List of Articles liquidity risk comparison

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  1 - presenting a model to optimize liquidity measures in tehran stock exchange
  Alireza Fatemi Iraj Noravesh Farhad Hanifi Mani Sharifi
  liquidity is a fundamental aspect of stock market efficiency and in terms of methodology , most of the theories related to the structure of financial markets account for the implications of liquidity behavior more than other market characteristics . therefore , the cent More

  liquidity is a fundamental aspect of stock market efficiency and in terms of methodology , most of the theories related to the structure of financial markets account for the implications of liquidity behavior more than other market characteristics . therefore , the central role of market liquidity in the form of prices , and reducing the costs and risks of sustainable development and stability of financial systems is important , so liquidity issue has attracted much attention in recent years in academic studies as well as in important publications . in this research , the criteria of each liquidity type are introduced and the relationship between them is studied . in fact , the main question of this research is what measure is the criterion for the selection of liquidity in tehran stock exchange . the purpose of this thesis is to evaluate and compare liquidity capability and design a model for explaining liquidity measures in tehran stock exchange with emphasis on 11 different measures . for this purpose , a sample of eight firms listed in tehran stock exchange ( tse ) during the period 1380 to 1389 were reviewed . to achieve the goal of this research , factor analysis - vikor 's numerical algorithm which is one of multi - criteria decision making methods is used . Manuscript profile