Reduction of Liquidity Proxies by Using Principal Component Analysis in Tehran Capital Markets
The purpose of this study was to investigate the possibility of using principal component analysis method as a tool for data reduction of the proxies of stock liquidity in Tehran Stock Exchange (TSE). First, the initial set of proxies of stock liquidity (8 variables) was identified and after the ini...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2022-12-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_27007_6a3bb96e98d01c36a2e8addd7577fd35.pdf |