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...

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 year...

abstract the current study aims to investigate the relationship between iran’s targeted subsidies plan and the stock returns of listed companies on the tehran stock exchange (tse). stock returns is obtained from the indices of three industries: pharmaceuticals, chemicals, and machinery and equipment. moreover, the present research uses gold price and dollar price as control variables. the targe...

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...

The purpose of this study is to investigate the effect of corporate governance (CG), corporate social responsibility (CSR) and their interactive effect on the value of companies listed on the Tehran Stock Exchange. For this purpose, the data of 194 companies listed on this stock exchange, which was selected using a systematic elimination method, from 2011-2017 were collected and analyzed using ...

The purpose of this research studies the impact of business intelligence on the financial reporting quality of listed companies in the Tehran Stock Exchange using structural equation modeling. The instruments of this research were the business Intelligence Questionnaire (Provich, 2012) and the financial statements of listed companies in The Tehran Stock Exchange to study of the financial report...

stock selection method in stock exchange is an important issue for investors in such markets. investors will gain benefits more than market average provided that they make logical decisions while selecting stocks. the issue of stock selection in markets like tehran stock exchange (that are not so efficient) is requires more attention of the investors as there is not a suitable equilibrium betwe...

Noise traders as one of the key elements of the market play a significant role in determining the market volatilities, returns, and stock market mispricing. Hence, this study attempts to scrutinize the role of noise trading in capital asset pricing. Therefore, by using daily data, samples including 14105 data of 200 companies listed on stock exchange were selected and noise trading index was es...

explanation relation between risk and return and capital asset pricing are concepts which is appointed as dominator and major paradigms in capital markets. so far as after offering capm by sharp & lintner, this model has been revised and criticized frequently. in this paper another version of capm has been tested versus traditional capm in tehran stock exchange. this version of capm measures se...