there have been several efforts in the literature to extract as much information as possible from the financial networks. most of the research has been concerned about the hierarchical structures, clustering, topology and also the behavior of the market network; but not a notable work on the network filtration exists. this paper proposes a stock market filtering model using the correlation - ba...

one of the capital market financial instruments, especially in islamic countries, is sukuk or islamic securities. sukuk is based on islamic law. different types of sukuk are available for different economic situations of countries and different investors. one type of sukuk is mozare'e which is the subject of this research. to do this, we have used financial indices of crops to compare moza...

The goal of this chapter is to examine whether the time series of returns of securities listed on Taiwan’s stock exchange exhibit significant nonlinear serial dependencies, as do those of other stock exchanges throughout the world, and, if so, to examine the pervasiveness of such dependencies across the individual stocks trading on the Taiwan Stock Exchange. First, an examination of the charact...

Anomaly is an incident or event that cannot be explained by the dominant theories. Anomalies are situated in confronting with the efficient market theory, so that it provides conditions for stock trading strategies with additional returns in case of existing predetermined returns. Therefore, in this study, the anomaly due to monthly effects on the stock volume trading and the Tehran Stock Excha...

A stock exchange is an entity which provides ‘‘trading’’ facilities for stock brokers and traders to trade stocks and other securities. How to invest in stock exchange is one of the important issues in investment, and one of the factors that can help investors in the process of investment is the efficiency of the corporation under consideration. Data envelopment analysis is a mathematical method...

The purpose of this paper is to investigate the relationship between RMB exchange rate and A-share stock returns in China, in particular in Shanghai stock market. We find that both stock returns and RMB nominal exchange rate are integrated of order 1. The Engle–Granger cointegration test is then performed, suggesting that there is not a long-run equilibrium relationship between stock returns an...

In this research, role of accruals in elaboration of quality of earning of the companies accepted in Mumbai Stock Exchange has been studied and relationship between quality of earning through accruals and its constituents and abnormal stock return has been studied. The studied sample includes 35 companies in group A of Mumbai Stock Exchange in 2009-2013.Fordata analysisandhypothesistesting mult...