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    The impact of information announcements on stock volatility 

    Ezenwa Sidney, Ahiwe (Assumption University, 2012)

    Information is vital for everyday life. It affects investor's perception of what stock investment to under- take in the stock market. Reacting to an announcement depends on how much impact the announcement is meant to have on the market. This research aims to determine the impact of both foreign and domestic key macroeconomic and microeconomic announcements on stock volatility of the Stock Exchange of Thailand. The research was conducted on eight industries which comprises of27 sectors and over 500 stocks in these sectors. ...