Dividend Policy And Stock Price Volatility Evidence From Bangladesh Pdf

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• Effect of Dividend Policy on Stock Prices
• Dividend Policy and Stock Price Volatility: Evidence from Bangladesh
• Dividend policy and stock price volatility: evidence from Bangladesh

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Effect of Dividend Policy on Stock Prices

The method of analysis is in two stages. The first stage estimates univariate volatility models for each macroeconomic variable; namely consumer price index proxy for inflation , exchange rate, money supply, interest rates, oil price, gold price, and cocoa price using the exponential generalized autoregressive conditional heteroskedasticity EGARCH model.

The results show that higher volatility in cocoa prices and interest rates increases volatility of the stock prices, whilst higher volatility in gold prices, oil prices, and money supply reduces volatility of stock prices. It also incorporates the effect of external macroeconomic uncertainties from oil and commodity price shocks. Adjasi, C. Emerald Group Publishing Limited. Report bugs here. Please share your general feedback. You can join in the discussion by joining the community or logging in here.

You can also find out more about Emerald Engage. Visit emeraldpublishing. Answers to the most commonly asked questions here. Findings — The results show that higher volatility in cocoa prices and interest rates increases volatility of the stock prices, whilst higher volatility in gold prices, oil prices, and money supply reduces volatility of stock prices.

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Dividend Policy and Stock Price Volatility: Evidence from Bangladesh

Pettit, R. Richardson, Merton H. White Center for Financial Research. O'Brien, Officer, Amitava Roy,

Dividend Policy and Stock Price Volatility: Evidence from Bangladesh · Tables from this paper · Tables · Citation Type · References · Related Papers.

Dividend policy and stock price volatility: evidence from Bangladesh

Get Mendeley Web Importer:. Join a global community of researchers using Kudos:. Indian capital market have surpassed a sea change in the recent past including demonetization, implementation of new tax regimes, political controversies and the like.

This investigates the effect of dividend policy on stock prices. Objective of the study is to see if there exists any relationship between dividend policy and stock prices. We analyzed 45 non-financial companies listed on KSE index that have earned profits and paid dividend for a period of twelve-year w.

The method of analysis is in two stages. The first stage estimates univariate volatility models for each macroeconomic variable; namely consumer price index proxy for inflation , exchange rate, money supply, interest rates, oil price, gold price, and cocoa price using the exponential generalized autoregressive conditional heteroskedasticity EGARCH model. The results show that higher volatility in cocoa prices and interest rates increases volatility of the stock prices, whilst higher volatility in gold prices, oil prices, and money supply reduces volatility of stock prices. It also incorporates the effect of external macroeconomic uncertainties from oil and commodity price shocks. Adjasi, C.

 - С руки Танкадо исчезло кольцо. - Да.