مشخصات پژوهش

صفحه نخست /Relation between information ...
عنوان Relation between information uncertainty and stock liquidity risk
نوع پژوهش مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها information uncertainty, stock liquidity, predict distribution and error of profit prediction, changeability in stock output
چکیده This research studies relation between information uncertainties of business unit and stock liquidity risk. stock liquidity risk is calculate based on none liquidity scale of Amihood and also feature of information uncertainty is predict based on distribution scale, and each share and standard error of each share is measured. Research hypothesis and product hypothesis were tested by use combine data regression and minimum squares and pattern of fixed effects. Case study of this research is nonfinancial companies of market of valuable papers stock of Tehran during 1386-1390, and 111 cases were chosen based on removal sampling. Results show that, there isn’t interesting relation distribution of stock profit prediction and standard error of prediction and stock liquidity risk. Also there is no relation between changeability in stock output, average of stock price and size of company with stock liquidity risk.
پژوهشگران علی ثقفی (نفر اول)، سهراب استا (نفر دوم)