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اثرات سرمایهگذاران حقوقی بر روی نوسانات خاص در بازار سهام ایران
کوهی فایق، محمد علی Kohi Fayegh, Mohammad Ali
The Effect of Institutional Investors on Idiosyncratic Volatility in Iran Stock Market
Kohi Fayegh, Mohammad Ali | 2024
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- Type of Document: M.Sc. Thesis
- Language: Farsi
- Document No: 57483 (44)
- University: Sharif University of Technology
- Department: Management and Economics
- Advisor(s): Talebian, Masoud; Haghbaali, Mahdi
- Abstract:
- In this research, we investigated the relationship between the percentage of institutional investors and two components of idiosyncratic volatility. We show a negative relationship between the percentage of institutional investors and the firm-specific volatility in the next month which lasts for six months. Regarding the industry-specific volatility, there is also a negative relationship, but it lasts only for one month
- Keywords:
- Institutional Investors ; Firm-Specific Volatility ; Industry-Specific Volatility ; Legal Investors ; Idiosyncratic Volatility ; Stock Market ; Tehran Stock Exchange
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