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. Moreover, a number of surveys present the assessment of payout policy, especially dividend policy, from decision …
Persistent link: https://www.econbiz.de/10009451163
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
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 …
Persistent link: https://www.econbiz.de/10009460735
We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …
Persistent link: https://www.econbiz.de/10009476145
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …
Persistent link: https://www.econbiz.de/10009433722
mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …
Persistent link: https://www.econbiz.de/10009450956
The study attempts to find out the trends in dividend payment and determinants of dividend decision. A sample of 607 … non-payers and low-payers of dividend has increased. Again, average dividend payments are on the rise continuously. It … means that there is no room for moderate dividend payment. Average dividend for the past three years is the most consistent …
Persistent link: https://www.econbiz.de/10009457443
Dividend declaration is considered as one of the key focus areas of the firm’s financial policy. The core of dividend … policy includes the decision like whether to distribute profits to the shareholders in the form of dividend or to retain. The … dividend decision, one of the widely researched topics, yet named as dividend puzzle, has been a center of attraction for the …
Persistent link: https://www.econbiz.de/10011315665
Dividend declaration is considered as one of the key focus areas of the firm’s financial policy. The core of dividend … policy includes the decision like whether to distribute profits to the shareholders in the form of dividend or to retain. The … dividend decision, one of the widely researched topics, yet named as dividend puzzle, has been a center of attraction for the …
Persistent link: https://www.econbiz.de/10011374970