A SURVEY ON THE INFLUENCE OF STACKHOLFERS’S SENSITIVITY, COMPANY’S SHARES SPECIFICITY AND THE MOMENTUM EFFECT ON THE STOCK RETURN AND FINANCIAL PERFORMANCE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE

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HAMZEH DAVOOD; KHALILI ARAGHI MARYAM; PEIKARJOO KAMBIZ

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Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2016 | Volume:8 | Issue:28 Page(s): 57-78

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Title

A SURVEY ON THE INFLUENCE OF STACKHOLFERS’S SENSITIVITY, COMPANY’S SHARES SPECIFICITY AND THE MOMENTUM EFFECT ON THE STOCK RETURN AND FINANCIAL PERFORMANCE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE

Author(s)

HAMZEH DAVOOD | KHALILI ARAGHI MARYAM | PEIKARJOO KAMBIZ | Issue Writer Certificate

Keywords

SHAREHOLDER’S SENSITIVITYQ3

BEHAVIORAL FINANCEQ2

SHAREHOLDER’S RISK LOVERQ3

SHAREHOLDER’S RISK AVERSIONQ3

CORPORATE PERFORMANCEQ3

STOCKS RETURNQ2

Abstract

Investors invest in stock market to gain benefit, so always trying to make a reasonable relationship between the stock price, return and the financial performance; therefore, it is important to identify the effective factors. In this study, effect of investor’s sensitivity, stocks properties and the momentum effect on STOCKS RETURN and financial performance were reviewed and analyzed over the period of 1386 to 1392. The statistical population of this research study is the companies listed on the Tehran Exchange Stock, and the linear regression was used for assumption testing.Methodology- This research is practical, and has examined effect of investor’s sensitivity, stocks properties and the momentum effect on STOCKS RETURN and financial performance. For the SHAREHOLDER’S SENSITIVITY evaluation, the EMSI indicator has been used.Results- The SHAREHOLDER’S SENSITIVITY indicator depicted that investors had risk aversion great deal of 37.48%, during the period of investigation. Hypothesis test results presented that the sensitivity of the shareholders indicator, the ratio of book value of company to the market value, firm’s size and stocks volatility had a significant effect on stock returns. With studying effect of mentioned factors on the performance indexes, following result indicated: SHAREHOLDER’S SENSITIVITY, firm size and the ratio of book value of company to the market value have a significant effect on company’s asset return.Firm’s size, stocks volatility and the ratio of book value of company to the market value have a significant effect on stockholder’s equity return.Firm’s size and the ratio of book value of company to the market value have a significant effect on Tobin’s Q ratio.SHAREHOLDER’S SENSITIVITY, firm size and the ratio of book value of company to the market value have a significant effect on the ratio of stock prices to corporate profits.

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References

عوامل موثر بر بازده سهام در بورس اوراق بهادار تهران

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APA: Copy

HAMZEH, DAVOOD, KHALILI ARAGHI, MARYAM, & PEIKARJOO, KAMBIZ. (2016). A SURVEY ON THE INFLUENCE OF STACKHOLFERS’S SENSITIVITY, COMPANY’S SHARES SPECIFICITY AND THE MOMENTUM EFFECT ON THE STOCK RETURN AND FINANCIAL PERFORMANCE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 8(28), 57-78. SID. https://sid.ir/paper/200219/en

Vancouver: Copy

HAMZEH DAVOOD, KHALILI ARAGHI MARYAM, PEIKARJOO KAMBIZ. A SURVEY ON THE INFLUENCE OF STACKHOLFERS’S SENSITIVITY, COMPANY’S SHARES SPECIFICITY AND THE MOMENTUM EFFECT ON THE STOCK RETURN AND FINANCIAL PERFORMANCE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2016;8(28):57-78. Available from: https://sid.ir/paper/200219/en

IEEE: Copy

DAVOOD HAMZEH, MARYAM KHALILI ARAGHI, and KAMBIZ PEIKARJOO, “A SURVEY ON THE INFLUENCE OF STACKHOLFERS’S SENSITIVITY, COMPANY’S SHARES SPECIFICITY AND THE MOMENTUM EFFECT ON THE STOCK RETURN AND FINANCIAL PERFORMANCE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 8, no. 28, pp. 57–78, 2016, [Online]. Available: https://sid.ir/paper/200219/en

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