SUMMARY
This study investigates the relationship between annual general meeting and stock return, stock trading volume and stock return fluctuations of cement companies listed on Tehran Stock Exchange. This paper is to examine the effect of annual general meeting on stock return, stock trading volume, and stock fluctuations by employing an integrated model including panel data approach. To do so, 29 companies are selected from the cement group companies listed on the Tehran Stock Exchange. We use an integrated research methodology including panel data and regression panel approach. Research results suggest that there is a significant and direct relationship between holding annual general meeting and stock returns and such a meeting is significantly and positively related to the volume of stock trading. However, there is no significant relationship between holding the annual general meeting and stock return fluctuations. In other words, the meeting has no effect on the stock return fluctuations of cement companies.