there are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. in this study, the profitability of a broad range of stock se-lection strategies in tehran stock exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

Since the 1970s, services marketing has grown into a major sub discipline of marketing. It is constantly claimed – but is refuted in the article – that services are now the dominant economic activity in developed countries and keeps growing while the two traditional goods sectors, manufacturing and agriculture, are declining. In today's competitive world, having expertise, knowledge and marketi...

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

Objective: In general, financial time series such as stock indexes have nonlinear, mutable and noisy behavior. Structural and statistical models and machine learning-based models are often unable to accurately predict series with such a behavior. Accordingly, the aim of the present study is to present a new hybrid model using the advantages of the GMDH method and Non-dominated Sorting Genetic A...

this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. One of the methods to study the designed causal relationshipsobjectively is Granger causality test. This paper aims to investigate the longtermcausal relationship between the stock price and dividends. The statisticalpopulation includes 180 active companies in Stock Exchange of Tehran ...

this paper examines the causal relationship between stock prices and macroeconomic aggregates in iran, by applying the techniques of the long–run granger non–causality test proposed by toda and yamamoto (1995). we test the causal relationships between the tepix index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for t...

financial derivatives are new instruments through which hedging, investment and arbitrage are done in a modern economy. although the word 'derivative'primarily reminds us of options and futures, the major focus of the equity derivatives industry worldwide is on index derivatives. launching index options and index futures in tehran stock exchange, not only increases financial market de...