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  1. Home
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Browsing by Author "Pushpakumara, G.A.D.K."

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    The Impact of Dividend Policy on Share Prices Volatility: Empirical Evidence with Colombo Stock Exchange in Sri Lanka
    (Uva Wellassa University of Sri Lanka, 2014) Pushpakumara, G.A.D.K.
    Despite of theoretical and empirical research, it has proven that there are many controversial aspects on dividend policy including the relationship between dividend policy and stock price volatility. Therefore it is important to establish a relationship between dividend policy and share price volatility. Hence this study was carried out to investigate current situation and pattern of dividend policy and share price volatility in 2008-2013 period, impact of dividend policy on stock price volatility and strength of the relationship between dividend policy and stock price volatility in Sri Lanka. Sixty (60) companies were randomly selected from all listed companies in CSE during the period of 2008 — 2013. The liescriptive, correlation and regression analysis was conducted together with multicollinearity, autocorrelation, normality tests and etc. using Minitab 15 statistical software. Finding indicated that dividend yield exerted a weakly negative and significant influence on share price volatility of firms while dividend payout exerted a negative weak influence on share price volatility. Earnings volatility and debt showed weakly positive and insignificant influence on share price volatility. Growth in assets and firm size indicated weakly negative but significantly positive strong influence on share price volatility.
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