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Explaining the Effective Factors on Short Term Abnormal Rate of Return of New Companies' Stock: In Case of Tehran Stock Exchange

Mohammad Reza Nikbakht; Mohammad Reza Asgari; Hamidreza Ganji; Arash Tahriri

Volume 5, Issue 17 , April 2007, , Pages 129-150

Abstract
  In this study the existence of abnormal return and its effective factors were examined. The results show that there is positive short term abnormal return during six month after the acceptance of sampled corporations in exchange. Among seven variable s; Size, Horizon, Coefficient of Variances, Stock ...  Read More