Midlands State University Library
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Dividend policy and stock price volatility: an error corrected approach created by N. J. Dewasiri and Y. K. Weerakoon Banda

By: Contributor(s): Material type: TextTextSeries: Asia-Pacific journal of management research and innovation ; Volume 11, number 3Los Angeles: Sage, 2015Content type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISSN:
  • 2319510X
Subject(s): LOC classification:
  • HD30.4 ASI
Online resources: Abstract: 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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Holdings
Item type Current library Call number Vol info Copy number Status Notes Date due Barcode
Journal Article Journal Article 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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