TY  - BOOK
AU  - Dewasiri,N.J.
AU  - Banda, Y. K. Weerakoon
TI  - Dividend policy and stock price volatility: an error corrected approach
SN  - 2319510X
AV  - HD30.4 ASI 
PY  - 2015///
CY  - Los Angeles
PB  - Sage
KW  - Cross-section random effect model
KW  - Stock price volatility
KW  - Granger causality test
N2  - 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
UR  - https://doi.org/10.1177/2319510X15588387
ER  -