The effect of Earning Response Coefficient on the Relationship between Stock Returns Synchronicity with firms Abnormal Return and Abnormal Volume

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Bahaghighat Elham; REZAEI FARZIN

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Title

The effect of Earning Response Coefficient on the Relationship between Stock Returns Synchronicity with firms Abnormal Return and Abnormal Volume

Author(s)

Bahaghighat Elham | REZAEI FARZIN | Issue Writer Certificate

Keywords

Stock returns synchronicityQ1

abnormal returnQ2

abnormal volumeQ1

earning response coefficient (ERC)Q1

Abstract

Earning Response Coefficient (ERC) indicates the ability of earnings to explain changes in stock returns. Stock returns synchronicity shows the extent to which market and industry returns can explain changes in stock returns. In this study, we investigated the effect of Earning Response Coefficient (ERC) on the relationship between Stock returns synchronicity with the abnormal return and abnormal volume of stock trading The statistical population of this study consisted of all accepted companies in the securities exchange of Tehran and statistical sample consisted of one 118companies. The data of this study is related to a ten-years period from 1385 to 1394. The data is sorted by year and company and is estimated through using Multivariate Regression Analysis of models and hypotheses of the study were assessed. The results corroborated a negative relationship between the Stock returns synchronicity and ERC with abnormal return. There was no significant relationship between Stock returns synchronicity and ERC with abnormal volume of stock trading.

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APA: Copy

Bahaghighat, Elham, & REZAEI, FARZIN. (2018). The effect of Earning Response Coefficient on the Relationship between Stock Returns Synchronicity with firms Abnormal Return and Abnormal Volume. JOURNAL OF ACCOUNTING KNOWLEDGE AND MANAGEMENT AUDITING, 7(26 ), 43-56. SID. https://sid.ir/paper/237987/en

Vancouver: Copy

Bahaghighat Elham, REZAEI FARZIN. The effect of Earning Response Coefficient on the Relationship between Stock Returns Synchronicity with firms Abnormal Return and Abnormal Volume. JOURNAL OF ACCOUNTING KNOWLEDGE AND MANAGEMENT AUDITING[Internet]. 2018;7(26 ):43-56. Available from: https://sid.ir/paper/237987/en

IEEE: Copy

Elham Bahaghighat, and FARZIN REZAEI, “The effect of Earning Response Coefficient on the Relationship between Stock Returns Synchronicity with firms Abnormal Return and Abnormal Volume,” JOURNAL OF ACCOUNTING KNOWLEDGE AND MANAGEMENT AUDITING, vol. 7, no. 26 , pp. 43–56, 2018, [Online]. Available: https://sid.ir/paper/237987/en

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