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Price volatility

Xem 1-20 trên 165 kết quả Price volatility
  • 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 firms on HOSE from 2009 to 2018.

    pdf12p kelseynguyen 26-05-2020 33 1   Download

  • The aim of this study was to study the relationship between dividend policy and share price volatility in insurance companies listed in the Amman Stock Exchange. A sample of 20 companies from 23 insurance companies listed in the Amman Stock Exchange was selected. The current study used two main measurements of dividend policy, dividend yield, and payout ratio, by applying multiple linear regressions for the period 2008 to 2017.

    pdf11p viankara2711 04-12-2019 6 0   Download

  • This study investigated the relationship between exchange rate and inflation volatility and stock prices volatility in Nigeria, using time series quarterly data from 1986Q1-2012Q4. The volatilities of exchange rate and inflation in this study were calculated using standard GARCH(1,1) models. The relationship between exchange rate, inflation volatility and stock prices volatility was examined using GARCH(1,1)-S models of an extended GARCH-X models.

    pdf14p trinhthamhodang2 21-01-2020 33 0   Download

  • This paper presents a survey on the effect of corporate dividend payout policy on stock price volatility. The primary objective of this study is to examine the impact of dividend payout ratio on the stock price volatility in Pakistan Stock Exchange.

    pdf8p kelseynguyen 26-05-2020 19 0   Download

  • This research paper investigates the impact of Demonetization on public sector banks stock price volatility in BSE. The purpose of the above objective, this study used the secondary daily closing stock price data of selected top five largest public sectors banks in India in 2018

    pdf11p orianahuynh 08-06-2020 9 0   Download

  • This paper aims to examine the effect of crude oil price volatility, the internet, and inflation on economic growth in ASEAN-5 countries (Indonesia, Malaysia, the Philippines, Singapore, and Thailand). To test this effect, we use the panel Autoregressive Distributed Lag model and panel data with annual time series for the period from 1995 to 2018. The test results show that only the internet affects economic growth in the long run, and this effect is positive.

    pdf7p nguaconbaynhay10 22-02-2021 4 0   Download

  • This paper examines the impact of oil price volatility on macroeconomic performance in fourteen non-oil exporting Sub-Saharan Africa (SSA) economies using panel ARDL model for the period 1980-2015. It also looks at the channels through which oil price volatility transmit to the three major sectors of their economies. The panel ARDL estimate indicates how persistent oil price volatility prevailed on the economy by measuring the short run and long run effects.

    pdf10p caygaocaolon11 18-04-2021 11 0   Download

  • The objective of the thesis is to analyze the impact of micro-factors belonging to listed companies on share price volatility and thereby propose recommendations to limit the level of copper price volatility. of companies listed on Vietnam's stock market.

    pdf0p dungmaithuy 18-09-2019 18 2   Download

  • This study aims to measure the volatility in asset prices of listed companies in the Vietnam stock market. The authors use models such as AR, MA and ARIMA combined with ARCH and GARCH to estimate value at risk (VaR) and the results generate relatively accurate estimates.

    pdf17p viartemis2711 22-10-2019 18 0   Download

  • In China, domestic firms can issue A- and B-shares. Before Feb 2001, Domestic investors can only invest A-shares while foreign investors can only trade B-shares. This paper makes use of this special feature in testing information and trading noise hypotheses. We find that A-share prices are more volatile than B-share prices even though they are issued by the same companies and are traded in the same stock market.

    pdf12p trinhthamhodang2 21-01-2020 11 0   Download

  • The objective of this paper is to study overall scenario of the cumin at the national and international level as well as to analyze the perception of traders’ on the major factors influencing cumin prices in the spot market. India contributes about 70 per cent of world cumin production followed by Syria, Iran and other countries. India accounts for 73 per cent of the Global trade. For analysing the perception of traders regarding factors affecting prices of the Cumin twenty factors have been considered in this study.

    pdf9p cothumenhmong3 22-02-2020 11 0   Download

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  • (bq) part 1 book "bond markets, analysis, and strategies" has contents: introduction, pricing of bonds, measuring yield, bond price volatility, factors affecting bond yields and the term structure of interest rates, treasury and federal agency securities, corporate debt instruments, municipal securities, international bonds,...and other contents.

    pdf374p bautroibinhyen23 02-04-2017 304 5   Download

  • Based on the panel data of 22 stock tickers in the two porfolios VN30 and HNX30 during 2008–2014, the research empirically investigates the impact of information on stock price volatilities in Vietnam.

    pdf22p danhnguyentuongvi27 18-12-2018 22 0   Download

  • The following will be discussed in this chapter: Value options using historical vol, moving average vol (MAV), exponentially weighted moving average (EWMA), and generalized autoregressive conditional heteroskedasticity (GARCH); calculate option model implied volatility surfaces -- time skew (a.k.a. terms structure of volatility), and strike skew (Smiles and Smirks); understand what volatility surfaces reveal about option prices, volatility, and the models.

    ppt25p shiwo_ding8 25-06-2019 20 0   Download

  • This paper examines the effects of time to maturity, volume and open interest on the price volatility of futures contracts in Turkish derivative markets. The determinant of volatility is tested using conditional variance models during the period from January 2, 2008 to June 30, 2015. The sample set consists of 457 futures contracts backed by gold, currency, indices and single stocks. Empirical results show that the time to maturity, volume and open interest significantly impact the volatility of futures contracts. It is found that as the maturity date approaches, volatility increases.

    pdf13p trinhthamhodang2 21-01-2020 14 0   Download

  • Agricultural prices variation analysis is essential for the formulation of public policies and business decisions. Considering the strategic importance of olive oil for producers and consumers alike, as well as its potential economic and social benefits, this study aims to quantify the volatility of olive oil prices. The models are estimated using monthly data of olive oil prices (from January 1980 to February 2017) that was collected from IMF statistics. ARCH and GARCH models were used to estimate price volatility.

    pdf6p partimesinhvien 13-05-2020 22 0   Download

  • Agriculture occupies a central position in the Indian economy. It contributes 29.4 percent of GDP, employing 64 percent of the country's workforce. Food price volatility has had a dramatic impact on the food security of poor households in developing countries.

    pdf5p guineverehuynh 21-06-2020 3 0   Download

  • In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification and risk management, we also examine the optimal weights and hedge ratios for oil-stock portfolio holdings with respect to the results.

    pdf19p nguyenxuankha_bevandan 13-08-2020 13 0   Download

  • This research uses coefficient of variation and volatility analysis with the ARCH GARCH method. Based on the results, the price of food commodities is more volatile after the adoption of the Renewable Fuel Standard 2 (RFS) policy in 2007. The results of the study show that development of biofuels (from corn and soybeans) have a higher level of volatility than the other two commodities (rice and wheat) due to the variance of rice and wheat was lower than corn and soybeans.

    pdf12p nguaconbaynhay10 22-02-2021 1 0   Download

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