the house money effect in individual investors; evidence from tehran stock exchange

Determinants Of Investors Financial Behavior In Tehran Stock Exchange

Some Determinants of Corporate Financing Decisions: Evidence from the Listed Companies in Tehran Stock Exchange

The aim of this empirical study is to explore the trade-off model and pecking order model of capital structure. The investigation is performed using panel data procedures for a sample of 76 firms listed in Tehran Stock Exchange during 2007-2010.The study employs OLS regression model in examining the capital structure of firms in Iran. The study employs variables reflecting differing theoretical...

recent evidence on investors’ behavior in the tehran stock exchange: preliminary evidence and future insights

in this study, provided preliminary evidence on a comprehensive program of study focusing on investors’ behavior in the tehran stock exchange (tse) in 2014. using a survey-based methodology, 561 investors from the tse representing individual investors, mutual fund experts, funding institutions experts, institutional investors, and stock brokers have been randomly selected to respond to a set of...

Are individual stock investors overconfident? Evidence from an emerging market

This paper investigates overconfidence among individual stock investors. We focus on Turkey in order to use a unique nationwide dataset and study how common overconfidence is, what factors affect overconfidence and how overconfidence relates to investor return performance. Our findings show that overconfident behavior is common among individual stock investors. Male, younger investors, investor...

Investigating the Effect of Investors' Behavior and Management on the Stock Returns: Evidence from Iran

The purpose of the present study is to investigate the effect of behavioral variables on overconfidence in management, herding behavior and investors' emotional tendency on stock return. To this end, by using the data of firms listed in the Iran's Stock Exchange during the seven-year period of 2010-2016, overconfidence index in management, the herding behavior of the investors and the emotional...

modeling volatility: evidence from tehran stock exchange

the research problem investigated in this paper is modeling volatility and analyzing risk and return’s relationship in tehran stock exchange using garch-family models including garch(1,1), garch(2,2), egarch(1,1), pgarch(1,1), tgarch(1,1), garch(1,1)-m and cgarch(1,1). using the daily returns of tehran stock exchange companies, we focused on two portfolios of all the companies during a 10-year-...