Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022)

Research on the Factors Affecting Stock Price Volatility

Authors
Sijia Li1, , Yuping Wang2, *, , Zifan Zhang3, , Yiming Zhu4,
1Faulty of art, University of Bristol, Bristol, BS8 1QU, the United Kingdom
2Management school, Lancaster university, Lancaster, LA1 4YX, the United Kingdom.
3SHU-UTS SILC Business School, Shanghai University, Shanghai, 201800, China
4Asian-Australian Business College, Liaoning University, Shenyang, 110136, China

These authors contributed equally

*Corresponding author. Email: y.wang120@lancaster.ac.uk
Corresponding Author
Yuping Wang
Available Online 26 March 2022.
DOI
https://doi.org/10.2991/aebmr.k.220307.469How to use a DOI?
Keywords
Volatility; Stock return; Financial liberalization; Macroeconomic
Abstract

Under the influence of the Covid-19, the economies of all countries were affected to varying degrees, particularly on the domestic stock market. Consequently, equity price volatility will be researched, primarily by studying factors affecting volatility. This paper is mainly divided into four aspects of research, first, through the monthly return standard deviation, distribution skewness, and other basic indicators are analyzed, emphasizing the importance of technical indicators to research stock price volatility. Thereafter, it is found that the emergence of social unrest events has a positive impact on the volatility of stock returns. Finally, it is concluded that macroeconomic conditions (GDP and industrial productivity) and international aspects (oil price volatility and financialization of commodities) positively correlate with equity price volatility. Volatility is influenced by numerous factors and cannot be discussed in isolation. Therefore, although we discussed four factors, there are hidden factors that were not considered.

Copyright
© 2022 The Authors. Published by Atlantis Press International B.V.
Open Access
This is an open access article under the CC BY-NC license.

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Volume Title
Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022)
Series
Advances in Economics, Business and Management Research
Publication Date
26 March 2022
ISBN
978-94-6239-554-1
ISSN
2352-5428
DOI
https://doi.org/10.2991/aebmr.k.220307.469How to use a DOI?
Copyright
© 2022 The Authors. Published by Atlantis Press International B.V.
Open Access
This is an open access article under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Sijia Li
AU  - Yuping Wang
AU  - Zifan Zhang
AU  - Yiming Zhu
PY  - 2022
DA  - 2022/03/26
TI  - Research on the Factors Affecting Stock Price Volatility
BT  - Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022)
PB  - Atlantis Press
SP  - 2884
EP  - 2889
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.220307.469
DO  - https://doi.org/10.2991/aebmr.k.220307.469
ID  - Li2022
ER  -