In recent years stock exchange has become one of the most attractive and growing businesses in respect of investment and profitability. But applying a scientific approach in this field is really troublesome because of variety and complexity of decision making factors in the field. This paper tries to deliver a new solution for portfolio selection based on multi criteria decision making literatu...

the present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using decision making trial and evaluation laboratory (dematel) technique as well as using logit regression in order to predict the credit risk of listed banks. the population of the study consists of the legal clients of the bank (ansar bank, bank saderat iran, bank m...

us 2008 financial crisis, spreaded out across the international stock markets in the second half of the year 2008. the crisis decreased the returns and increased the volatilities of almost all of the stock indices, however, its effects on iran’s stock markets were unexplored. financial limitations create an exclusive situation in iran’s stock market. using weekly data on the stock indices from ...

modeling and analysis of future prices has been hot topic for economic analysts in recent years. traditionally, the complex movements in the prices are usually taken as random or stochastic process. however, they may be produced by a deterministic nonlinear process. accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. nonlinear ...

this research aims to explain the growth and value stocks anomaly by the relationship between accounting ratios and skewness of stock return distribution. then, the data of 89 companies listed in the tehran stock exchange are collected and analyzed for 2009 to 2013. furthermore, the fixed effect panel data method is used to examine the hypothesis. the results show that there is a negative and s...

this research aims to investigate relationship between skewness and future stock return and the impact of information releases on this relationship. then, the data of 89 companies listed in tehran stock exchange are collected and analyzed for 2009 to 2013. furthermore, the fixed effect panel data method is used to examine the hypothesis. the results show that there exists a negative and signifi...

Various researches have been carried out about benefits of accounting information and their influence on decision making of financial statements users. For example, many researches have examined the relationship between accounting variables and stock returns or stock price. This study determines and compares the relative and incremental content of accounting variables, too. For this purpose, th...

explaining dividend policy has been one of the most difficult challenges facing financial economists. despite decades of study, we have yet to completely understand the factors that influence dividend policy and the manner in which these factors interact.the aim of this paper is to examine the relation between dividend policy and share price volatility in tehran stock exchange (tse). the analys...

The identification of the forces that drive oil stock prices is extremely important given the size of the Oil&Gas industry and its links with the energy sector and the environment. In the next decade oil companies will have to deal with international policies to contrast climate change. This issue is likely to affect companies' shareholder values. In this paper we focus on the long-run financia...