there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...

Nowadays, stock market is the one of the major sources of raising resources for India and is act as a key driver for economic growth of a country. The stock market forecasting is a very difficult and highly complicated task because it is affected by many factors such as economic conditions, political events and investor’s sentiment etc. The stock market series are generally dynamic, nonparametr...

in this paper, we will review the foreign exchange market and will try to extract an exchange market pressure and an intervention index for iran by following the weymark (1995) approach to evaluate the central bank of iran’s exchange rate policy during 1368:q1 to 1391:q3. the estimation method employed, is the econometric technique known in the literature as the two-stage least squares (2sls).t...

The focus of the present study is on financial markets Iran. In fact, purpose to examine critical state Iranian stock market and compare it with one famous American called Dow Jones. crisis effect interaction companies within a market. According modern theory, phenomenon orientation finding negative preferred direction among companies. data 180 this that were active during period 2008 2019 used...

this study aims at investigating the impacts of mandatory audit firm rotation (mafr) on audit fees and audit market compeition among firms listed on tehran stock exchange (tse). since 2007 firms listed on tse are not allowed to use services of any single audit firm for more than 4 consecutive years. we tested our hypotheses using multivariate regression analysis and mean comparison test. our sa...

Developing the e-services has directed organizations to aspire to achieve more market share in the competitive market. Consequently, they must present their services in such a system that customers return to the website and apply the e-services of that organization. This matter has become a serious challenge in this field and has generated a notion such as e-loyalty that various factors affect ...

the present research aims to evaluate impacts of crude oil price return index, bloomberg petroleum index and bloomberg energy index on stock market returns of 121 companies listed in tehran stock exchange in a 10 years' period from early 2006 to april 2016. first, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. subsequently, to che...

Numerous academic studies examine equity risk premium predictability based on various macroeconomic variables and price and volume based variables from stock market. In this article, we extend the frontier of the set of predictors from macroeconomic variables and stock market variables to foreign exchange market variables due to various reasons. Firstly, foreign exchange market reflects various...