Article | Open Access | Published: 12 June 2015
Exploring the Evidence on Changes in Time Varying Volatility around Bonus and Right Issues: A Study Based on KSE
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Abstract:
The Purpose of this study examines the volatility in stock price after the announcement of right and bonus issue. This study result showed the increase in volatility after the announcement of the right and bonus issue.
Keywords:
Volatility, bonus issue, right issue, GARCH
Publisher:
ILMA UNIVERSITY
Published:
12 June 2015
Issue:
Issue 1 : Volume 11
E-ISSN:
2409-6520
P-ISSN:
2414-8393
This is an open access article distributed under the terms of the Creative Commons Attribution CC BY 4.0 license, which permits any use, distribution, and reproduction of the work without further permission provided the original author(s) and source are credited.