according to stock price excessive volatility in tehran stock exchange, the price limit mechanism is utilized in order to making the price fluctuation narrow and based on the specific periods, the price limit has encountered some variations which price limit has been determined by try and error within these periods and in a short stage of time many modifications existed through the applications...

Can the choice of words and tone used by the authors of financial news articles correlate to measurable stock price movements? If so, can the magnitude of price movement be predicted using these same variables? We investigate these questions using the Arizona Financial Text (AZFinText) system, a financial news article prediction system, and pair it with a sentiment analysis tool. Through our an...

The “transfer price rule”(TPR) defines a vertical price squeeze as an input price, output price combination set by a vertically-integrated firm monopoly producer of an essential input that would not allow the firm’s downstream unit to earn at least a normal rate of return on investment in the “as-if”case that it had to purchase the input at the price charged independent firms. In its 2009 linkL...

As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we analyzed the price fluctuations of the European Union allowances (EUA) futures in EuropeanClimate Excha...

Although a lot of the empirical research have studied the relationship between changes of oil price and economic activity, it is surprising that little research has been conducted on the relationship between oil price shocks and the Greater China region (China, Hong Kong, and Taiwan). Therefore, the main goal of this paper is to apply a detail monthly data from 1997/7 to 2008/9 to fill up this ...

We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as it can alter the tail behavior. On small return intervals, the tick-size can distort the calculation of correlations. This especially occurs on small return intervals and thus contributes to the decay of the correlation co...

a deterministic model was employed to simulate various progeny testing programs compatible with the conditions of holstein dairy cattle population in iran. in simulated programs, the selection intensity of bulls was increased by increasing the ratio of cow population in mate with young bulls. selection accuracy in the programs was fixed because of the fixed progeny group. economic efficiency (t...

the purpose of this research is investigation of application of the arbitrage pricing theory and effect of unanticipated changes in a set of macroeconomic variables such as inflation rate, money supply, exchange rate, oil price, term structure and industrial production on expected security return in tehran stock exchange. in this research, data are analyzed quarterly for the period of 1997-2008...