The stock selection problem is one of the major issues in the investment industry, which is mainly solved by analyzing financial ratios. However, considering the complexity and imprecise patterns of the stock market, obvious and easy-to-understand investment rules, based on fundamental analysis, are difficult to obtain. Fundamental and technical analyses are two common methods for predicting th...

This research studies the companies’ effectiveness and performance relationship with stock market liquidity in Tehran Stock Exchange during 2010-2015. Simultaneously, in the study, the three indicators: return on assets, return on investment and Tobin's Q ratio were applied as a measure of the performance and bid-ask spread as a measure of liquidity, bid-ask spread to the stock market. This res...

The main purpose of this paper is to propose an approach for performance measurement, classification and ranking the investment companies (ICs) by considering internal structure and uncertainty. In order to reach this goal, the interval network data envelopment analysis (INDEA) models are extended. This model is capable to model two-stage efficiency with intermediate measures i...

in today's competitive world, establishıng a proper system of evaluating firms performance is essential. the purpose of this study is to evaluate the financial performance of pharmaceutical, basic metals and automotive parts companies using a new method. the fuzzy ahp is used for weighting the performance evaluation measures and fuzzy topsis and fuzzy vikor is also used to rank the compani...

the development of the cyprus stock exchange together with the increasing trend of investors’ presence in financing activities has led to the importance of this market. in such circumstances, the first step towards a sustainable development of the exchange is to support the investors. risk of bankruptcy for the investee is a major challenge that an inexperienced stock investor encounters. in th...

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...

Fundamental and technical analyses are two common methods for predicting the future behavior of the stock. Fundamental analysis focuses on the economic forces of supply and demand which cause stock prices change. On the other hand, technical analysis examines historical data relating to changes in the price and trading volume by using graphs and indicators as a primary tool to predict future pr...