allocation and risk management require estimates of the volatility of these factors. While realized volatility has become a … provide a statistical approach to estimate the volatility of these factors. The efficacy of this approach relative to the use … of models based on squared returns is demonstrated for forecasts of the market volatility and a portfolio allocation …

The study attempts to assess the influence of investor sentiment onselected sectoral indices returns volatility in the … influence of investorsentiment on sectoral indices return volatility is traced. The stronger theinfluence of investor sentiment … and higher will be the current market volatility.The results of this study may assist individuals, institutional investors …

This study analyzes the firm-specific factors affecting the dividend payout decisions of the companies whose shares are …–Bover/Blunder-Bond two-step system generalized method of moments, a statistically significant positive effect on dividend payout was found in … the relationship between the dividend payout of the previous year, the company’s return on equity and the market value …

estimation of the state vector and of the time-varying parameters. We use this method to study the time-varying relationship … between the price dividend ratio, expected stock returns and expected dividend growth in the US since 1880. We find a … significant increase in the long-run equilibrium value of the price dividend ratio over time, associated with a fall in the long …

. The valuation theory gives many clues for interpretation of dividend changes. At the start of literature review, the …This article measures the reaction of marginal investors to announcement of surprise dividend increase. However, the … dividend irrelevance (to investment decision) assumption is met. This assumption holds up-to-date valuation procedures leading …