mitigate the agency cost generated by exogeneous exports variation via higher free cash flow and cash flow volatility …

mitigate the agency cost generated by exogeneous exports variation via higher free cash flow and cash flow volatility …

This paper examines the effect of institutional ownership on stock volatility, returns, and dividend policy in Egypt … stock volatility and returns. Our main results show that private institutional ownership has significant and positive effect … on stock volatility while it has no effect on returns. We find that private institutional ownership has negative effect …

The purpose of this study was to examine the relationship between dividend policy and share price volatility with a … volatility with two main measurements of dividend policy, dividend yield and payout, were examined by applying multiple … including size, earning volatility, leverage, debt and growth. The empirical results of this study showed significant negative …

idiosyncratic volatility, liquidity, return momentum, and capital investment, each of which also explains returns. We propose a …

The purpose of this paper is to investigate the relationship between the share price volatility in Pakistan and their … regress these ratios together with other control variables. We model share price volatility as a function of dividend policy … Karachi stock exchange. The variables involved in the study were Dividend yield, Price volatility Earning Volatility, Payout …

(idiosyncratic) volatility, inconsistent with the low volatility anomaly. The results are consistent with the market timing … driven by company-specific information. Combining volatility with undervaluation indicators proposed by Peyer and Vermaelen …

volatility. First, consistent with dividend signaling, we find that firms with higher levels of idiosyncratic volatility are … volatility firms are associated with stronger positive post event return drift. Finally, firms on average experience an ex post … reduction in idiosyncratic volatility following dividend initiations that is associated with announcement and long-term abnormal …