made from a subset of the marke t's information set.
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The Impact of Social Media Related Events on the Price Volatility of Mega-Cap Technology Stocks [PDF]
Financial Markets, Institutions and Risks, 2023 This paper summarizes the arguments and counterarguments within the scientific discussion on the issue of the impact of social media events on stock price volatility.
Halil D. Kaya +2 more
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