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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 …
Persistent link: https://www.econbiz.de/10012849579
predicts price volatility. We then extend the logic of fragility to investigate two natural extensions: (1) the forecast of …
Persistent link: https://www.econbiz.de/10003931310
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stock return volatility. Moreover, we find that our measure captures the influence of increased ETF activeness while … partially capturing the effect of institutional investors’ demand on price return volatility. Additionally, our analysis reveals …
Persistent link: https://www.econbiz.de/10014349522
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strongly predicts price volatility. We then extend the logic of fragility to investigate two natural issues: (1) the forecast …
Persistent link: https://www.econbiz.de/10013094988
We examine the relation between stock volatility and asymmetric information empirically. We use two proxies of … to have less volatile returns. A significant and positive bilateral relationship between stock volatility and …
Persistent link: https://www.econbiz.de/10013131821
. The theory offers untested empirical implications about volume, volatility, fundamental/price ratios, and mean returns …
Persistent link: https://www.econbiz.de/10012918741
We derive and develop a simple and intuitive model that shines fresh light on the relentless debate over whether corporate ownership converges to the Berle-Means modern corporation with high stock ownership dispersion. Our model takes into account the importance of both protective legal...
Persistent link: https://www.econbiz.de/10013004147