This paper examines the impacts of dividend policy and ownership structure on stock price volatility in the Vietnamese … market. The study also tests for the moderating effect of foreign/state ownership on the dividend policy–price volatility … robust results indicate that dividend yield mitigates stock price volatility in the emerging market of Vietnam. The price …

The neo-classical finance theory suggests that capital markets can reasonably reflect the value of listed companies … relevance of the stock return volatility to the company's fundamental variables, with a sample of the stocks listed in the … stock return volatilities, and without a stable cash dividend policy, stock return volatilities may unrelated to the …

This paper finds that dividend signaling hypothesis is able to explain the phenomenon of assets concentration in short … and medium investments in Islamic Interest-Free banking (IIFBs). In this paper a dividend signaling model framework has … been introduced, where in the process of maintaining a stable dividend, mangers of Islamic Interest-Free banking (IIFBs …

Modelling the volatility (or kurtosis) of the implied volatility is an important aspect of financial markets when … GARCH systems to model the volatility of the FTSE 100 Implied Volatility Index (IV). We use GARCH, EGARCH, GJR-GARCH and … other asymmetric models unless there is exceptionally high volatility such as the crisis of 2008 in which case EGARCH …

This paper proposes Spillover Persistence as a measure for financial fragility. The volatility paradox predicts that … fragility builds up when volatility is low, which challenges existing measures. Spillover Persistence tackles this challenge by …. Variation in financial constraints connects Spillover Persistence to fragility. The results are consistent with the volatility …

This paper attempts to explain the effect of dividend payment and retained earnings on market price of share in the … more than the dividend effect given investment opportunities. A study of Indian evidence shows that their stock market has … Nepal and finds only limited support for it. The results indicate the customary strong dividend and very weak retained …

Numerous studies analyze the impact of ownership concentration and shareholder identity on dividend payout … dividend payments. Because the importance of those proxies varies with the classification techniques applied, we use both … traditional and machine learning techniques. We examine the dividend payout behavior of German issuers, which is considered rather …