scholarly journals The effect of stock price volatility on the stock liquidity (Empirical evidence: Tehran Stock Exchange)

2016 ◽  
Vol 2 (4) ◽  
Keyword(s):  
Empirical Evidence ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Stock Liquidity ◽  
Stock Price Volatility

scholarly journals LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND

2018 ◽  
pp. 43-51
Author(s):  
Sławomir Juszczyk
Keyword(s):  
Stock Prices ◽  
Financial Services ◽  
Commercial Banks ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Strongly Correlated ◽  
Stock Price Volatility ◽  
Warsaw Stock Exchange

The purpose of the research was to identify the volatilities of daily quotes of banks and financial services companies listed on Warsaw Stock Exchange in the six-year period ie 2011-2016. It was found that the volatility of the stock price of the eCard was the strongest correlated with BPH stock price volatility, while the volatility of KREDYTIN stock prices was strongly correlated with the volatility of BZ WBK shares, ING and PKO BP. The strongest correlation between the stock prices of banks and the surveyed financial services companies was on the day of their listing. Unlike banks, financial services companies are highly diversified.

scholarly journals THE EFFECT OF ASSET GROWTH AND DEBT SOLVENCY ON STOCK PRICE VOLATILITY (CASE STUDY OF BANKING CORPORATIONS LISTED IN THE INDONESIA STOCK EXCHANGE FOR THE PERIOD OF 2011-2018)

2021 ◽  
Vol 10 (1) ◽  
pp. 27
Author(s):  
Mario Yohanis Thomas ◽  
Ventje Ilat
Keyword(s):  
Stock Price ◽  
Quantitative Methods ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Stock Price Volatility ◽  
Asset Growth

This study aims to determine the effect of asset growth and debt solvency on stock price volatility. The population in this study is financial sector companies listed as issuers of shares on the Indonesia Stock Exchange (IDX). The sample is taken by the purposive method so that there are 6 banking companies that meet the criteria. The research data is secondary data for the period 2011-2018 obtained from the Indonesia Stock Exchange. This study uses quantitative methods with multiple linear regression analysis techniques with t-test, F test, and analysis of the coefficient of determination. Hypothesis test results show a significant effect on the asset growth variable and an insignificant effect on the debt solvency variable.

scholarly journals FLUCTUATION OF INFLATION VALUE AND BI RATE AGAINSTVOLATILITY OF STOCK PRICE IN PT. UNILEVER INDONESIA Tbk

2020 ◽  
Vol 3 (2) ◽  
pp. 333-342
Author(s):  
Nely Supeni ◽  
Helmi Agus Salim
Keyword(s):  
Stock Price ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Price Volatility ◽  
Secondary Data ◽  
Stock Price Volatility ◽  
Industry Sector ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Share Value

PT. Unilever Indonesia Tbkis one of the companies in the Consumer Goods Industry sector on the Indonesia Stock Exchange (BEI) with the highest share value throughout 2018. The purpose of this study is 1) To partially determine the effect of inflation and the BI Rate on Stock PriceVolatility at PT . Unilever Indonesia Tbk, 2) To find out the effect of simultaneous Inflation and BI Rate on Stock Price Volatility at PT. Unilever Indonesia Tbk.This type of research is quantitative research with secondary data type then the analysis used is Multiple Linear Regression. The results of the analysis state that partially Inflation has a significant negative effect on Stock Price Volatility while the BI Rate has a significant negative effect on Stock Price Volatility. Then the results of thesimultaneous analysis state that inflation and the BI Rate have a significant effect on stock price volatility. Keywords:Inflation, BI Rate, Stock Price Volatility

scholarly journals Impact of Interest Rate on Stock Prices Volatility: A Case of Textile Sector of Karachi Stock Exchange

2021 ◽  
Vol 2 (2) ◽  
pp. 149-156
Author(s):  
MUHAMMAD SOHAIL KHALIL ◽  
MUHAMMAD AAMIR NADEEM ◽  
MUHAMMAD TAHIR KHAN
Keyword(s):  
Interest Rate ◽  
Stock Returns ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Stock Price Volatility ◽  
Relationship Of ◽  
The Relationship ◽  
Textile Sector

This study investigates the relationship between interest rate and stock price volatility in textile sector of Karachi Stock Exchange. Initially, EWMA model is used to calculate the volatility of stock prices. Stock returns are calculated as a proxy to stock prices. Afterwards, linear regression analyzes the relation between interest rate and stock price volatility. The significance F change is below the limit of 0.05 showing goodness-to-fit of the model to project the responses from predictor to be reliable. The research concludes the relationship of interest rate with volatility of stock prices as slightly inverse in nature.

