are stock prices predictable in the tehran stock exchange

The effect of government size on yields and stock prices in the Tehran Stock Exchange

Without government intervention, grow and achieve high levels of economic wealth is not achievable. Communities where a relatively high level of economic activity has been monopolized by the state, due to bureaucracy, rent-seeking, corruption and inefficiency, have failed to achieve significant economic growth. Easier to say that the involvement of zero or one hundred percent of the state's eco...

Bubbles In Tehran Stock Exchange

Evaluating quantitative stock selection strategies in Tehran Stock Exchange

There are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. In this study, the profitability of a broad range of stock se-lection strategies in Tehran Stock Exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

ANN Model to Predict Stock Prices at Stock Exchange Markets

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients. However, these strategies do not usually guarantee good returns because they guide on trends and not the most likely price. It is therefore necessary to expl...

an investigation on the presence of mean reversion in stock prices in tehran stock exchange

financial scientists have always been eager to distinguish between whether the price series could be random walk (unit root) or mean reverting processes.by a random walk we mean that accruing shocks to the system have permanent impacts and prices do not revert to their previous trend path, in addition, regarding to random walk processes the price series volatility could increase with out any li...

Predicting Financial Distress in Tehran Stock Exchange

Companies incur significant costs from the financial distress. Predicting financial distress will have an important role in preventing bankruptcy. The aim of the present study is to predict the financial distress costs using the Leland and Toft models, during 1996 and 1998. This study examines data relating to 49 companies listed in the Tehran stock exchange collected over ten years from 2005 t...