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The Effect of Liquidity Risk on Stock Returns: The Case of Amman Stock Exchange During 2004 - 2013
| المصدر: | المجلة العربية للإدارة |
|---|---|
| الناشر: | المنظمة العربية للتنمية الإدارية |
| المؤلف الرئيسي: | Bataineh, Mohamad Ali (Author) |
| مؤلفين آخرين: | Alrabadi, Dima Waleed Hanna (Co-Author) |
| المجلد/العدد: | مج37, ع1 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2017
|
| الشهر: | مارس |
| الصفحات: | 247 - 265 |
| DOI: |
10.21608/AJA.2017.17486 |
| ISSN: |
1110-5453 |
| رقم MD: | 870759 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Liquidity risk | individual stock | stock return | fixed effect panel regression | ASE
|
| رابط المحتوى: |
عدد مرات التحميل
10
| LEADER | 02192nam a22002417a 4500 | ||
|---|---|---|---|
| 001 | 1621355 | ||
| 024 | |3 10.21608/AJA.2017.17486 | ||
| 041 | |a eng | ||
| 044 | |b مصر | ||
| 100 | |9 384656 |a Bataineh, Mohamad Ali |e Author | ||
| 245 | |a The Effect of Liquidity Risk on Stock Returns: The Case of Amman Stock Exchange During 2004 - 2013 | ||
| 260 | |b المنظمة العربية للتنمية الإدارية |c 2017 |g مارس | ||
| 300 | |a 247 - 265 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b This study examines the effect of individual stock liquidity on its rate of return for the companies listed in Amman Stock Exchange over the period (2004-2013). Our date consists of daily observations of a sample of 30 companies have been selected on a certain filtering process. Fixed effect panel regression analysis is used for estimation purposes. The results of the study show a highly significant effect of liquidity on stock returns. The results also indicate that all the liquidity proxies that have been used in this study including (absolute bid-ask spread, proportional bid-ask spread, volume, dinar volume, turnover, Amihud (2002) illiquidity ratio, depth, dinar depth) show statistically significant effect on individual stock returns for the com panies listed in ASE over the study period. Amihud (2002) Illiquidity ratio and turnover rate have the most dominant effect. | ||
| 653 | |a السياسة المالية |a النظام المالي |a البرامج المحاسبية |a الأسهم المالية |a سوق عمان للأوراق المالية |a الأردن |a المجتمع الأردني |a مستخلصات الأبحاث |a البورصة المالية | ||
| 692 | |b Liquidity risk |b individual stock |b stock return |b fixed effect panel regression |b ASE | ||
| 773 | |4 الإدارة |6 Management |c 016 |e Arab Journal of Administration |f Al-Mağallah Al-ʿArabiyyaẗ Lil-Īdārah |l 001 |m مج37, ع1 |o 0345 |s المجلة العربية للإدارة |v 037 |x 1110-5453 | ||
| 700 | |a Alrabadi, Dima Waleed Hanna |e Co-Author |9 556002 | ||
| 856 | |u 0345-037-001-016.pdf |n https://aja.journals.ekb.eg/article_17486.html | ||
| 930 | |d y |p y | ||
| 995 | |a EcoLink | ||
| 999 | |c 870759 |d 870759 | ||
عناصر مشابهة
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The Effect of Liquidity Risk on Stock Returns: The Case of Amman Stock Exchange during (2004-2013)
بواسطة: بطاينة، محمد علي منشور: (2015) -
The Effect of Stock Liquidity on Default Risk: Evidence from Amman Stock Exchange
بواسطة: المحمود، بيان موسى منشور: (2018) -
Weather effect and stock market return : evidence from Amman stock exchange
بواسطة: Al Khateeb, Elham Yousef منشور: (2012) -
Dividend Yield Predictability of Stock Returns : Case of Amman Stock Exchange During period 2009 - 2012
بواسطة: الحمد، ابتسام محمود حمد منشور: (2013) -
The Effect Of Earnings Variables On Stock Returns : An Empirical Study On Jordanian Companies Listed In Amman Stock Exchange
بواسطة: أبو ميالة، بيان أحمد منشور: (2013)
