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Investigating the effect of stock tendency of stock collision to fluctuation limit and price fluctuation threshold and change the basis of fluctuation limit in creating returns fluctuations

عنوان مقاله: Investigating the effect of stock tendency of stock collision to fluctuation limit and price fluctuation threshold and change the basis of fluctuation limit in creating returns fluctuations
شناسه ملی مقاله: JR_AMFA-9-1_002
منتشر شده در در سال 1403
مشخصات نویسندگان مقاله:

Mahdieh Farahbakhsh - PhD Student, Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran
majid zanjirdar - professor azad university of arak
Ibrahim Jahangirnia - Assistant Professor, Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran
Mojgan Safa - Assistant Professor, Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran

خلاصه مقاله:
The purpose of this study is to identify the effect of stock tendency to deal with fluctuations and price fluctuation thresholds in creating fluctuations. The statistical population of the present study is the companies listed on the Tehran Stock Exchange that were present in the stock exchange during the years ۲۰۰۵ to ۲۰۱۸. In order to confirm and reject the research hypothesis, Eviews software has been used. In Tehran Stock Exchange, following severe stock price fluctuations, the stock price fluctuation mechanism is used to limit severe stock price fluctuations, and according to certain periods, the range of stock price fluctuations changes and over time the range of fluctuations increases. The basis of trial and error has been determined and in a short period of time there have been many changes in the procedures related to the application of stock price fluctuations, without really measuring the impact of these decisions in the market and investors' reaction to changes in price fluctuations. Findings showed that the number of times each share hits the price fluctuation Yield fluctuation has a significant effect.slow efficiency fluctuations have a significant effect; And in line with the concepts of hyper-reactive theory, it can be justified, that is, after the price reaches the range of fluctuation, the trend reverses and the basis of the fluctuation limit changes; It has changed the volatility of stock returns based on jump and price continuity.

کلمات کلیدی:
stock tendency to deal with fluctuation limit, market-related factors, company-related factors

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1863493/