The study of factors that affecting the stock prices volatility

This paper explored the new features of emergent stock markets, in order to point out the most associated indicators of the stock price volatility. The study covers a sample of 17 Asia countries from year 2003 until 2012 on the economic scale. It used the panel data STATA software as to examine the relationship between the changes the stock price which is dependent variable and the changes in the independent variables which is supply and demand of stock, interest rate, exchange rate and inflation rate. The study covered yearly data for a period of ten years from 2003 until 2012. The study revealed relationship between all the variables. International stock price index, deposit interest rate, and bond trading volume were moderate predicting-variables for emerging stock price volatility. Method used for the research is secondary data which is the existing dta from the previous researcher.