Impact of Investments of Institutional Shareholders and Forecast Error Per-Share Earnings and Dividends the Cumulative Abnormal Return

This paper examines the impact of investments institutional shareholders and forecast error per-share earnings and dividends The cumulative abnormal return(CAR),In order to do this research sample of 123 companies listed on Tehran Stock Exchange on 5 year period(1390-1394) were selected For hypothesis test be used of multiple variable regression and their meaning done by F and T. and, for model self-cohesiveness be used of Durbin-Watson test. The results of this study show that there is a significant negative relationship between Investments of institutional shareholders and cumulative abnormal return and there is a significant positive correlation the forecast error earnings per share and cumulative abnormal return and there is not significant relationship the forecast error dividend and cumulative abnormal return.