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sohrab osta

Academic rank: Assistant Professor
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Education: PhD.
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Faculty: Literature and Humanities
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Research

Title
Relation between information uncertainty and stock liquidity risk
Type
JournalPaper
Keywords
information uncertainty, stock liquidity, predict distribution and error of profit prediction, changeability in stock output
Year
2014
Journal SCIENCE ROAD Journal
DOI
Researchers Ali Saqafi ، sohrab osta

Abstract

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.