scholarly journals Pengaruh Volume Perdagangan Saham, Leverage, dan Kebijakan Dividen Terhadap Volatilitas Harga Saham

2020 ◽  
Vol 2 (3) ◽  
pp. 149-162
Author(s):  
Mario Ascaryo Septyadi ◽  
Theresia Hesti Bwarleling
Keyword(s):  
Stock Price ◽  
Trading Volume ◽  
Dividend Policy ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
Secondary Data ◽  
Sampling Technique ◽  
Stock Trading ◽  
Stock Price Volatility

This study aims to determine the influence of Stock Trading Volume, Leverage, and Dividend Policy both simultaneously and partially from LQ45 Index companies listed on the Indonesia Stock Exchange in 2016-2018. The analysis technique used is multiple linear regression analysis using the IBM SPSS 26 program. This type of research is a quantitative study using secondary data, there are 18 companies as a sample of research data collected by purposive sampling technique. The dependent variable in this study is Stock Price Volatility, while the independent variables are Stock Trading Volume, Leverage, and Dividend Policy. The results showed that partially Stock Trading Volume has a positive and significant effect on Stock Price Volatility. Leverage and Dividend Policy have no significant effect on Stock Price Volatility. It is expected that the results of this study can be taken into consideration for investors to choose the right type of investment based on the level of stock price volatility that is influenced by various factors, especially stock trading volume..

scholarly journals DETERMINE OF STOCK PRICE VOLATILITY ON MINING COMPANIES ON THE INDONESIA STOCK EXCHANGE

2021 ◽  
Vol 1 (2) ◽  
pp. 213-224
Author(s):  
Nurhasanah Nurhasanah ◽  
Husaini Husaini ◽  
Arliansyah Arliansyah ◽  
Johanda Syahputra
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Price Volatility ◽  
Analysis Method ◽  
Stock Price Volatility ◽  
Share Prices ◽  
Mining Companies

The purpose of this study was to determine the effect of dividend policy, earning volatility, trading volume, exchange rates and interest rates on the volatility of stock prices in mining companies on the Indonesia Stock Exchange. The population studied in this study were all mining companies which were mining companies for the 2016-2019 period totaling 51. The sampling technique inthis study used a positive sampling method. The samples in this study were as many as 14 mining companies with the 2016-2019 observation year. The data analysis method used in this study is thepanel data regression analysis method. Dividend policy has a positive but insignificant effect on stock price volatility in mining companies on the Indonesia Stock Exchange. Profit volatility has a positive but insignificant effect on the volatility of share prices in mining companies on the Indonesia Stock Exchange. Trading volume has a positive and significant effect on the volatility of share prices in mining companies on the Indonesia Stock Exchange. Exchange rates have a positive and significant effect on stock price volatility in mining companies on the Indonesia Stock Exchange. Interest rates have a positive and significant effect on the volatility of share prices in mining companies on the Indonesia Stock Exchange.

scholarly journals PENGARUH KEBIJAKAN DIVIDEN TERHADAP VOLATILITAS HARGA SAHAM DENGAN INFLASI SEBAGAI VARIABEL MODERASI

2020 ◽  
Vol 2 (2) ◽  
pp. 85-94
Author(s):  
Patricia Maurin Aten ◽  
Dade Nurdiniah
Keyword(s):  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Price Volatility ◽  
Financial Statements ◽  
Annual Reports ◽  
Manufacturing Companies ◽  
Dividend Yield ◽  
Stock Price Volatility ◽  
Dividend Payout

This study aims to analyze the effect of dividend payout ratio and dividend yield on stock price volatility with inflation as a moderating variable in manufacturing companies listed on the Indonesia Stock Exchange for the period 2013-2017. Documentary data (secondary) from financial statements and annual reports are used in this study. The population of this study includes manufacturing companies listed on the Stock Exchange from 2013-2017 and IPOs at least from 2013. The sampling method used in this study was purposive sampling, of which 44 companies were included in the criteria of this study. The analytical method carried out in this study is multiple regression. The results show that the variable that has a significant influence on stock price volatility is only the dividend payout ratio. The more dynamic the dividend payout ratio, the higher the stock price volatility, and vice versa. Research also shows the results that the inflation variable does not moderate the effect of dividend payout ratio and dividend yield on stock price volatility. Keywords: dividend payout ratio, dividend yield, stock price volatility, inflation

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