EXPLORING THE EVIDENCE ON CHANGES IN TIME VARYING VOLATILITY AROUND BONUS AND RIGHT ISSUSE: A STUDY BASED ON KSE
Download| Volume 11 Issue 1 2015 | |
|---|---|
| Author(s): |
Muhammad Tariq
Abdur Rehman Aleemi
Shuaib Ahmed
|
| Abstract | This 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 |
| Year | 2015 |
| Volume | 11 |
| Issue | 1 |
| Type | Short Report |
| Recognized by | Higher Education Commission of Pakistan, HEC | Category | "Y" | Journal Name | IBT Journal of Business Studies | Publisher Name | ILMA University | Jel Classification | - | DOI | http://dx.doi.org/10.46745/ilma.jbs.2015.11.01.06 | ISSN no (E, Electronic) | 2409-6520 | ISSN no (P, Print) | 2416-8393 | Country | Pakistan | City | Karachi | Institution Type | University | Journal Type | Open Access | Manuscript Processing | Blind Peer Reviewed | Format | Paper Link | http://ibtjbs.ilmauniversity.edu.pk/journal/jbs/11.1/6.%20Exploring%20the%20Evidence%20on%20changes%20in%20time%20varying%20volatility%20around%20bonus%20and%20rights%20issue%20a%20study%20based%20on%20KSE.pdf | Page | 67-81 |