Examining the combination of asset structure and capital structure on liquidity created by banks accepted in the stock exchange

Document Type : Original Article

Authors

1 Department of Financial Management, Science and Research Branch, Islamic Azad University, Tehran, Iran.

2 Department of Financial Management and Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran.

3 Department of Business Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran.

Abstract
Purpose: The banking industry is considered one of the most important sectors of the country's economy, as it can drive growth and prosperity by effectively managing its resources and expenses. In competitive conditions, the continuity of banks' activities depends on their sound performance, and poor liquidity management can lead to bankruptcy. In this regard, this study aims to determine the impact of the combination of asset and capital structures on liquidity generated by banks listed on the Stock Exchange during the period 2017-2023 (19 banks).
Methodology: This research is considered applied research in its purpose, and it uses field investigation and document analysis. The extracted information has been tested and analyzed using descriptive statistics and a regression model in EViews.
Findings: The results confirm the six research hypotheses, and it was ultimately determined that the combination of asset and capital structure has a positive and significant impact on the liquidity of banks listed on the stock exchange. In the end, some suggestions are also provided.
Originality/Value: The results of this research can be highly valuable for policymakers, managers, and investors in improving financial decision-making and optimizing capital structure management.

Keywords

Subjects


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