List of Articles Key words: stock returns

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  1 - The Relationship between Stock Returns and Return Fluctuations with the Liquidity of the Stock Market of Companies Listed on the Tehran Stock Exchange during the Outbreak of the Corona Virus
  Zahra Hooshmand Naqabi Hossein Eslami Mofid Abadi Mohammed Aghasi
  10.30495/faar.2022.698386
  Abstract The current research was conducted with the aim of investigating the relationship between stock returns and volatility with the liquidity of the stock market during the outbreak of the Corona disease in companies listed on the Tehran Stock Exchange. The resear More

  Abstract The current research was conducted with the aim of investigating the relationship between stock returns and volatility with the liquidity of the stock market during the outbreak of the Corona disease in companies listed on the Tehran Stock Exchange. The research method is descriptive, in terms of practical purpose and in terms of the type of post-event information collection. The statistical population of this research includes all the companies admitted to the Tehran Stock Exchange, which have been determined using the systematic sampling and elimination method for the period between 2018 and 2019, which is 133 companies. Multivariate regression analysis and statistical tests such as Durbin-Watson, Shapiro, Dickey and variance inflation factor have been used to analyze the data and test the research hypotheses. Finally, Fisher's test was used to check the significance of the regression line equation, and Student's t-test was used to check the significance of the coefficients. The data related to research variables after being collected in Excel software have been analyzed using the statistical software Eviews. The results of the hypothesis test showed that there is a significant direct relationship between stock returns and fluctuations with the liquidity of the stock market during the outbreak of the Corona disease. Manuscript profile