Liquidity Shock and Expected Stock Return Case study: listed companies on Tehran Stock Exchange

Subject Areas :

Hossein Karbasi Yazdi ¹ (استاد راهنما)
Seyed Saeid Daryabari ² (نویسنده مسئول)

Received: 2015-11-28 Accepted : 2016-02-17 Published : 2015-07-23

Keywords: Liquidity Shock, Expected Return,

Abstract :

The speed of liquidity of the stock is an important factor of decision making at the capitalmarket. Investor considers the amount of liquidity in choosing investment options besides theirrisk and return. The present study aims to assess the relationship between liquidity shocksand expected stock returns on Tehran Stock Exchange. Target population of the researchconsists of all listed companies on Tehran Stock Exchange and 115 companies of the statisticalpopulation were chosen as the research sample from 2007-2012. It is a descriptive study inwhich correlational approach is applied. Research variables include liquidity shock andexpected stock returns which are examined through the application of statistical methods. Theachieved findings indicate that there is a significant direct relationship between liquidity shockand expected stock returns at the listed companies on Tehran Stock Exchange

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Liquidity Shock and Expected Stock Return Case study: listed companies on Tehran Stock Exchange