in this article using autoregressive (ar), autoregressive conditional heteroskedasticity (arch), generalized autoregressive conditional heteroskedasticity (garch) models we assess the weekend effect and also compare the trading patterns of individual and legal investors during 1381-1385 in tehran stock exchange. our findings suggest that weekend effect exists in tehran stock exchanges which are...

While the relationship between stock market return and oil price is of great interest to researchers, previous studies do not investigate stock market return with petrochemical products market. In this paper, we analyzed the relationship between prices of main petrochemical products and stock returns of petrochemical companies in Tehran stock exchange. Using a panel data model and GLS estimatio...

Stock return is usually considered to be affected by firm’s financial ratios as well as economic variables. Fundamental method assume that stock returns is not solely related to the stock market. Most result come from the company condition , industry situation and whole economy. In this paper, this relationship between stock return and fundamentals is studied using the data for 22 pharmaceutica...

Stock prediction with artificial neural network (ANN) techniques is one of the most important issues in finance being investigated by researchers across the globe. ANN techniques can be used extensively in the financial markets to help investors make qualitative decision. In this methodology a multilayer perception (M.L.P) neural network model is used to determine and explore the relationship b...

the purpose of this research is investigation of application of the arbitrage pricing theory and effect of unanticipated changes in a set of macroeconomic variables such as inflation rate, money supply, exchange rate, oil price, term structure and industrial production on expected security return in tehran stock exchange. in this research, data are analyzed quarterly for the period of 1997-2008...

stock return is usually considered to be affected by firm’s financial ratios as well as economic variables. fundamental method assume that stock returns is not solely related to the stock market. most result come from the company condition , industry situation and whole economy. in this paper, this relationship between stock return and fundamentals is studied using the data for 22 pharmaceutica...

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...