Dividend policy and stock price volatility: an error corrected approach created by N. J. Dewasiri and Y. K. Weerakoon Banda
Material type:
- text
- unmediated
- volume
- 2319510X
- HD30.4 ASI
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Item type | Current library | Call number | Vol info | Copy number | Status | Notes | Date due | Barcode | |
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Main Library - Special Collections | HD30.4 ASI (Browse shelf(Opens below)) | Vol. 11, no.3 (pages 165-171) | SP24199 | Not for loan | For in house use only |
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.
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