EXPLORING THE EVIDENCE ON CHANGES IN TIME VARYING VOLATILITY AROUND BONUS AND RIGHT ISSUSE: A STUDY BASED ON KSE

Muhammad Tariq (), Abdur Rehman Aleemi () and Shuaib Ahmed ()
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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

IBT Journal of Business Studies (JBS), 2015, vol. 11, issue 1, 67-81

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.

Keywords: Volatility bonus issue right issue; GARCH (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:aib:ibtjbs:v:11:y:2015:i:1:p:67-81

DOI: 10.46745/ilma.ibtjbs.2015.111.6

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