Determinants of stock price volatility in Jordanian industrial firms
The focus of this study is to identify the determinants of stock price volatility for the listed industrial firms in Amman stock exchange over the period 2010-2018. Random effect regression is used to examine both internal and external factors as determinants for stock price volatility. Results of t...
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2020
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my-uum-etd.103272023-03-01T04:02:08Z Determinants of stock price volatility in Jordanian industrial firms 2020 Al-Shabbar, Osama Jehad Issa Abdul Wahab, Noor Maimun School of Economics, Finance & Banking School of Economics, Finance & Banking HG Finance The focus of this study is to identify the determinants of stock price volatility for the listed industrial firms in Amman stock exchange over the period 2010-2018. Random effect regression is used to examine both internal and external factors as determinants for stock price volatility. Results of this study indicates that dividend yield, financial leverage and growth in assets have positive significant relationship with the stock price volatility. Meanwhile, dividend payout ratio, inflation rate and firm size negatively significantly influence stock price volatility. Further, gross domestic product and interest rate have no relationship with stock price volatility of Jordanian industrial Firm. The result of this study provides an insight to the financial managers in developing their dividend policies to maximizing the shareholders wealth. Also, the findings were quite significant to investors, policy makers and portfolio managers who are interested in capital market on decision making activities with the perspective of investment risk. 2020 Thesis https://etd.uum.edu.my/10327/ https://etd.uum.edu.my/10327/1/depositpermission_s825156.pdf text eng staffonly https://etd.uum.edu.my/10327/2/s825156_01.pdf text eng public other masters Universiti Utara Malaysia |
| institution |
Universiti Utara Malaysia |
| collection |
UUM ETD |
| language |
eng eng |
| advisor |
Abdul Wahab, Noor Maimun |
| topic |
HG Finance |
| spellingShingle |
HG Finance Al-Shabbar, Osama Jehad Issa Determinants of stock price volatility in Jordanian industrial firms |
| description |
The focus of this study is to identify the determinants of stock price volatility for the listed industrial firms in Amman stock exchange over the period 2010-2018. Random effect regression is used to examine both internal and external factors as determinants for stock price volatility. Results of this study indicates that dividend yield, financial leverage and growth in assets have positive significant relationship with the stock price volatility. Meanwhile, dividend payout ratio, inflation rate and firm size negatively significantly influence stock price volatility. Further, gross domestic product and interest rate have no relationship with stock price volatility of Jordanian industrial Firm. The result of this study provides an insight to the financial managers in developing their dividend policies to maximizing the shareholders wealth. Also, the findings were quite significant to investors, policy makers and portfolio managers who are interested in capital market on decision making activities with the perspective of investment risk. |
| format |
Thesis |
| qualification_name |
other |
| qualification_level |
Master's degree |
| author |
Al-Shabbar, Osama Jehad Issa |
| author_facet |
Al-Shabbar, Osama Jehad Issa |
| author_sort |
Al-Shabbar, Osama Jehad Issa |
| title |
Determinants of stock price volatility in Jordanian industrial firms |
| title_short |
Determinants of stock price volatility in Jordanian industrial firms |
| title_full |
Determinants of stock price volatility in Jordanian industrial firms |
| title_fullStr |
Determinants of stock price volatility in Jordanian industrial firms |
| title_full_unstemmed |
Determinants of stock price volatility in Jordanian industrial firms |
| title_sort |
determinants of stock price volatility in jordanian industrial firms |
| granting_institution |
Universiti Utara Malaysia |
| granting_department |
School of Economics, Finance & Banking |
| publishDate |
2020 |
| url |
https://etd.uum.edu.my/10327/1/depositpermission_s825156.pdf https://etd.uum.edu.my/10327/2/s825156_01.pdf |
| _version_ |
1776103791920152576 |