Reduction of Liquidity Proxies by Using Principal Component Analysis in Tehran Capital Markets

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...

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Bibliographic Details
Main Authors: Iraj Asghari, Javad Shekarkhah, Mohammad Marfu, Mohammad Javad Salimi
Format: Article
Language:fas
Published: University of Isfahan 2022-12-01
Series:Journal of Asset Management and Financing
Subjects:
liquidity
capital market
data reduction
principal component analysis
Online Access:https://amf.ui.ac.ir/article_27007_6a3bb96e98d01c36a2e8addd7577fd35.pdf

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