Price return and P/E are two important factors for a lot of investors based on the latest studies by researchers in Tehran Stock market; however, it is expected that the price and the variation of that affect the return and the P/E of any given market as a complicated system. The Bohmian quantum mechanics used referring to the time correlation of return and P/E of the stock market under conside...

The purpose of this study, is create a challenge and discussion concerning the existence of information about the Bitcoin price and return, which suggests the relationship of information and the strong performance it. The information trends are available at different time periods and the summary data related to the statistical descriptions for the price and return index are also discussed. In t...

Similarly priced stocks move together. Stocks that undergo splits experience an increase in comovement with low-priced stocks and a decrease in their comovement with highpriced stocks. Price-based comovement is not explained by economic fundamentals, firm size, or changes in liquidity or information diffusion. The shift in comovement following splits is greater for large stocks, high-priced sto...

this paper examines the relationship between accounting conservatism and informational content of earnings using data of 167 firms listed on the tehran stock exchange during 2004-2013. accounting conservatism is measured based on khan and watts' (2009) model and feltham and ohlsson (1995) price model and easton and hariss (1991) return models were used to evaluate the informational content...

One of the most important duties of financial economy is modeling and forecasting the volatilities of price of risky assets. From analysts and policy makers’ view, price volatility is a key variable contributing to perception of market volatilities. Therefore, analysts need to have an appropriate of forecast of price volatility as a necessary input to perform duties such as risk management, por...