in this research, the risk, return and coefficient of variation (cv) are calculated and compared in the food, pharmaceutical and chemical industries during 2003-2008 in tehran stock exchange. also, the effect of stock transactions is investigated in the companies working in these industries to realize the risk, return and cv.  results of this research represent that there are no significant r...

this study examined the relationship between market monitoring cost consist the business disclosure index, the index of perception of corruption, rule of law and regulations quality, and also pointed out the technology index and exercise price limit rules that are in stock. in this research the relationship between the above indicators to price limit rules applied during the period 2005-2010 in...

The past few years have witnessed a growing rate of attraction in adoption of Artificial Intelligence (AI) techniques and combining them to improve forecasting accuracy in different fields. Besides, stock market forecasting has always been a subject of interest for most investors and professional analysts. Stock market forecasting is a tough problem because of the uncertainties involved in the ...

nowadays, liveliness and rapid maintenance of the development process of the companies are dependent on the accurate and complete understanding of the merits of the financial activities. since these merits are relative concepts that are based on comparisons, lists of ranking and comparison of industries with each other act as useful signposts for managers, politicians, and investors. the point ...

In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...

developing countries, including iran, have a high degree of volatility of macroeconomic variables. fluctuations inex change rate, bank interest rate and inflation rate can create insecure environment for in vestorsin iran. hence, this study examined the impact of macroeconomic variables on the tobin’s q index for the sugar companies of tehran stock exchange (tse) during the period between1380-1...