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Information Journal Paper

Title

THE RELATION STUDY BETWEEN FREE FLOAT WITH DOWNSIDE RISK AND LIQUIDITY ON TEHRAN STOCK EXCHANGE (TSE)

Pages

  71-88

Keywords

MODERN PORTFOLIO THEORY (MPT)Q4
POST–MODERN PORTFOLIO THEORY (PMPT)Q4

Abstract

 The risk of investing in financial market is one of the investors' major concerns, as market participants, confronting any kind of bonds will ask about the risk level. on the other hand, LIQUIDITY as an effective element in risking rate and return is considerably important on the stock exchange. Avoiding risk gets investors look for lower risk stocks with high LIQUIDITY to provide more financial security. According to studies and researches, it sees that FREE FLOAT stocks rate can effect on LIQUIDITY and stocks risk. Therefore, regarding FREE FLOAT and their changes can be efficient in analyzing market conditions and help investors make better decisions.The research is tried to study the relationship between FREE FLOAT with DOWNSIDE RISK and LIQUIDITY on Tehran Stock Exchange (TSE).Considering the years 2004 to 2008, we had 233 companies to test theories. We used Eviews and SPSS softwares to deal with the relationship between variables during 16 quarterly terms.The results confirm the significant relationship between DOWNSIDE RISK and LIQUIDITY with FREE FLOAT.

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  • Cite

    APA: Copy

    ROSTAMIAN, FOROGH, & ESLAMI BORJLOU, ELMIRA. (2012). THE RELATION STUDY BETWEEN FREE FLOAT WITH DOWNSIDE RISK AND LIQUIDITY ON TEHRAN STOCK EXCHANGE (TSE). FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 4(12), 71-88. SID. https://sid.ir/paper/200202/en

    Vancouver: Copy

    ROSTAMIAN FOROGH, ESLAMI BORJLOU ELMIRA. THE RELATION STUDY BETWEEN FREE FLOAT WITH DOWNSIDE RISK AND LIQUIDITY ON TEHRAN STOCK EXCHANGE (TSE). FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2012;4(12):71-88. Available from: https://sid.ir/paper/200202/en

    IEEE: Copy

    FOROGH ROSTAMIAN, and ELMIRA ESLAMI BORJLOU, “THE RELATION STUDY BETWEEN FREE FLOAT WITH DOWNSIDE RISK AND LIQUIDITY ON TEHRAN STOCK EXCHANGE (TSE),” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 4, no. 12, pp. 71–88, 2012, [Online]. Available: https://sid.ir/paper/200202/en

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