The Impact of Stock Price Synchronicity and Volatilities of Stock return on Stock Liquidity firms listed in Tehran Stock Exchange

This study examines the Impact of Stock Price Synchronicity and Volatilities of Stock return on Stock Liquidity. The time period of study is from 1385 until 1390 . The statistical population is all firms listed in Tehran Stock Exchange , which eventually qualified 95 companies were selected for this study .for Measuring stock liquidity measure, Amihud illiquidity measure is used. The stock prices synchronicity calculated using the R-square of stock from the market model regression .The volatilities of stock return divided systematic and idiosyncratic volatility calculated by systematic and idiosyncratic variance . The results indicate a positive effect stock price synchronicity and systematic volatility of stock returns on stock liquidity while idiosyncratic volatility of stock returns have a negative impact on stock liquidity.