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Author = Saranj, Alireza

Number of Articles: 1
The Study of Relationship Between cross-sectional Return and Liquidity in Tehran Sock

Reza Tehrani; Alireza Saranj; Hojjat-Allah Ansari

Volume 11, Issue 43 , January 2012, , Pages 167-184

Abstract
  Liquidity is one of the effective factors on the investors' portfolio decision-making. The previous research evidences shows that liquidity risk factor plays the significant role in cross-sectional return explanation. The present study aimed at investigation of relationship between the expected return ...  Read More