The Effects of Dividend Announcements on Stock Prices of Financial Firms Listed on the Ghana Stock Exchange: Data Collection Procedures

2014 ◽  
Author(s):  
Kingsley Kwesi Kwabahson
Keyword(s):  
Data Collection ◽  
Stock Prices ◽  
Stock Exchange ◽  
Financial Firms ◽  
Dividend Announcements ◽  
Ghana Stock Exchange ◽  
Exchange Data

scholarly journals PENGARUH PER EPS ROA DAN DER TERHADAP HARGA SAHAM LQ45 DI BURSA EFEK INDONESIA

2020 ◽  
Vol 8 (3) ◽  
pp. 208
Author(s):  
Puput Rarindra Adi Saputra
Keyword(s):  
Data Analysis ◽  
Linear Regression ◽  
Data Collection ◽  
Stock Prices ◽  
Stock Exchange ◽  
Share Price ◽  
Test Statistics ◽  
Testing Instrument ◽  
Positive Effect ◽  
Exchange Data

Effect of PER, EPS, ROA, and DER towards LQ45 share price in the Indonesia Stock Exchange. Under the guidance of Dr. Makmur, SE., M.SI as Supervisor I and Mr. Eko A. Widyanto, SE., M.SA as Advisor II. This study aims to determine the effect of variable PER, EPS, ROA, and DER towards LQ45 share price in the Indonesia Stock Exchange. Data collection techniques are the methods of documentation. For testing instrument using classical assumption test and test statistics. As for the technique of data analysis using multiple linear regression for the variables used four variables, the F test and t test. The results showed that the variables PER (X1), EPS (X2), ROA (X3) and DER (X4) simultaneously significant effect on stock prices LQ45 Indonesian Stock Exchange Securities (Y). Analysis result simultaneously can explaine that EPS ratio take positive effect and significant on stock prices LQ45 in Indonesia Stock Exchange.

scholarly journals PENGARUH INFLASI, PROFITABILITAS, STRUKTUR MODAL, DAN EARNING PER SHARE TERHADAP HARGA SAHAM PERUSAHAAN CONSUMER GOODS

2019 ◽  
Vol 8 (6) ◽  
pp. 3930
Author(s):  
Septia Wulandari Suarka ◽  
Ni Luh Putu Wiagustini
Keyword(s):  
Data Collection ◽  
Consumer Goods ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Participant Observation ◽  
Share Price ◽  
Significant Positive Effect ◽  
Positive Effect

The purpose of this study is to analyze the significance of the influence of inflation, ROE, DER, and EPS on stock prices. This research was conducted at Concern Goods Companies that are listed on the Indonesia Stock Exchange (IDX) for the 2015-2017 period. The number of samples of this study were 31 companies. Data collection is done by the method of non-participant observation. Based on the results of the analysis found that inflation, ROE. DER, and EPS simultaneously have a significant effect on stock prices. Partially Inflation and DER have no significant effect on stock prices, this indicates that investors do not see Inflation and DER as a decision to buy shares. While partially ROE and EPS have a significant positive effect on stock prices, this shows that investors pay attention to ROE and EPS in deciding to invest. The higher the ROE and EPS, the higher the investor's interest in investing in the company's capital, so that the share price will go up. Keywords: Inflation, ROE, DER, EPS, stock price    

scholarly journals Assessing portfolio and asset returns of some financial and non- financial companies on the Ghana stock exchange using a 3-factor model

2021 ◽  
Vol 27 (2) ◽  
pp. 193-202
Author(s):  
C.P. Ogbogbo ◽  
N. Anokye-Turkson
Keyword(s):  
Factor Model ◽  
Stock Exchange ◽  
Asset Returns ◽  
Good Representation ◽  
Financial Firms ◽  
Number Of Factors ◽  
Equity Ratio ◽  
Book To Market Ratio ◽  
Ghana Stock Exchange ◽  
Market Volume

