Dividend policy and stock price volatility: an error corrected approach
Dewasiri, N. J.
Dividend policy and stock price volatility: an error corrected approach created by N. J. Dewasiri and Y. K. Weerakoon Banda - Asia-Pacific journal of management research and innovation Volume 11, number 3 .
The purpose of this study is to investigate the relationship between dividend policy and stock price volatility (SV) in the Sri Lankan context. Based on the Hausman test results, the cross-section random effect model (CSREM) is performed in order to test the hypotheses. The Granger causality (GC) test is employed in order to test the short-term relation between dependent and explanatory variables.
2319510X
Cross-section random effect model--Granger causality test--Stock price volatility
HD30.4 ASI
Dividend policy and stock price volatility: an error corrected approach created by N. J. Dewasiri and Y. K. Weerakoon Banda - Asia-Pacific journal of management research and innovation Volume 11, number 3 .
The purpose of this study is to investigate the relationship between dividend policy and stock price volatility (SV) in the Sri Lankan context. Based on the Hausman test results, the cross-section random effect model (CSREM) is performed in order to test the hypotheses. The Granger causality (GC) test is employed in order to test the short-term relation between dependent and explanatory variables.
2319510X
Cross-section random effect model--Granger causality test--Stock price volatility
HD30.4 ASI