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 study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and … bulk distribution components. This implies that the combination of a stochastic econometric model with extreme value theory …

financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … to forecast financial markets volatility. The real data in this study uses British Pound-US Dollar (GBP) daily exchange …

financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … to forecast financial markets volatility. The real data in this study uses British Pound-US Dollar (GBP) daily exchange … examined to the free parameters. Keywords: recurrent support vector regression ; GARCH model ; volatility forecasting …

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 …

We analyze a firm's choice between dividend payments and stock repurchases under heterogeneous beliefs and the … of its equity, choose between paying out its cash available through a dividend payment or a stock repurchase, as well as …. Finally, we develop a number of new results characterizing a firm's long-run stock returns following dividend payments and …

We take a simple q-theory model and ask how well it can explain external financing anomalies, both qualitatively and …