RELEVANCE OF CASH FLOW VOLATILITY TO PREDICTING STOCK RETURN

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VALIPOUR HASHEM

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Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2010 | Volume:1 | Issue:2 Page(s): 43-66

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Title

RELEVANCE OF CASH FLOW VOLATILITY TO PREDICTING STOCK RETURN

Author(s)

VALIPOUR HASHEM | Issue Writer Certificate

Keywords

SHORT TERM CASH FLOWS VOLATILITIESQ3

LONG TERM CASH FLOWS VOLATILITIESQ3

STOCK RETURNQ2

RELEVANCYQ3

Abstract

Long term and short term volatility in cash flow, can prepare relevant information in STOCK RETURN prediction. Always operational cash flow has been one of the most important items in financial statement. Results of different researches indicate that cash flows can influence on investors decision because of including information content. Researches which done by now, have focused on relative and incremental and have had lower intonation on short term and long term cash flow volatilities. This research wants to study information content of short term and long term cash flow volatilities.Cash flows annual volatilities percent relative to prior period considered as short term cash flow volatility (CFVOL1).Operational cash flow variances applied to calculate long term cash flow volatilities (CFVOL5). Statistical population in this research is firms listed in Tehran Stock Exchange (TSE), based on considered condition 50 firms selected over 2002-2009. Panel analyses are used for analyzing data.Findings show that volatilities of short term operational cash flows is a relevant information to predict STOCK RETURN, while volatilities of long term operational cash flows don’t have meaningful impact on STOCK RETURN. Other achievements confirm that among control variables like beta, size and BE/ME, just BE/ME have effect on STOCK RETURN.

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APA: Copy

VALIPOUR, HASHEM. (2010). RELEVANCE OF CASH FLOW VOLATILITY TO PREDICTING STOCK RETURN. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 1(2), 43-66. SID. https://sid.ir/paper/197816/en

Vancouver: Copy

VALIPOUR HASHEM. RELEVANCE OF CASH FLOW VOLATILITY TO PREDICTING STOCK RETURN. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2010;1(2):43-66. Available from: https://sid.ir/paper/197816/en

IEEE: Copy

HASHEM VALIPOUR, “RELEVANCE OF CASH FLOW VOLATILITY TO PREDICTING STOCK RETURN,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 1, no. 2, pp. 43–66, 2010, [Online]. Available: https://sid.ir/paper/197816/en

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