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Dividend policy and stock price volatility in an emerging market : does ownership structure matter?

Phan Thi Kieu Hoa; Tran Nam Hoai - In: Cogent economics & finance 7 (2019) 1, pp. 1-29

This paper examines the impacts of dividend policy and ownership structure on stock price volatility in the Vietnamese market. The study also tests for the moderating effect of foreign/state ownership on the dividend policy–price volatility relation. The authors use a comprehensive panel...

Persistent link: https://www.econbiz.de/10012029665

Corporate governance, research and development volatility and firm performance : evidence from Spain and Ireland

Duppati, Geeta; Sune, Albert; Samanta, Navajyoti - In: Cogent economics & finance 5 (2017) 1, pp. 1-16

The present study sheds light on the comparative experiences of the two countries originating from differing legal systems and describes how their codes and practices affect the publicly listed firms’ performance. It investigates the linkages between Research and Development (R&D)...

Persistent link: https://www.econbiz.de/10011878394

Corporate governance, research and development volatility and firm performance : evidence from Spain and Ireland

Duppati, Geeta; Sune, Albert; Samanta, Navajyoti - In: Cogent economics & finance 5 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011880631

An examination of the banking efficiency of the BRICS countries : a perspective derived from the oil price volatility

Jreisat, Ammar Barham; Rabbani, Mustafa Raza; Omran, Sara; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

stability in the region. Being able to measure efficiency levels in banks determines how successful a bank is in managing its … Indian banking system with efficiency level of (77%), the Russian bank industry revealed the lowest efficient banking system …This study examines the influence of Oil Price Volatility on Banks efficiency within the BRICS countries (Brazil …

Persistent link: https://www.econbiz.de/10014500402

Fiscal sustainability in the presence of structural breaks : does overconfidence on resource exports hurt government's ability to finance debt? ; evidence from Nigeria

Alhaji Jibrilla, Aliyu - In: Cogent economics & finance 4 (2016) 1, pp. 1-27

The sustainability of the Nigerian fiscal deficit along with the role of the dynamics of government revenues and spending in adjusting the size of the deficit is examined using annual data from 1961 to 2014. After allowing for structural breaks, the study finds evidence of a cointegration...

Persistent link: https://www.econbiz.de/10011487675

Water exchange traded funds : a study on idiosyncratic risk using Markov switching analysis

Tularam, Gurudeo Anand; Reza, Rajibur - In: Cogent economics & finance 4 (2016) 1, pp. 1-12

We investigate the relationship between idiosyncratic risk and return among four water exchange traded funds-PowerShares Water Resources Portfolio, Power Shares Global Water, First Trust ISE Water Index Fund, and Guggenheim S&P Global Water Index ETF using the Markov switching model for the...

Persistent link: https://www.econbiz.de/10011450371

Determinants of the ZAR/USD exchange rate and policy implications : a simultaneous-equation model

Hsing, Yu - In: Cogent economics & finance 4 (2016) 1, pp. 1-7

This paper examines the determinants of the South African rand/US dollar (ZAR/USD) exchange rate based on demand and supply analysis. Applying the EGARCH method, the paper finds that the ZAR/USD exchange rate is positively associated with the South African government bond yield, US real GDP, the...

Persistent link: https://www.econbiz.de/10011450559

Impact of exchange rate on uncertainty in stock market : evidence from Markov regime-switching GARCH family models

Zolfaghari, Mehdi; Hoseinzade, Saeid - In: Cogent economics & finance 8 (2020) 1, pp. 1-49

We employ the Markov Regime-Switching GARCH (MRS- GARCH) family models under the normal, Student's t-, and GED distributions to measure the uncertainty of the industry index returns (IIR) of Tehran Stock Exchange over the period of 2013-2019. The models distinguish between two different regimes...

Persistent link: https://www.econbiz.de/10013179535

Market miracles : resilience of Karachi stock exchange index against terrorism in Pakistan

Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar - In: Cogent economics & finance 8 (2020) 1, pp. 1-23

Terrorism plays a pivotal role in influencing the stock indexes of many countries. This research article claims to be first in accessing the asymmetrical effect of multiple categories of terroristic activities on stock indexes in the presence of macroeconomic volatility. This research utilized a...

Persistent link: https://www.econbiz.de/10013179578

Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange : does global financial crisi...

Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model. Authors have also examined whether the linkages between macroeconomic variability and...

Persistent link: https://www.econbiz.de/10013179670