سیویلیکا را در شبکه های اجتماعی دنبال نمایید.

Predicting the Effective Factors on Concurrency of Stock Price Considering Corporative Governing Based on Neural Network

Publish Year: 1395
Type: Journal paper
Language: English
View: 454

This Paper With 12 Page And PDF Format Ready To Download

این Paper در بخشهای موضوعی زیر دسته بندی شده است:

Export:

Link to this Paper:

Document National Code:

JR_IJMAE-3-7_001

Index date: 25 February 2017

Predicting the Effective Factors on Concurrency of Stock Price Considering Corporative Governing Based on Neural Network abstract

The aim of this research is predicting the effective factors on concurrency of stock price considering corporative governing based on neural network. This study is based on Neural Network. The data of 93 financial companies listed on Tehran Stock Exchange during the period of 6 years (2009-2015) have been studied. The sample is divided into two categories of testing and training. The results of analysis suggest that since the amount of error in testing sample is equal to training sample, thus model fitness is acceptable; Also, the results of table 7 represent that financial leverage, company size, growth opportunity, standard deviation of unlevered cash flow, standard deviation of daily yield, and controlling shareholders is effective on the concurrency of stock price.

Predicting the Effective Factors on Concurrency of Stock Price Considering Corporative Governing Based on Neural Network Keywords:

Concurrency of stock price , controlling shareholders , neural network

Predicting the Effective Factors on Concurrency of Stock Price Considering Corporative Governing Based on Neural Network authors

Reza Ataeizadeh

Young Researchers and Elite Club, Ardabil Branch, Islamic Azad University, Ardabil, Iran

Fereshteh Abdollahi

Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran

Hushang Mohagheghi

Department of Management, Semnan Branch, Islamic Azad University, Semnan, Iran