China stock market has been making great contributions to China’s economy since established. In this paper, a VAR model, with stock market factors and economic growth factors involved, is established to study the relation between China stock market and economic growth. The result indicates that a one-way Granger causality exists between the development scale of stock market and the animation of...

Previous studies have shown that investor sentiment indicators can predict stock market change. A domain-specific sentiment lexicon and sentiment-oriented word embedding model would help the sentiment analysis in financial domain and stock market. In this paper, we present a new approach to learning stock market lexicon from StockTwits, a popular financial social network for investors to share ...

On June 29, 2010, Taiwan signed an Economic Cooperation Framework Agreement (ECFA) with China as a major step to open markets between Taiwan and China. Thus, the ECFA will contribute by creating a closer relationship between China and Taiwan through economic and market interactions. Co-movements of the world’s national financial market indexes are a popular research topic in the finance literat...

The stock market has an important role in growth and development of countries. Network analysis is one of the latest method in analyzing the stock market. In quantitative science literature, It is a new concept for a macro view to whole market. Therefore, this research analyzes the interpersonal relationships’ network in the Tehran Stock Exchange (TSE). From the type of data collected and analy...

In recent years, there has been an increasing interest in using information technology to improve supply chain management (SCM) performance. This study examines the shareholder wealth effects of SCM software initiatives, and thereby contributes to the literature on IT investments and SCM. Specifically, we examined the abnormal stock returns to SCM software initiatives announced by firms between...

The purpose of resent research is to analysis and compares performance evaluation models of selected investment companies in Tehran Stock Exchange Market in the field of their portfolio management. The duration of research was between years 2009-2014. Statistical society the research is consisting of all active investment companies in in Tehran Stock Exchange Market which were 30 companies. Vol...

In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

Nowadays, forecasting and techniques used to obtain the forecasts are very important. The term of forecast means to make an inference (predict) about the future on the basis of existing information. Especially, forecasting of stock market data are frequently used in time series analysis literature. Moreover, fuzzy time series forecasting methods have been widely used in the analysis of stock ma...

Despite the abundant anecdotal evidence on the benefits of information technology (IT) outsourcing, whether the stock market reacts favorably to such a governance choice remains a puzzle. In line with the recent emphasis on a valuebased approach to evaluating firms, we adopt an event-study method to examine the market-impacting effects of IT outsourcing. Our analysis, based on a sample of 58 IT...