HA80 : Position Engineering Of Stock liquidity,Using a Flow-baxsed Sorting Method with limiting and central profiles Tehran Stock Exchange Companies
Thesis > Central Library of Shahrood University > Industrial Engineering & Management > MSc > 2014
Authors:
Nasim Fathipour Dehkordi [Author], Reza Sheikh[Supervisor]
Abstarct: Stock liquidity is one of the most important source for investors risk. Attraction of each investment depends on degree of its liquidity.Since the ease of liquidity affects investors choice, it seems necessary to introduce a method in order to classify stocks to different predefined categories. baxsed on the ranking methodology of PROMETHEE, a new sorting method (Flow-Sort) is proposed for assigning alternatives to completely ordered categories, defined by central and limitind profiles. The Flow-Sort assignment rules are baxsed on the relative position of an alternative with respect to the reference profiles, in terms of the incoming, leaving and/or net flows. For a better understanding of the issues involved, a graphical interpretation is given.
Keywords:
#stock liquidity #incoming and leaving flows #reference profiles #sorting and ranking Link
Keeping place: Central Library of Shahrood University
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