The purpose of this study is to analyze the dividend policy dynamics in context to firm specific and macroeconomic variables with stock price volatility in the financial sector of Pakistan. Panel data is used for the period 2006-2014 to identify the common, fixed, random and GMM effect. It is...

Volatility modeling remained a fabulous concept in the field of financial economics and this concept is dynamic due to time varying phenomenon. The purpose of this study is to identify the information asymmetry perspective of volatility modeling by considering the market conditions asymmetries...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi variance in GARCH specification....

This study investigates the performance of linear versus nonlinear methods to predict volatility and effects of asymmetric pattern on the emerging markets of Asia from EAGLEs and NEST Daily data of stock market returns is taken for the period 4 January 2000 to 30 May 2017. Nonlinear and...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

Venture capital is generally believed to ease financial constraints, and it can also monitor and restrict corporate tax avoidance behaviors within a company. This article applies Chinese listed companies from 2010 to 2017 as a sample and uses the OLS regression and mediation analysis model to...