This study on the Ghana Stock Exchange (GSE), investigated, if the overall size of the market, affects the fundamentals of the Fama French 3-Factor model, and to ascertain if the Fama French model can be used effectively to assess portfolio and assets return for companies listed on the Ghana Stock Exchange. In this paper, portfolios of assets of companies on the Ghana Stock Exchange are constructed and analyzed using the Fama-French 3-factor model. The empirical data which consists of assets of 15 companies listed on the GSE, including assets of both financial and non-financial companies for good representation of the Ghana Stock Exchange. We found that the basic principle of the model is not satisfied. This is attributed to a number of factors which include overall size of the market, volume of trade, and high leverage (more debt than equity) associated with financial firms. High debt/equity ratio is linked to high risk. Keywords: Market Capitalization, Book-to-market ratio, Portfolio, Small minus big, High minus low

scholarly journals Effect of Interest Rate on Stock Prices in Ghana

2021 ◽  
Vol 12 (1(S)) ◽  
pp. 1-7
Author(s):  
Peter Arhenful ◽  
Augustine Kwadwo Yeboah ◽  
Kofi Sarfo Adjei
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Stock Prices ◽  
Time Series Data ◽  
Stock Exchange ◽  
Ordinary Least Squares ◽  
Series Data ◽  
Augmented Dickey Fuller ◽  
Ghana Stock Exchange ◽  
Adf Test

The paper assesses the effect of interest rate on stock prices, with emphases on Ghana Stock Exchange; using monthly time series data from July 2007 to December 2019. The Augmented Dickey-Fuller (ADF) test was employed to establish the stationarity properties of the data or otherwise. Using the Ordinary Least Squares (OLS) estimation technique of Multiple Regression, the results (? = – 0.891, p < 0.05) revealed an indirect association between interest rates and stock prices in the Ghanaian context; which is consistent with the theoretical conclusion that an increase in interest rate results in a decrease in stock prices. Thus, in the light of this finding, it was recommended that policymakers should consider the stock market dynamics due to the significant relationship that exists between the two macroeconomic variables.

scholarly journals Jump Diffusion Modeling of Stock Prices on Ghana Stock Exchange

2020 ◽  
Vol 08 (09) ◽  
pp. 1736-1754
Author(s):  
Osei Antwi ◽  
Kyere Bright ◽  
Kwasi Awuah Wereko
Keyword(s):  
Stock Prices ◽  
Stock Exchange ◽  
Jump Diffusion ◽  
Diffusion Modeling ◽  
Ghana Stock Exchange

scholarly journals Market timing and Debt-Equity Choice of Nepalese Firms

2018 ◽  
Vol 3 ◽  
pp. 81-97
Author(s):  
Prem Prasad Silwal
Keyword(s):  
Discriminant Analysis ◽  
Stock Prices ◽  
Negative Impact ◽  
Stock Exchange ◽  
Past History ◽  
Market Timing ◽  
Weighted Average ◽  
Cross Sectional ◽  
Financial Firms ◽  
History Of

This paper aims to analyze the multivariate discriminant analysis of debt-equity choice in Nepalese non-financial firms for the period of 1992 to 2013. It is based on pooled cross-sectional data of 18 firms (263 observations) whose stocks are listed in Nepal Stock Exchange. The study finds that firm issue equity when their stock prices are high. The result further reveals that firms are strongly influenced by market conditions and the past history of security prices in issuing between equity and debt. Discriminant analysis also shows that External financing weighted average market to book ratio, market to book ratio and leverage pattern are the major determinants of issuing equity or debt. Finally, the results are consistent with the notion that market timing variables have negative impact on leverage.

scholarly journals ANOMALI EFEK KALENDER PADA RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA

2019 ◽  
Vol 8 (5) ◽  
pp. 2642
Author(s):  
Komang Intan Permatasari ◽  
I Ketut Mustanda
Keyword(s):  
Data Collection ◽  
Stock Prices ◽  
Abnormal Return ◽  
Stock Exchange ◽  
Participant Observation ◽  
Abnormal Returns ◽  
Stock Index ◽  
January Effect ◽  
Average Abnormal Return ◽  
Day Of The Week

Calendar effect anomalies indicate a return deviation in a capital market that allows investors to take advantage of a time and obtain abnormal returns. This study aims to determine the difference in the average abnormal return on the day (the day of the week effect), Monday the fourth week (week-four effect), and January with other months (January effect). The study was conducted on companies included in the LQ-45 stock group and obtained a sample of35 companies using the saturated sample method. The data source comes from secondary data, through the yahoo finance website and the method of data collection is done by non-participant observation including data collection on the development of stock prices included in the LQ-45 group during the period February 2015 to January 2018. Test results with the SPSS program through Kruskal-Wallis test and Mann Whitney Test, show that the stock’s average abnormal return at any time is not different, so the conclusion that there is no day of the week effect, week-four effect, and January effect on the LQ-45 stock index on the Stock Exchange Indonesia. Keywords: calendar effect anomaly, abnormal return

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