Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange

Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange

Objective: In this study, a market liquidity prediction model is proposed for the Tehran Stock Exchange (TSE) by identifying the factors affecting liquidity. Methods: Based on the data of 154 Tehran Stock Exchange (TSE)-listed companies for the 2009–2020 period, the values of 23 factors were extract...

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Bibliographic Details
Main Authors: Babak Moradi, Jamal Bahri Sales, Saeed Jabbarzadeh Kangarlooi, Ali Ashtab
Format: Article
Language:fas
Published: University of Tehran 2022-05-01
Series:تحقیقات مالی
Subjects:
tehran stock exchange
liquidity
machine learning
Online Access:https://jfr.ut.ac.ir/article_87754_ce6c49ad8d94bffb9742940a76106bd4.pdf

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