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...

in last 1990 decade and early 21 century due to high fluctuations in assets prices and occurring asset price bubbles, most studies in monetary economics has concentrated on the reaction of monetary policy to movement in asset prices. the purpose of this paper is to analyze the suitable reaction of monetary policy to movement in asset prices in iran. this analysis is based on the structural var ...

the purpose of this study is to concentrate on the investigation of days-of-week effect on tehran stock exchange and its comparison with other emerging markets. using classical linear regression (clr) as well as autoregressive conditional heteroskedasticity (arch) models it in indicated has indicated that there is significantly positive total return on saturdays and significantly negative total...

Recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objective Portfolio selection (Return, Liquidity, Risk and Initial cost of Investment objectives) using MINMAX fuzzy goal programmin...

ranking of companies listed on the exchange represent their status and considered a criterion for investment. also, it increases market's competition, development and efficiency. in this study, the fifty superior companies listed in tehran stock exchange were ranked based on financial ratios (liquidity, operational, leverage and profitability) using fahp- ftopsis hybrid approach during the...

information is the most valuable property in stock exchange market in such a way that the more investors are informed, the better they can succeed in the market. sometimes, in such circumstances, because of a great gap between the management and the ownership in the big public companies, administrators of these companies find themseleves in a better informational situation in comparison with th...