Measuring event risk
This paper measures event risk which is introducing by the ball committee to measure the effect of sudden news. This study calculates event risk by using the data of registered firms in Tehran stock market between 1993 and 1994. For computing event risk, we use daily market capitalization for 80 fir...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2014-09-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_50712_cca047e07af4565000a47bb9ab6b04f7.pdf |