DETERMINANTS OF LQ 45 INDEX BANKING STOCK PRICE VOLATILITY
نویسندگان
چکیده
منابع مشابه
The Determinants of Stock price Volatility: An Industry Study
This paper focuses on a single simple stylized fact which stands out from the post-war history of the US Car industry, namely that industry concentration fell just at the same time as industry advertising expenditures rose sharply. Since both events were almost certainly caused by the entry and market penetration of (largely) foreign owned car producers, this stylized fact raises interesting qu...
متن کاملEffect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model
The present research aims to evaluate impacts of crude oil price return index, Bloomberg Petroleum Index and Bloomberg energy index on stock market returns of 121 companies listed in Tehran stock exchange in a 10 years' period from early 2006 to April 2016. First, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. Subsequently, to check va...
متن کاملEffect of Dividend Policy Measures on Stock Price volatility in Tehran Stock Exchange
This paper aims to determine the impact of dividend policy on stock price volatility by taking firms listed on Tehran stock exchange. A sample of 68 listed companies from Tehran stock exchange is examined for a period from 2001 to 2012. The estimation is based on cross-sectional ordinary least square regression analysis to find the relationship between share price volatility and dividend poli...
متن کاملPrice limits and stock market volatility *
We examine the relationship between price limits and stock market volatility. We find when price limits are made more (less) restrictive stock market volatility is usually not lower (higher). This finding contradicts conventional wisdom and the view of most regulators. 2001 Elsevier Science B.V. All rights reserved.
متن کاملMarket Dynamics And Stock Price Volatility
This paper presents a possible explanation for some of the empirical properties of asset returns within a heterogeneous-agents framework. The model turns out, even if we assume the input fundamental value follows an simple Gaussian distribution lacking both fat tails and volatility dependence, these features can show up in the time series of asset returns. In this model, the profit comparison a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Ultima Management : Jurnal Ilmu Manajemen
سال: 2020
ISSN: 2549-404X,2085-4587
DOI: 10.31937/manajemen.v12i2.1771