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 …

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 …

How do dividend taxes affect stock volatility? In this paper, I use a decrease in dividend taxes as a natural … contract, changes in stock volatility due to dividend taxes may increase agency costs and therefore decrease overall welfare … experiment to identify their impact on firm's price volatility. If a risk-averse executive faces price risk through his incentive …

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

This paper finds that dividend signaling hypothesis is able to explain the phenomenon of assets concentration in short … and medium investments in Islamic Interest-Free banking (IIFBs). In this paper a dividend signaling model framework has … been introduced, where in the process of maintaining a stable dividend, mangers of Islamic Interest-Free banking (IIFBs …

Modelling the volatility (or kurtosis) of the implied volatility is an important aspect of financial markets when … GARCH systems to model the volatility of the FTSE 100 Implied Volatility Index (IV). We use GARCH, EGARCH, GJR-GARCH and … other asymmetric models unless there is exceptionally high volatility such as the crisis of 2008 in which case EGARCH …