Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique

Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique

<strong>Objective:</strong> Based on the existing theories, many variables may affect stored corporate cash. And on the other hand, occurrence of outliers in financial variables is common. This affects the performance of statistical methods, especially variable selection based on the ord...

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Bibliographic Details
Main Authors: Reza Raei, Kazem Fayyaz Heydari, Hamed Basakha, Hadi Movaghari
Format: Article
Language:fas
Published: University of Tehran 2019-05-01
Series:تحقیقات مالی
Subjects:
cash holdings
outliers
penalty function
robust regression
variable selection
Online Access:https://jfr.ut.ac.ir/article_71561_294c9c17cbd1f5e71baf9d774325fe2b.pdf

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