Analyzing the behavior of value stock price and growth stock price with stock price crash risk

  • سال انتشار: 1403
  • محل انتشار: مجله آنالیز غیر خطی و کاربردها، دوره: 15، شماره: 8
  • کد COI اختصاصی: JR_IJNAA-15-8_021
  • زبان مقاله: انگلیسی
  • تعداد مشاهده: 163
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نویسندگان

Bohlool Mohammadian Shirmard

Department of Accounting, Miandoab Branch, Islamic Azad University, Miandoab, Iran

چکیده

The research investigated the relationship between the growth stock price and value stock price with the stock price crash risk in the listed companies in the Tehran Stock Exchange in this research. The methodology of this research is descriptive correlation whose design is experimental and uses a post-event approach. The multivariate linear regression based on panel data and a combination of cross-sectional and time series will be used to test the research hypotheses which we will investigate the effect of the independent variable on the dependent variable by statistical and econometric methods. Meanwhile, ۹۸ listed companies in the Tehran Stock Exchange for ten years from the beginning of ۲۰۱۳ to the end of ۲۰۲۲ were selected through systematic sampling, the necessary data were extracted, and the developed hypotheses were tested. It was concluded after passing the mentioned steps that the effect of the behavior of growth stock price and value stock price on stock price crash risk is different, and these findings are aligned with the findings of Fulkinshitin et al. [۶].

کلیدواژه ها

growth stock, value stock, stock price crash risk

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