External factors analysis of stock price volatility overseas-listed Chinese companies based on Correlation Analysis and RBF neural network

2021 ◽  
Author(s):  
Yunjin Chen ◽  
Xuejing Jiang ◽  
Zexiang Wu
Keyword(s):  
Neural Network ◽  
Correlation Analysis ◽  
Stock Price ◽  
Rbf Neural Network ◽  
Price Volatility ◽  
External Factors ◽  
Stock Price Volatility ◽  
Factors Analysis ◽  
Chinese Companies

scholarly journals Dampak Multivariat Volatility, Contagion dan Spillover Efiect Pasar Keuangan Global terhadap Indeks Saham dan Nilai Tukar Rupiah di Indonesia

2011 ◽  
Vol 11 (2) ◽  
pp. 117-134
Author(s):  
Nuning Trihadmini ◽  
Pudjiastuti B. S. W
Keyword(s):  
Exchange Rates ◽  
Stock Price ◽  
Financial System ◽  
Price Volatility ◽  
Spillover Effects ◽  
External Factors ◽  
System Stability ◽  
Stock Price Volatility ◽  
Contagion Effects ◽  
Exchange Rates Volatility

There are several factors influencing the financial system stability, namely the internal and the external factors. The occurrence of stock price volatility internationally, the contagion effects and the spillover effects are some external factors that have effect on the financial system stability. This research aims to know the dynamic relationship of regional and global stocks market in international financial system, and then do the analysis of the occurrence of contagion effects and spillover effects on stock price, and see their influence on domestic economics, monetary policy and financial system stability, by GARCH-VAR model.The results of this research indicate that there are some domination of the mature financial market to regional and domestic market. Moreover, the nearby regional stock price index also have a big contribution to the movement of other regional stock price market. The impact of stock price volatility to the IDR exchange rates volatility is relatively small, but not to the price level which is significantly large. Data analysis shows that there is contagion effects in stock market, but the spillover effect from stock price volatility to exchange rates volatility does not occur.

DETERMINANTS OF LQ 45 INDEX BANKING STOCK PRICE VOLATILITY

2020 ◽  
Vol 12 (2) ◽  
pp. 261-274
Author(s):  
Florentina Kurniasari ◽  
Juvy Reyes
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Financial Institution ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
External Factors ◽  
Investment Fund ◽  
Analysis Model ◽  
Stock Price Volatility

As a developing country, Indonesia needs capital flow from investment to support country’s development growth. Capital market is one form of source investment fund. Of the several indexes listed in Indonesia Stock Exchange, the LQ 45 Index is one of the indexes of concern to investors, in which banking is one of financial institution to support country’s economic development. Investors is concerned about the stock price volatility which is influenced by internal and external factors. In this research there are three internal factors and two external factors as independent variable. This research measured the stock price volatility by analyzing the effect of some factors including dividend yield, return on asset, asset growth, interest rate, and exchange rate of banking industries which registered in LQ 45 Index for year 2012 –2019. The data will be analyzed using multiple linear regression analysis model. The research shows that interest rate had positive influence on stock price volatility. While return on asset and exchange rate have negative effect to stock price volatility.   Key Words: Stock Price Volatility, Dividend, ROA, Interest, Exchange Rate

Accentuated Intraday Stock Price Volatility

Volatility ◽  
2010 ◽  
pp. 111-126 ◽  
Author(s):  
Deniz Ozenbas ◽  
Michael S. Pagano ◽  
Robert A. Schwartz
Keyword(s):  
Stock Price ◽  
Price Volatility ◽  
Stock Price Volatility
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