into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

This study examines the reactions of market makers and investors to large dividend increases to identify the motives … for dividend increases. Uniquely, this study simultaneously tests the signaling and agency abatement motivations as … explanations of the impact of dividend increases on stock prices and bid-ask spreads. The agency abatement hypothesis argues that …

in shares of a company aims to earn revenue namely dividends. Many factors affect the stock price on the stock exchange …, such as price earnings ratio (PER) and cash dividends. The formulation of problem is how the effect of Price Earning Ratio … (PER) and cash dividend on the company's share price listed on the Indonesia Stock Exchange. The aim of this research is to …

. Moreover, a number of surveys present the assessment of payout policy, especially dividend policy, from decision …

valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely … Australian markets which show that this model improves high frequency volatility forecasts. This is most evident for news which …

This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …