Investigate the Factors Affecting Share Liquidity: Evidence from Istanbul Stock Exchange (ISE)

Research Journal of Finance and Accounting , Vol. 7, No. 6, 2016

7 Pages Posted: 18 Jun 2018

See all articles by Sedeaq Nassar

Sedeaq Nassar

Islamic University of Gaza - Department of Business Administration

Date Written: February 15, 2016

Abstract

The paper aims to investigate the factors affecting share liquidity of industrial companies in Turkey. the annual ranking data of 199 industrial companies listed on Istanbul Stock Exchange (ISE) were used for this study which covers a period of 8 years from 2005-20012. A regression analysis model is applied to test the relationship between factors such as “Liquidity ratio (LQR), debt ratio (DR), earnings per share (EPS), market capitalization (MAKCAP), book to market ratio (BV/MV), return on assets (ROA), and return on equity (ROE)” and share liquidity ratio (LQR).The result shows that there is an insignificant relation with each of debt ratio, earning per share, and return on equity, and shows positive relation with each of firm size, book to market ratio, and return on assets.

Suggested Citation

Nassar, Sedeaq, Investigate the Factors Affecting Share Liquidity: Evidence from Istanbul Stock Exchange (ISE) (February 15, 2016). Research Journal of Finance and Accounting , Vol. 7, No. 6, 2016, Available at SSRN: https://ssrn.com/abstract=3189668

Sedeaq Nassar (Contact Author)

Islamic University of Gaza - Department of Business Administration ( email )

Gaza-AlRimal
Palestine

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