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 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, Volatilitas Laba, Dividend Yield, dan Ukuran Perusahaan Pada Volatilitas Harga Saham

2018 ◽  
pp. 2148
Author(s):  
Ni Wayan Sekar Andiani ◽  
Gayatri Gayatri
Keyword(s):  
Firm Size ◽  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
Dividend Yield ◽  
Stock Trading ◽  
Stock Price Volatility

This study aims to obtain empirical evidence on the effect of stock trading volume, earning volatility, dividend yield, and firm size on stock price volatility. This research was conducted on companies listed in index LQ 45 in Indonesia Stock Exchange 2012 until 2016. This research took the population of 45 companies with the number of samples of 21 companies selected through purposive sampling, so the number of samples observation for 5 years to 105 companies. The analysis technique in this research is multiple linear regression analysis. Based on the analysis results found that the stock trading volume does not affect the stock price volatility. Earning volatility has a negative effect on stock price volatility. This shows the higher volatility of profits owned by the company tends to reduce the interest of investors to invest or can reduce the volatility of stock prices. Dividend yield has a positive effect on stock price volatility. Which means that the higher dividend rate can affect the high investor interest to invest in the capital market, causing a stock price reaction. The firm size has a negative affects on stock price volatility. This proves the greater the size of the company indicates a stable corporate condition and able to reduce the volatility of stock prices. Keywords: Stock Trading Volume, Earning Volatility, Dividend Yield, Firm Size, Stock Price Volatility.

scholarly journals SENSITIVITAS FAKTOR EKONOMI MAKRO DAN MIKRO DALAM MEMPREDIKSI VOLATILITAS HARGA SAHAM PERUSAHAAN SEKTOR INDUSTRI FOOD & BEVERAGES

2019 ◽  
Vol 4 (1) ◽  
pp. 85-100
Author(s):  
Abdul Kohar ◽  
Nurmala Ahmar ◽  
Suratno Suratno
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Share Price ◽  
Macroeconomic Factors ◽  
Stock Price Volatility ◽  
The Impact

The movement of macroeconomic factors can be used to predict the movement of the stock price, but different researchers are using different macroeconomic factors because there is still no consensus among them which macroeconomic factors that have an influence on stock prices. This study aimed to analyze and test the impact of macroeconomics factors which consisting of inflation, interest rates, exchange rate, and microeconomy factors, consisting of asset growth, growth earnings and sales growth to the volatility of stock prices on food and beverages companies listed in Indonesia Stock Exchange between 2011 and 2015 period. The study measure the sensitivity of inflation and interest rates and stock price volatility by regressing each variable with a share price which will produce the sensitivity value of each variable. A total of 66 samples are tested by using the classic assumption as the precondition for regression analysis techniques (multiple regressions). The results showed that inflation is partially affect the stock price volatility, Indonesia Interest Rate (SBI) is partially effect on stock price volatility, and exchange rate and microeconomics are partially no effect on stock price volatility.

scholarly journals The Effect of IFRS Application, Stock Price Volatility, and Fundamental Variables on Jakarta Islamic Index

2021 ◽  
Vol 10 (1) ◽  
pp. 1-14
Author(s):  
Dellia Nurleli ◽  
Masodah Wibisono
Keyword(s):  
Stock Returns ◽  
Ownership Structure ◽  
Stock Prices ◽  
Stock Price ◽  
Management Practices ◽  
Stock Exchange ◽  
Price Volatility ◽  
Dividend Yield ◽  
Stock Price Volatility ◽  
Test Models

The movement of the Islamic capital market in recent years is still far from its true potential. Therefore, various researches on Islamic economics are needed to further encourage existing developments. The purpose of this study was to examine the effect of IFRS implementation, Stock Price Volatility, Book to Market, Dividend Yield, and Ownership Structure on Stock Returns. The population of this study is companies registered in the Jakarta Islamic Index (JII) in 2015 - 2018. The sampling method used was purposive sampling and obtained a sample of 14 companies. The data used are the company's annual financial statements that have been audited and published on the Indonesia Stock Exchange website and related company websites, as well as stock trading data obtained through the Yahoo Finance website. The data is processed and analyzed by using multiple linear regression statistical test models and SPSS Version 23 as a tool. The results of this study indicate that partially the Volatility of Stock Prices, Book to Market and Dividend Yield has a significant effect on Stock Returns, while the application of IFRS and Ownership Structure does not affect earnings management practices. Meanwhile, jointly applying IFRS, Stock Price Volatility, Book to Market, Dividend Yield, and Ownership Structure has a significant effect on Stock Returns. This journal discusses the relationship of financial factors to Islamic stocks, where these factors include IFRS, Volatility, and other fundamental variables.

scholarly journals Interaction between Industrial Policy and Stock Price Volatility：Evidence from China’s Power Market Reform

2018 ◽  
Author(s):  
Ye Fan ◽  
Zhicheng Zhang ◽  
Xiaoli Zhao ◽  
Haitao Yin
Keyword(s):  
Industrial Policy ◽  
Stock Prices ◽  
Stock Price ◽  
Price Volatility ◽  
Power Market ◽  
Green Energy ◽  
Market Reform ◽  
Stock Price Volatility ◽  
Price Fluctuations ◽  
The Impact

China combines green energy and industrial policy in its power market reform with various policy initiatives, including price support scheme for electricity from renewable sources and subsidies in the push for broader use of greener energy. This study focuses on the impacts of power market reform on the stock price volatility of listed power companies: 1) we use the Iterative Cumulative Sums of Squares (ICSS) algorithm to identify structural break points in stock prices; 2) we analyze the characteristics of stock price volatility based on the GARCH model; 3) we report the impact of power regulation on stock price fluctuations based on the Autoregressive Distributed Lag (ARDL) model. The result suggests three structural breaks in China’s power stock price volatility were related to the promulgation of power market reform policies. We find that industrial policies promote the reduction of power stock price fluctuations and its impact on power stock price volatility is consistent in the long run. However, our study also indicates the recent policies related to renewable energy do not have a very significant impact on the power stock market.

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

Does intellectual capital have any influence on stock price crash risk?

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Agung Nur Probohudono ◽  
Adelia Dyaning Pratiwi ◽  
Mahameru Rosy Rochmatullah
Keyword(s):  
Intellectual Capital ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Investor Sentiment ◽  
Price Volatility ◽  
Crash Risk ◽  
Company Performance ◽  
Content Type ◽  
The Impact

PurposeThis paper explores the influence between intellectual capital (IC) and the risk of stock price crashes by using company performance as an intervening variable.Design/methodology/approachThis study empirically analyzes the impact of the efficiency of IC on stock price crash risk using a sample size of 152 companies listed on the Indonesia Stock Exchange (IDX) during 2018. To test the research hypotheses, regression analysis and path analysis were applied. In addition, the researchers added exploration to several studies to strengthen the results of this study.FindingsThis study’s findings indicate that investors' optimistic (pessimistic) sentiment regarding stock price volatility has obscured aspects of the financial performance of listed companies. This finding implies that investor sentiment has dominated influence on stock price crash risk so that the aspects of IC are obscured.Originality/valueThis research provides new information that IC disclosure in the stock market needs to include knowledge of the volatility of stock prices in order to reveal stock price crash risk.

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