The Event Research in the Effect of Clear Rumor Declarations on Abnormal Stock Returns Behavior

Javid Hatam; Maryam Bokharaeian Khorasani; Arash Naderian; Jamadori Gorganli Doji

Volume 5, Issue 3 , July 2021, , Pages 17-37

http://dx.doi.org/10.30699/ijf.2021.256891.1173

Abstract
  In this research, the impact of clear rumor declarations on the measurement of abnormal stock returns behavior has been investigated in Tehran Stock Market by means of event research so that to reveal well abnormal stock returns behavior. Following testing 169 clear rumor declarations during the period ...  Read More