The role of information release on skewness relation and future stock return

This research aims to investigate relationship between skewness and future stock return and the impact of information releases on this relationship. Then, the data of 89 companies listed in Tehran Stock Exchange are collected and analyzed for 2009 to 2013. Furthermore, the fixed effect panel data me...

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Bibliographic Details
Main Authors: Shokr allah Khajavi, Ali Alifaal
Format: Article
Language:fas
Published: University of Tehran 2016-05-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_59623_1b0ae340e9cdcbf29803bd3d76d3117a.pdf