Dividend policy and stock price volatility of industrial products firms in Malaysia

R Zainudin, NS Mahdzan, CH Yet - International journal of emerging …, 2018‏ - emerald.com
Purpose The purpose of this paper is to analyse the relationship between stock price
volatility (SPV) and dividend policy of industrial products firms listed on Bursa Malaysia …

Univariate GARCH models applied to the JSE/FTSE stock indices

N Oberholzer, P Venter - Procedia Economics and Finance, 2015‏ - Elsevier
Abstract The GARCH (1, 1), GJR-GARCH (1, 1) and EGARCH (1, 1) models will be used to
analyse changes in the daily volatility of 5 indices on the Johannesburg Stock Exchange …

[PDF][PDF] Impact of global financial crisis on stock market volatility: Evidence from India

P Sakthivel, K VeeraKumar… - Asian Social …, 2014‏ - pdfs.semanticscholar.org
This paper studies the global financial crisis and the effect of the crisis on stock market
volatility by employing the GJR GARCH model. Daily closing price of indices in the National …

A study on the volatility of the Bangladesh stock market—Based on GARCH type models

B Roni, C Wu, RK Jewel, S Wang - Journal of Systems Science and …, 2017‏ - degruyter.com
The generalized autoregressive conditional heteroskedasticity (GARCH) type models are
used to investigate the volatility of Bangladesh stock market. The findings of the study …

Flight-to-quality between stock and bond markets: Pre and post global financial crisis

NNS Mustafa, S Samsudin, F Shahadan… - Procedia Economics and …, 2015‏ - Elsevier
The Global financial crisis (GFC) that originated in US has resulted in the collapse of many
large financial institutions. Due to that, it had caused the downturn in US stock market and …

[PDF][PDF] Earnings management, corporate governance and corporate performance among Malaysian listed companies

M Nasiri, S Ramakrishnan - Journal of Environmental Treatment …, 2020‏ - eprints.utm.my
The lack of transparency in financial reports has several reasons, but the most important is
earnings management practices which are implemented by managers. Indeed, managers …

The influence of oil price shocks on stock market returns: Fresh evidence from Malaysia

E Al-Hajj, U Al-Mulali, SA Solarin - International Journal of …, 2017‏ - econjournals.org.tr
This study investigates the influence of oil price shocks on Malaysia stock market returns by
including interest rate, real effective exchange rate, industrial production index and inflation …

Market efficiency in G-20 countries: The paradox of financial crisis

JP Vieito, KV Bhanu Murthy, V Tripathi - Annals of Financial …, 2013‏ - World Scientific
This paper is amongst the first to investigate weak-form efficiency of the most developed (G-
20) countries in the world. It also measures the impact of the 2007 financial crisis on the …

Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka

S Sriananthakumar, S Narayan - International Review of Economics & …, 2015‏ - Elsevier
This paper investigates stock market interdependencies between Sri Lanka and selected
economies in the context of its long civil war using the Dynamic Conditional Correlation …

[PDF][PDF] Corporate Governance, Firm Financial Performance and Shareholders' Confidence: A Proposed Analysis of MCCG 2012.

HU Rahman, MY Ibrahim… - Global Business & …, 2015‏ - gbmrjournal.com
Purpose: It is a common belief that an independent board improves firm financial
performance and shareholders' confidence. The separate leadership structure and …