نتایج جستجو برای: this article investigates fluctuations in stocks prices at tehran stock exchange
تعداد نتایج: 17600268 فیلتر نتایج به سال:
Investigating the relationship between risk and return and determining the effective factors on the return have always been an interesting subject for finance researchers. By using a capital asset pricing model (CAPM), Sharp (1963) and Linter (1965) investigated that the whole market return is the only effective factor on stocks returns. Chen, Roll and Ross (1986) mentioned that there are indee...
The main objective of this study was to investigate weak efficient market hypothesis of Tehran stock exchange. For this purpose, total price index, financial index, industry index and the index's top 50 companies data for the period 2013:7-2009:5 daily basis as well as data on prices and yields for the period 2013:2 - 2000:3 are applied on a monthly basis. In this study, the hypothesis of the ...
the difficulty of determining intrinsic value of stock prices have led many people to use technical analysis in order to forecast stock prices in the future. to predict the stock price we need to determine the generating process of stock prices. in recent years many time - series methods have been used for forecasting purposes. one of these methods is the rescaled range analysis (ris). in the a...
Predicting stock prices on the Tehran Stock Exchange by a new hybridization of Fuzzy Inference System and Imperialist Competitive Algorithm
ABSTRACT Considering the major impact which changes in the real exchange rate and crude oil prices have on various sectors of Iran's economy and the importance of the financial markets role in economic growth and development, this paper aimed to investigate the effects of the changes in real exchange rate and crude oil prices on Tehran stock exchange using the Markov-Switching's nonlinear mode...
contrarian and momentum investing strategies are two techniques which are used in stock markets to enhance portfolio return. contrarian investing strategy states that stocks which had better performances in the past should be sold and stocks that had poor performances should be bought. in practice, this strategy is used for a package of stocks and for portfolio formation. the main objective of ...
common stock is the most important and popular instrument in our capital market. every day, large volumes of stocks are traded on the tehran stock exchange and their ownership is transferred from one investor (natural or fictitious persons) to others. 'sales' is the term commonly used for this act in capital market and among investors. our hypothesis is that the common stocks could be...
This paper investigates the relationship between monetary policy and stock market fluctuations for Iranian economy within a DSGE model. This study models the role of monetary policy in two monetary regimes including money growth and Taylor rule with traditional factors and optimal simple rule in the new Keynesian monetary framework with nominal wage and price rigidities in the Iranian economy. ...
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...
The main purpose of this study, is to evaluate the effect of diversion earnings forecast and earnings realized on returns stocks in Tehran Stock Exchange. In fact, this research aims to examine the diversion of earnings resulting from the diversion of corporates managers forecasts earnings, what impact these diversion of earnings have on the returns of stock price. To achieve this, 194 companie...
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