IDEAS home Printed from https://ideas.repec.org/a/aib/ibtjbs/v11y2015i1p67-81.html
   My bibliography  Save this article

Exploring The Evidence On Changes In Time Varying Volatility Around Bonus And Right Issuse: A Study Based On Kse

Author

Listed:
  • Muhammad Tariq

    (Institute of Business & Technology Karachi Pakistan)

  • Abdur Rehman Aleemi

    (Institute of Business & Technology Karachi Pakistan)

  • Shuaib Ahmed

    (Institute of Business & Technology Karachi Pakistan)

Abstract

Purpose This Purpose of this study examines the volatility in stock price after announcement of right and bonus issue.This study result showed the increase in volatitility after announcement of right and bonus issue.

Suggested Citation

  • Muhammad Tariq & Abdur Rehman Aleemi & Shuaib Ahmed, 2015. "Exploring The Evidence On Changes In Time Varying Volatility Around Bonus And Right Issuse: A Study Based On Kse," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 11(1), pages 67-81.
    • Handle: RePEc:aib:ibtjbs:v:11:y:2015:i:1:p:67-81
    DOI: https://doi.org/10.46745/ilma.ibtjbs.2015.111.6
    as

    Download full text from publisher

    File URL: 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
    Download Restriction: no
    File URL: https://libkey.io/https://doi.org/10.46745/ilma.ibtjbs.2015.111.6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    Volatility bonus issue right issue ; GARCH;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aib:ibtjbs:v:11:y:2015:i:1:p:67-81. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Syed Kashif Rafi (email available below). General contact details of provider: https://edirc.repec.org/data/fmilmpk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.