This research aims to examine if a negative relationship exists between the dividend yield and stock price volatility of firms listed on the Swedish Stock exchange market, which is of utter interest and intrinsic for investors and financial analyst in the process of valuing a security’s and a stock portfolio's risk and return. The data that was utilized for this study consists of 52 companies for the period of 2010 to 2019 which makes up for 520 observations. A pooled regression model and a multiple ordinary least squares model was applied to test the relationship. The results show a negative relationship between the dividend yield and stock price volatility. On the other hand, the results indicate that there is a significant positive relationship between earnings volatility and stock price volatility. However, there is a negative relationship for leverage, market value and asset growth with stock price volatility.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hj-51338 |
| Date | January 2020 |
| Creators | Sörensen, William, Deboi, Olena |
| Publisher | Jönköping University, IHH, Nationalekonomi, Jönköping University, IHH, Nationalekonomi |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.0017 seconds