Since 2014
PROSPECTS OF VOLATILITY IN STOCK PRICES ON DIVIDEND ANNOUNCEMENTS IN AUTOMOBILE INDUSTRY
International Journal of Management and Social Sciences
View Archive Info| Field | Value | |
| Title |
PROSPECTS OF VOLATILITY IN STOCK PRICES ON DIVIDEND ANNOUNCEMENTS IN AUTOMOBILE INDUSTRY
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| Creator |
Thangamani, K.; PhD Research Scholar, Avinashilingam Institute for Home Science and Higher Education for Women, Coimbatore -641043, T.N., India.
Kanniammal, K.; Associate Professor, Avinashilingam Institute for Home Science and Higher Education for Women, Coimbatore -641043, T.N., India. |
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| Subject |
Management
Stock market, Volatility, Event Window, Dividend Announcements, Automobile Industry, Stock prices. Finance Management |
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| Description |
Dividend is a payment given to shareholders by corporate where the investment made by them. This happens when the corporate earns a profit and the distribution of dividend is paid as cash and issue of shares. Stock market is a marketplace where the buyers and sellers are trading their stocks (shares). Volatility is a measure of uncertainty that happen to stock prices. This paper investigates the prospects of volatility in stock prices on dividend announcements with special reference to automobile industry. Twenty days event window is considered for the selected automobile companies in BSE listings. This study employs GARCH model to assess the stochastic volatility. Findings of this study reveal the impact of dividend announcement on stock prices and it is useful for investors.
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| Publisher |
SPEAK Foundation
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| Contributor |
—
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| Date |
2016-01-15
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — An analysis of the thesis shows that the research employed both qualitative and quantitative methods to examine the impact of share price reaction towards dividend announcement of selected companies in automobile industry in India. |
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| Format |
application/pdf
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| Identifier |
http://journals.foundationspeak.com/index.php/ijmss/article/view/322
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| Source |
INTERNATIONAL JOURNAL OF MANAGEMENT AND SOCIAL SCIENCES (IJMSS); Vol 5, No 2 (2016): IJMSS - JAN 5(2) 2016; 43-52
2349-9761 2249-0191 |
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| Language |
eng
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| Relation |
http://journals.foundationspeak.com/index.php/ijmss/article/view/322/209
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| Coverage |
India
— Secondary data is used in this study and the important variables possess in the data are opening share price, high share price, low share price and closing share price. |
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| Rights |
Copyright (c) 2018 INTERNATIONAL JOURNAL OF MANAGEMENT AND SOCIAL SCIENCES (IJMSS)
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