دانشگاه آزاد اسلامی واحد تهران جنوب

صفحه اصلی / همایش ملی پژوهش های نوپدید در حسابداری، مالی، مدیریت و اقتصاد با رویکرد توسعه اکوسیستم نوآوری

تاثیر اختلاف قیمت پیشنهادی خرید و فروش سهام بر بازده غیرعادی سهام

نویسندگان :

منصور خجسته اهوازی¹ رویا دارابی²

1- واحد تهران جنوب، دانشگاه آزاد اسلامی، تهران، ایران 2- واحد تهران جنوب، دانشگاه آزاد اسلامی، تهران، ایران

کلمات کلیدی :

proposed price for buying of stock،proposed price for selling of stock،range of difference between proposed prices for purchase and sale of stocks،abnormal return of stocks

چکیده :

Abstract This study examines the impact of proposed price difference between buying and selling stocks on abnormal return listed companies in Tehran Stock Exchange deals. In this study, a sample of 94 firms in Tehran Stock Exchange was selected using a sampling. In this study, the effect of the difference between the price of an offer to buy or sell stocks on abnormal return listed companies in Tehran Stock Exchange for the period 1397 to 1401 took place in Tehran Stock Exchange a total of 145 observation period was used for. Statistical methods used in this study were multiple regressions and paired t-test and the mean. The results show that the difference between the price of an offer to buy or sell stocks has a significant impact on abnormal return and the difference between the price of an offer to buy or sell stocks at different levels of abnormal return are significantly different.