Studying the Impact of Market, Liquidity and Momentum on Large Changes in Stock Prices Using Cox Regression
The main aim of this research is investigating the determinants of large changes in stock prices. This study investigates the impact of market, size, book-to-market value ratio, liquidity and momentum on large stock price increases of listed companies on Tehran Stock Exchange during the period 2007-...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2014-08-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_980_450a0a2dc76cd9ee264e44133aa680d1.pdf |