LINEAR AND NON-LINEAR RELATIONSHIP BETWEEN ACCOUNTING VARIABLES AND STOCK RETURN OF AUTOMOBILE INDUSTRY

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HEMATFAR MAHMMOD; HOSSIENI SEYED ALI AKBAR; SHAHVEISI FARHAD; NAJAFI YOSEF

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Journal: The Financial Accounting and Auditing Researches Year:2012 | Volume:3 | Issue:12 Page(s): 137-154

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Information Journal Paper

Title

LINEAR AND NON-LINEAR RELATIONSHIP BETWEEN ACCOUNTING VARIABLES AND STOCK RETURN OF AUTOMOBILE INDUSTRY

Author(s)

HEMATFAR MAHMMOD | HOSSIENI SEYED ALI AKBAR | SHAHVEISI FARHAD | NAJAFI YOSEF | Issue Writer Certificate

Keywords

ACCOUNTING VARIABLESQ3

STOCK RETURNQ2

LINEAR AND NON LINEAR RELATIONSHIPQ3

NON-LINEAR REGRESSIONQ2

Abstract

The present paper studies the linear and non-linear relation between ACCOUNTING VARIABLES and STOCK RETURN of automobile industry accepted companies in Tehran exchange during 1382 to 1387.The studied ACCOUNTING VARIABLES include: operation income, net income and operation cash flow. The STOCK RETURN has been calculated for the five-old year average period beginning 1 of farvardin until 29 of esfand for each year. The regression analysis technique has been used for testing the relationship between variables and degree of significance of our predicted regression models. Also the significance of the regression models was tested according to t-test and F-test.The result of our investigation narrated that there is a linear and nonlinear relationship between ACCOUNTING VARIABLES and STOCK RETURN of the automobile industry companies. However some of this regression models have more explanatory power than other models. In other word, some of this regression models such as power and cubic non-linear models have the best explanatory power. Also, the zero-distance models (a=0) have more explanatory power than non-zero distance models (a¹0).

Cites

THE USEFULNESS OF ENSEMBLE REGRESSION AND FEATURE SELECTION METHODS IN PREDICTING STOCK RETURNS

References

AN EXAMINATION OF THE RELATION BETWEEN LINEAR AND NON-LINEAR FINANCIAL RATIOS AND STOCK RETURN

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APA: Copy

HEMATFAR, MAHMMOD, HOSSIENI, SEYED ALI AKBAR, SHAHVEISI, FARHAD, & NAJAFI, YOSEF. (2012). LINEAR AND NON-LINEAR RELATIONSHIP BETWEEN ACCOUNTING VARIABLES AND STOCK RETURN OF AUTOMOBILE INDUSTRY. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, 3(12), 137-154. SID. https://sid.ir/paper/197987/en

Vancouver: Copy

HEMATFAR MAHMMOD, HOSSIENI SEYED ALI AKBAR, SHAHVEISI FARHAD, NAJAFI YOSEF. LINEAR AND NON-LINEAR RELATIONSHIP BETWEEN ACCOUNTING VARIABLES AND STOCK RETURN OF AUTOMOBILE INDUSTRY. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES[Internet]. 2012;3(12):137-154. Available from: https://sid.ir/paper/197987/en

IEEE: Copy

MAHMMOD HEMATFAR, SEYED ALI AKBAR HOSSIENI, FARHAD SHAHVEISI, and YOSEF NAJAFI, “LINEAR AND NON-LINEAR RELATIONSHIP BETWEEN ACCOUNTING VARIABLES AND STOCK RETURN OF AUTOMOBILE INDUSTRY,” THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, vol. 3, no. 12, pp. 137–154, 2012, [Online]. Available: https://sid.ir/paper/197987/en

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