One of the best ways to make money on capital market is buy shares stock exchange. The has a nonlinear and chaotic system that influenced by political, economic, psychological conditions, systems such as regression can be used predict prices. In this research, different models are used, each which measures information in way tests ability behaviour index prices with information. This paper exam...

the current paper examines intertemporal capital asset pricing model in iran’s stock market. dynamic conditional correlation was used to estimate conditional variance and covariance portfolios with market returns. time varying beta is estimated by kalman filter method. based on the obtained results, risk aversion coefficients were between 0.013 and 0.28 and the average was 0.20. significance of...

Stock market represents an essential part of the economy in the Middle East, it is significant for shareholders and investors to estimate the stock price and select the best trading opportunity accurately in advance. This paper utilizes artificial neural network in the modeling of stock market exchange prices. The network was trained using supervised learning. Simulation was conducted for seven...

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

in this section of the journal ,a summary of theses completed at the m.b.a level is presented. the title of these are: 1- the application of technical analysis in selecting common stocks by mr. hasan amiri . 2- determination of factors influencing the capital struture of corporations listed in tehran stock exchange. by mr. omid pourheidari. 3- the adequacy of the stock price index of tehran sto...

this paper investigates the nature of volatility characteristics of stock returns in the bangladesh stock markets employing daily all share price index return data of dhaka stock exchange (dse) and chittagong stock exchange (cse) from 02 january 1993 to 27 january 2013 and 01 january 2004 to 20 august 2015 respectively.  furthermore, the study explores the adequate volatility model for the stoc...