The Effect of Sectoral Sanctions on Price Returns Targeted Firms: Evidence from Tehran Stock Exchange

The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations Banking Group Index (Case Tehran Stock Exchange)

the purpose of this research is to examine the existence of seasonality in the stock market return, its volatility and trading amount associated with moving calendar events such as the holy month of ramadan using a garch specification and data for the tehran stock exchange (tse) from april 1998 to june 2010. the result shows a statistically significant increase in returns and a systematic patte...

modelling and forecasting stock market is a challenging task for economists and engineers since it has a dynamic structure and nonlinear characteristic. this nonlinearity affects the efficiency of the price characteristics. using an artificial neural network (ann) is a proper way to model this nonlinearity and it has been used successfully in one-step-ahead and multi-step-ahead prediction of di...

dividend policy is one of the most important financial decisions that managers encounter. this study contributes to the literature of dividend and empirical research investigating the effects of dynamic factors in tehran stock exchange. based on some criteria, the study contains 133 listed firms over a 10-year period from 2001 to 2010. to test the research hypotheses, this study uses fixed effe...

because of its extensive applications in financial analysis, stock market volatility modeling is a significantly important issue for stock market practitioners and academicians. using garch models to formulate the conditional variance heteroskedasticity and the taking advantages of panel data technique such as higher degrees of freedom, more flexibility in the control of the omitted or unobserv...

ranking of companies listed on the exchange represent their status and considered a criterion for investment. also, it increases market's competition, development and efficiency. in this study, the fifty superior companies listed in tehran stock exchange were ranked based on financial ratios (liquidity, operational, leverage and profitability) using fahp- ftopsis hybrid approach during the...

the aim of this paper is analyzing the role of psychology of numbers in financial markets and in this area, investigates the price clustering phenomenon in trading prices of tehran stock exchange. price clustering is one of anomalies that have been observed in financial markets that representative psychological biases or tendency to specific numbers in the market. this phenomenon includes of de...

one of the most important concepts in financial statement analysis and evaluation is conservatism. thus recognition of the factors which influence conservatism can considerably help the investor in managing the selection of more conservative assets properly and avoiding the untrue exposure of financial statements. this research is about to consider the relation of effective factors on organizat...

economic growth and development of market, stock exchange and related variables are among components which influence on business, economic activities and management of society. financial repression is among economic variables greatly influencing on financial market specifically capital market and economic growth and development; so that, this concept caused to publish financial growth and devel...