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...
Main Authors: | , |
---|---|
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 |