according to stock price excessive volatility in tehran stock exchange, the price limit mechanism is utilized in order to making the price fluctuation narrow and based on the specific periods, the price limit has encountered some variations which price limit has been determined by try and error within these periods and in a short stage of time many modifications existed through the applications...

Authors present the stock price prediction algorithm by using Bayesian network. The present algorithm uses the network twice. First, the network is determined from the daily stock price and then, it is applied for predicting the daily stock price which was already observed. The prediction error is evaluated from the daily stock price and its prediction. Second, the network is determined again f...

Stock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior. For each stock, we characterize the daily trading relationship among its investors using a trading ...

The objective of this study is to examine the effect of prevailing market sentiments in real estate markets on the stock market response to the outcomes of real estate auctions in Hong Kong. The reactions of stock market to the winners of the auctions have at least two interesting implications. On one hand, the success in acquiring a real estate implies that the developer has acquired a project...

Stock price crash risk is a phenomenon in which stock prices are subject to severe negative and sudden adjustments. So far, different approaches have been proposed to model and predict  the  stock price crash risk, which in most cases have been the main emphasis on the factors affecting it, and often traditional methods have been used for prediction. On the other hand, using  Meta Heuristic Alg...

Prior empirical studies provide evidence that stock price reactions to listing are more favorable for stocks that have higher prospects for listing gains. These studies focus on the listing gains of liquidity and informational value. Our study examines another dimension of listing gain, namely, improved pricing efficiency. We hypothesize that low efficiency stocks in the pre-listing period woul...

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 effect of financing methods on the stock price on the tehran stock exchange by mohammad rahmani 2- the effect of money supply on the exchange rate in iran by minuo kiani -red 3- an investigation of the reasons for price volatility of stock price an tehran on the stock ex...

Stock based rewards are often used to motivate high-level managers to take actions to increase the stock price of the fi rm. However, numerous constraints may weaken the perceived link between individual effort and stock price appreciation for many recipients. This study introduces a new construct, stock price expectancy, which we defi ne as individuals’ perceptions of infl uence over their fi ...