Investigating the Effect of Management Characteristics on the Value and Volume of Stock Transactions; with an Emphasis on Data Mining Methods

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DELSHAD AFSANEH; TEHRANI REZA

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Paper Information

Journal: JOURNAL OF FINANCIAL ACCOUNTING KNOWLEDGE Year:2019 | Volume:6 | Issue:2 (21) Page(s): 29-60

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Title

Investigating the Effect of Management Characteristics on the Value and Volume of Stock Transactions; with an Emphasis on Data Mining Methods

Author(s)

DELSHAD AFSANEH | TEHRANI REZA | Issue Writer Certificate

Keywords

Stock Transaction ValueQ1

Stock Trade VolumesQ2

Data Mining MethodsQ1

BiasQ1

Management CharacteristicQ1

Abstract

Objective: The purpose of this study is investigating the impact of Management Characteristics on value and volume of stock transactions; with an emphasis on Data Mining Methods. Methods: after extracting the financial information of 165 firms listed in TSE for the period of 2007 to 2017, the method to test the hypothesis was a multiple regression model and using a combined data model and Data Mining Methods has been used as complementary statistical methods. Results: Management Characteristics had a significant effect on value of the stock trades of the companies under study, but the effect of them on the volume of trading in most of the cases was not significant. Only the management forecast accuracy has a significant effect on value of trades and the optimism and myopia management had a significant effect on the volume of stock trading. The greatest effect on Stock Transaction Value is also related to size of the company and the ratio of market value to book value and the greatest effect on volume of trading is related to ratio of price to profit and return on assets of the company. Conclusion: Small number of management attributes had a significant effect on the value and volume of trades and the capital market through the value of stock trades had a significant reaction to different Management Characteristics. Also only the myopia management had a significant effect on value of trades and myopia, optimism and independence of board had significant effects on volume of trades and other management features were not significant variables on value and volume of transactions. Contribution: for the first time by using of Data Mining Methods the most influential Management Characteristics on value and volume of stock trading are investigated and identified. It is suggested that in future researches, the impact of Management Characteristics on other financial variables such as specific stock returns on company, abnormal stock returns, stock price crash risk and… to be studied.

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APA: Copy

DELSHAD, AFSANEH, & TEHRANI, REZA. (2019). Investigating the Effect of Management Characteristics on the Value and Volume of Stock Transactions; with an Emphasis on Data Mining Methods. JOURNAL OF FINANCIAL ACCOUNTING KNOWLEDGE, 6(2 (21) ), 29-60. SID. https://sid.ir/paper/359815/en

Vancouver: Copy

DELSHAD AFSANEH, TEHRANI REZA. Investigating the Effect of Management Characteristics on the Value and Volume of Stock Transactions; with an Emphasis on Data Mining Methods. JOURNAL OF FINANCIAL ACCOUNTING KNOWLEDGE[Internet]. 2019;6(2 (21) ):29-60. Available from: https://sid.ir/paper/359815/en

IEEE: Copy

AFSANEH DELSHAD, and REZA TEHRANI, “Investigating the Effect of Management Characteristics on the Value and Volume of Stock Transactions; with an Emphasis on Data Mining Methods,” JOURNAL OF FINANCIAL ACCOUNTING KNOWLEDGE, vol. 6, no. 2 (21) , pp. 29–60, 2019, [Online]. Available: https://sid.ir/paper/359815/en

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