This paper examines whether dividend policy impacts firm value and find that paying dividends does improve firm value …. Panel data regressions suggest that the dividend premium for firms' equity is 27.9% and the dividend premium for firms … significant – dividend premium: 5.3% for equity and 3.7% for assets. Thus, stock prices of dividend payers are greater by 5.3% or …

market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors …

This paper examines whether macroeconomic instability can influence stock market volatility in a sample of 5 emerging … discordant from one country to another, but when a dynamic panel GMM is estimated, exchange rate volatility is found to be the …

study we investigate the mean-volatility spillover effects that happen across international stock markets. The study, by … taking into consideration the stock market returns based on various indices, investigates the mean-volatility spillover … precise and separate measures of return spillovers and volatility spillovers. The analysis provides the evidence of strong …

impact of macroeconomic uncertainty on stock market volatility in Sri Lankan stock market. Interest rate, inflation, money … the stock market, returns and volatility. The sample includes monthly stock market index and macroeconomics data from 1998 …), Sri Lanka. Further, the results of the EGARCH model evidence the presence of asymmetric volatility in the monthly stock …

countries are also done. An attempt is made here to study specifically the impact of crude oil price volatility on stock prices …

We compared forecasts of stock market volatility based on real-time and revised …

incorporates stochastic volatility, long-run risks in consumption and dividends, and Epstein-Zin preferences. Utilizing Bayesian …-term real risk-free interest rate, real consumption growth, and real dividend growth. Our results indicate that, over short and …

A conjecture in the literature holds that a large and diversified investor base leads to lower volatility by improving … does not support the conjecture. Instead, volatility increases in the number of investors and in the size of the firm … implications for stock return volatility …