Factors affecting stock price volatility

The present paper attempts to study the perception of brokers regarding factors effecting stock prices in India and thereby influencing their investment decisions. 22 Oct 2018 PDF | The purpose of this study is to investigate to what extent earning per share, net income, dividends and sharia compliance affects the stock 

24 May 2018 Of particular interest [16], Li and Fu studied factors affecting China's power stock price and found that coal prices had a significant impact on  1 Jul 2015 It is well understood that the stock market is volatile and difficult to predict. Neither earnings nor factor shares change, but investors become more willing The risk tolerance shock affects only asset prices, consistent with a  1 Jan 2012 interest rates, exchange rates and stock price volatility. the influence of macroeconomic factors on stock prices, because variables such as  Many investors realize the stock market is a volatile place to invest their money, learn how volatility affects investors and how to take advantage of it. A data collection form was designed to record stock prices, gross domestic product, inflation, dividend policy, and trading volume. The data collected was analyzed using the statistical package for social science (SPSS). To determine the factors influencing share price volatility of firms listed at the Nairobi

1 Jul 2015 It is well understood that the stock market is volatile and difficult to predict. Neither earnings nor factor shares change, but investors become more willing The risk tolerance shock affects only asset prices, consistent with a 

20 Mar 2019 If someone has ever been interested in the stock market and the way it works then, Politics are a key factor affecting market performance. 1 Jan 2019 After an unexpectedly bad year for the stock market, investors are eager for clues about 4 Key Factors Affecting President Trump is a factor. Corporate investment and stock market listing: A puzzle? Investor sentiment effect in stock markets: Stock characteristics or country-specific factors? The influence of stock price overvaluation on the investment scale and efficiency of  24 Nov 2015 The multiple regression and GARCH models have been employed to examine the factors affecting Thailand stock market volatility. Also, the  Supply factors affecting the price of coffee include: Climatic conditions e.g. the impact of el Nino; Existing levels of coffee stocks (inventories); The number of 

indicate that share price volatility and interest rates negatively affect stock market performance while rates of interest and supply of money positively impact the performance of the stock exchange. The study also revealed an insignificant effect on share price volatility and stock market

Beside the influence of information flow on stock price volatility, to study whether factors affecting the stock price, because the continuality of volatility on stock  Here we examine the key drivers behind supply and demand for stocks to explain what causes share prices to rise and fall. Share prices Source: Bloomberg.

Lower oil prices would prohibit economic development and might generate political instability and social unrest in some oil-producing countries. The rollercoaster of sharp oil-price fluctuations has been remarkable in the last three decades. Thus, it is of great importance to analyze important factors affecting the volatility of crude oil prices.

Stock market predictions are one of the challenging tasks for financial investors across the globe. This challenge is due to the uncertainty and volatility of the stock prices in the market. Due I, Paramin Khositkulporn, declare that the DBA thesis entitled The Factors Affecting Stock “ Market Volatility and Contagion: Thailand and SouthEast Asia Evidence-” is no more than 65,000 words in length including quotes and exclusive of tables, figures, appendices, and earning volatility on share prices. Of these the payout ratio, size, leverage and dividend yield emerged as the significant factors affecting the stock market prices in Karachi. This suggests that firm specific factors have a significant impact on market price of shares. In the same vein, Das and Pattanayak (2009) examined 30 shares constituting the Bombay Stock Exchange – Sensitivity indicate that share price volatility and interest rates negatively affect stock market performance while rates of interest and supply of money positively impact the performance of the stock exchange. The study also revealed an insignificant effect on share price volatility and stock market stock prices should rise with falling interest rates because it becomes cheaper. The perceived value of a stock increases when lower borrowing costs allow higher earnings. AbstractThis paper aims to explore which macroeconomic factors affect the volatility of the automakers stock prices by employing a multifactor model. The study uses quarterly panel data of 39 autom

An option's value is made up of seven parts stock price, strike price, volatility, time to expiration, interest rates and dividends.

A data collection form was designed to record stock prices, gross domestic product, inflation, dividend policy, and trading volume. The data collected was analyzed using the statistical package for social science (SPSS). To determine the factors influencing share price volatility of firms listed at the Nairobi Options traders must deal with three shifting parameters that affect the price: the price of the underlying security, time and volatility. Changes in any or all of these variables affects the

stock market volatility to changes in expected returns to stocks, including Merton. (1980), Pindyck and Christie, although this factor explains only a small part of the variation in stock volatility. Fourth, financial leverage affects stock volatility. 1 Sep 2018 Internal factors, such as gender, age, careers, personal income, knowledge, and attitudes also affect stock market. However, all factors above  But the main thing that triggers price volatility is demand & supply. For investors , more important is to know what factors influence stock price. Instead of  10 Jun 2019 An in-the-money Put option strike price is above the actual stock price. Volatility value = since the underlying security appears volatile, there would be value added to Top three influencing factors affecting options prices:.