Factors that affect stock market volatility

A volatile market may often be the result of an imbalance of trade orders in one direction (all buys and no sells, for instance). However, market volatility is caused by a host of several other factors. Economic crises. It is obvious that any financial market is very sensitive to major economic situations.

20 Mar 2019 If someone has ever been interested in the stock market and the way it works then, Politics are a key factor affecting market performance. 5 Aug 2019 Some economic factors influence stock prices, providing you with an idea of what might be next. Economic news matters to the stock market  One can safely state that the stock market volatility is a major factor that stock market volatility emphasises the significant effect of the macroeconomic. risk aversion of investors in the German stock market as reflected in option prices. 2 expectations about economic growth, market volatility, credit risk premia and negative Finally, we go a step further by attempting to identify factors that would explain When traders price options, they are in effect applying preference-.

We would like to investigate the relative importance of political risk factors on stock market volatility. In addition we aim to explore the influence of each factor on 

Macro-economic factors such as interest rates, inflation, unemployment and economic growth often move stock markets. Stock markets are always rooting for more economic growth, because it usually Factors That Influence Stock Market Volatility: A Case Study From Malaysia. The purpose of this study is to investigate to what extent earning per share, net income, dividends and sharia compliance affects the stock market volatility in Malaysia. determine the factors influencing share price volatility of firms listed at the Nairobi securities exchange, regression and correlation analysis was carried. The study concludes that GDP, inflation rate, Dividend policy, and trading volume, influenced share price volatility. All of the variables influenced it positively. Key Takeaways Stock prices are driven by a variety of factors, but ultimately the price at any given moment is due to the supply and demand at that point in time in the market. Fundamental factors There are a number of factors which affect stock prices. Some factors are firm-specific like a change in management, new product launch, policy change, legal tangles, etc. Others factors are like political, economic, and technological that cause variation in stock prices. This is a serious limitation in the literature given the regional and international significance of these emerging markets. The purpose of the research is to identify the dominant factors affecting stock market volatility in Thailand and measure the contagion effects of stock market volatility in Thailand on other South-East Asian stock markets. Nov 2018 Market Outlook: What's Behind Stock Market Volatility? In addition to rising interest rates and lower corporate earnings growth, there are several other factors affecting the stock market: Economic cooling. If economic growth begins to erode, that could affect corporate earnings and stock valuations. So far, rising employment and

the effect of share price volatility on stock market performance at the nairobi securities exchange by mori moses wafula a research project submitted in partial fulfilment of the requirements for the award of the degree of master of business administration, school of business, university of nairobi september 2016

Determinants of Stock Market Volatility and Risk Premia* Mordecai Kurz1, Hehui Jin1 and Maurizio Motolese2 1Department of Economics, Serra Street at Galvez, Stanford University, Stanford, CA. 94305-6072, USA 2Istituto di Politica Economica, Universitá Cattolica di Milano, Via Necchi 5, 20123, Milano, Italy. The housing market is unlikely to hurt the stock market much this time around. On the other hand, continued stock market volatility or a cooling equities could have an effect on home-buying activity. the effect of share price volatility on stock market performance at the nairobi securities exchange by mori moses wafula a research project submitted in partial fulfilment of the requirements for the award of the degree of master of business administration, school of business, university of nairobi september 2016 The volatility however of such a new market has meant that there has been a lot of ups and downs when it comes to pricing. Canada has for some time now, been the hotbed of the cannabis industry, and as such, some stocks have presented themselves and less volatile options to the market as a whole. determine the factors influencing share price volatility of firms listed at the Nairobi securities exchange, regression and correlation analysis was carried. The study concludes that GDP, inflation rate, Dividend policy, and trading volume, influenced share price volatility. All of the variables influenced it positively. Stock prices are determined in the marketplace, where seller supply meets buyer demand. But have you ever wondered about what drives the stock market—that is, what factors affect a stock's price? Factors Affecting Indian Stock Market. framework to a multi-factor model to verify the common macro-factors attributed to the price of volatility risk in U.K. equity options.

While firm specific factors may affect individual stock prices, the overall stock returns and volatility exhibit interdependence among these stock markets and.

4 Dec 2018 What's driving the stock market volatility? up and down by several key factors beyond the usual day-to-day movements related to specific companies. wary about the effect on companies that rely on exports and imports. 24 Apr 2018 Equity market volatility, as measured by the VIX index (a popular measure of stock market drivers that can temporarily affect world equity markets volatility. Figure 4 Global financial factor and US financial uncertainty. 1 Aug 2018 Stock price is one of the main indicators for measuring firm countries oil price can be an important factor affecting security prices. Allen and Rachim [14] tested the effect of dividend policy on the stock price volatility with the  25 Jul 2017 Foreign market changes are considered as one of the factors affecting the Indian stock market. The volatility in the Indian stock market exhibits  9 Nov 2017 which political uncertainty affects stock volatility might depend on industry- specific factors. The authors study both the effects of local political  Regional and national economic factors, such as tax and interest rate policies, can significantly contribute to the directional change of the market, thereby potentially greatly influencing A volatile market may often be the result of an imbalance of trade orders in one direction (all buys and no sells, for instance). However, market volatility is caused by a host of several other factors. Economic crises. It is obvious that any financial market is very sensitive to major economic situations.

24 Nov 2015 The multiple regression and GARCH models have been employed to examine the factors affecting Thailand stock market volatility. Also, the 

While firm specific factors may affect individual stock prices, the overall stock returns and volatility exhibit interdependence among these stock markets and. Beside the influence of information flow on stock price volatility, to study whether factors affecting the stock price, because the continuality of volatility on stock  Indeed, the effect of the US stock market on certain macroeconomic factors is an employment and the volatility of stock indices, for example, is much more 

Macro-economic factors such as interest rates, inflation, unemployment and economic growth often move stock markets. Stock markets are always rooting for more economic growth, because it usually Factors That Influence Stock Market Volatility: A Case Study From Malaysia. The purpose of this study is to investigate to what extent earning per share, net income, dividends and sharia compliance affects the stock market volatility in Malaysia. determine the factors influencing share price volatility of firms listed at the Nairobi securities exchange, regression and correlation analysis was carried. The study concludes that GDP, inflation rate, Dividend policy, and trading volume, influenced share price volatility. All of the variables influenced it positively. Key Takeaways Stock prices are driven by a variety of factors, but ultimately the price at any given moment is due to the supply and demand at that point in time in the market. Fundamental factors There are a number of factors which affect stock prices. Some factors are firm-specific like a change in management, new product launch, policy change, legal tangles, etc. Others factors are like political, economic, and technological that cause variation in stock prices. This is a serious limitation in the literature given the regional and international significance of these emerging markets. The purpose of the research is to identify the dominant factors affecting stock market volatility in Thailand and measure the contagion effects of stock market volatility in Thailand on other South-East Asian stock markets. Nov 2018 Market Outlook: What's Behind Stock Market Volatility? In addition to rising interest rates and lower corporate earnings growth, there are several other factors affecting the stock market: Economic cooling. If economic growth begins to erode, that could affect corporate earnings and stock valuations. So far, rising employment and