This research was conducted on the basis of different perceptions regarding influence domestic macroeconomics stock prices. The independent variables used in this study are inflation and exchange rates, while dependent variable is share price Indonesia Stock Exchange's Sectoral Index. uses monthly data from January 2018 to December 2020. analysis technique multiple regression analysis. There th...

one of the latest approaches for analyzing the coupled time series is mf-dxa. this technique has been used in many disciplines such as finance. in this paper, we have analyzed tehran stock exchange indexes by mf-dxa and have found a scaling behavior between the industrial, financial and price indexes. by surrogating, we could see that the effects of low probability events in industrial and fina...

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...

in this research, we investigate the influence of profit management on the long-term performance of ipos in tehran stock exchange. the ipos in 1378 to 1384 are used as our sample and their long-term return in a three-year period after the ipo are calculated. we start calculating the return from the first day after the month in which the financial statement of ipo is published. discretionary cur...

the aim of this research is study about influence of companies financial factors on volume of them shares traded in tehran stock exchange and classification of these financial factors on the basis of their effect on volume of shares traded. first, the relation of each above financial factors and “rial amount of trading volume” has studied separately. so it is used of correlation coefficient and...

The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output com...