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"Firm size matters : industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend"

Brawn, Derek A.; Šević, Aleksandar - In: International review of financial analysis 58 (2018), pp. 132-152

Persistent link: https://www.econbiz.de/10012006426

Dividend policies and stock volatility-empirical evidence from Middle Eastern stock markets

Syed, Ali Murad; Bawazir, Hana Saeed; AlSidrah, Ibrahim … - In: Review of accounting & finance 22 (2023) 5, pp. 569-583

Persistent link: https://www.econbiz.de/10014431008

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

This study is designed to model and forecast Nigeria's stock market using the AllShare Index (ASI) as a proxy. By employing the Markov regime-switching autore-gressive (MS-AR) model with data from April 2005 to September 2019, the studyanalyzes the stock market volatility in three distinct...

Persistent link: https://www.econbiz.de/10012513279