STUDYING THE STOCK PRICE EFFECT OF BULK DEALING OF TEHRAN STOCK EXCHANGE COMPANIES AND THE OCCURRENCE FRONT-RUNNING USING THE EVENT STUDY METHOD

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

AMERI MOHAMMAD HOSSEIN

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Download Full-Text

Persian Verion

View:

607

Download:

Cites:

Information Journal Paper

Title

STUDYING THE STOCK PRICE EFFECT OF BULK DEALING OF TEHRAN STOCK EXCHANGE COMPANIES AND THE OCCURRENCE FRONT-RUNNING USING THE EVENT STUDY METHOD

Author(s)

AMERI MOHAMMAD HOSSEIN | Issue Writer Certificate

Keywords

EVENT STUDYQ1

FRONT-RUNNINGQ1

BULK DEALINGQ1

CUMULATIVE AVERAGE ABNORMAL RETURNQ1

Abstract

With considering the importance of the information along with the stocks bulks order of companies are presented in the Tehran Stock Exchange, We analyze the stock price effects of bulk order announcement published publicly in Tehran Stock Exchange over the period years1394–1396. We use an EVENT STUDY model to show the significant impact of bulk order announcement published publicly on the share prices changes then we observe that cumulative returns being very high around the announcement published day for Tehran Stock Exchange companies. Bulk order announcement has significant positive cumulative abnormal returns, indicating that Bulk order on average increases firm value. Next, we regress CUMULATIVE AVERAGE ABNORMAL RETURNs of different Event windows on dummy variables to show that positive cumulative abnormal returns created under the effect of the bulk order. Finally, we conclude that bulk order announcement information leakage before event day on average cause positive abnormal returns for insider.

Cites

No record.

References

No record.

Cite

APA: Copy

AMERI, MOHAMMAD HOSSEIN. (2018). STUDYING THE STOCK PRICE EFFECT OF BULK DEALING OF TEHRAN STOCK EXCHANGE COMPANIES AND THE OCCURRENCE FRONT-RUNNING USING THE EVENT STUDY METHOD. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 9(35 ), 283-300. SID. https://sid.ir/paper/197703/en

Vancouver: Copy

AMERI MOHAMMAD HOSSEIN. STUDYING THE STOCK PRICE EFFECT OF BULK DEALING OF TEHRAN STOCK EXCHANGE COMPANIES AND THE OCCURRENCE FRONT-RUNNING USING THE EVENT STUDY METHOD. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2018;9(35 ):283-300. Available from: https://sid.ir/paper/197703/en

IEEE: Copy

MOHAMMAD HOSSEIN AMERI, “STUDYING THE STOCK PRICE EFFECT OF BULK DEALING OF TEHRAN STOCK EXCHANGE COMPANIES AND THE OCCURRENCE FRONT-RUNNING USING THE EVENT STUDY METHOD,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 9, no. 35 , pp. 283–300, 2018, [Online]. Available: https://sid.ir/paper/197703/en

Related Journal Papers