:: 1, Issue 3 (9-2016) ::
TFI 2016, 1(3): 125-151 Back to browse issues page
the study of popularity theory in iran's financial market and its relationship with fluctiations and stock returns in tehran stock exchange
Seyyed alireza Mirarab * , Mohsen Nazarizadeh
Abstract:   (307 Views)
considering the importance of stocks in financial and accounting literatures, and investors' reactions to company stocks during different periods, the present study investigates popularity theory in iran's financial market and its relationship with stock returns and stock return volatilities in tehran stock exchange .a total of 179 companies are analyzed during 2010 to 2015.this is an applied study with post -hocdesign.moreover , it is considered a descriptive - inductive study based on methodology. linear regression models are applied to examine hypotheses using eviews8 software.the results show there is a positive and significant relationship between stock popularity and stock returns, stock return volatility and beta coefficients. in other words, stock popularity can increase stock returns, stock volatility, and beta coefficient.
Keywords: stock popularity, stock volatility, stock returns, beta coefficients.
     
notification: Research | Subject: Special
Received: 2023/03/13 | Accepted: 2016/09/22 | Published: 2016/09/22


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1, Issue 3 (9-2016) Back to browse issues page