study of the changes in the stock price in tehran stock exchange is of great importance. this is because of its application in forecasting the stock price in the stock exchange. the aim of this article is to investigate the forces and mechanisms that cause the dramatic changes in stock price and the formation of chaotic trend. to test whether the chaotic trend in the tehran stock exchange exist...

this paper investigates the effect of formal information and rumors on the real buyers’ choice in tehran stock exchange. following this study, the question is what kind of information has an effect on buyers’ choice of shares? the purpose of this study is to identify information affecting buyers selected stocks, in order to offer some solutions to enhance stock exchange performance. in this stu...

We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from Wharton Research Data Services database comprehensive set traditional recent statistical methods. specifically employed variety linear nonlinear tests, latest multiple-break unit root tests spectral analysis to test efficient market hypothesis. Our results show that t...

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...

In this paper we present and describe a large quarterly frequency, macroeconomic database. The data provided are closely modeled to that used in Stock Watson (2012a). As our previous work on FRED-MD, goal is simply provide publicly available source of “big data” updated real time using the FRED We show factors extracted from set exhibit similar behavior those original set. dominant shown be ins...