in this article the weak form of efficient market hypothesis, was tasted by using prices of common stocks listed in the tehran stock exchange. the study used weekly prices of fifty common stocks between september 1989 and june 1993 . the sample consisted of those stocks which were most active on the tehran stuck exchange over the study period. the results showed that stock price changes were no...

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...

this study examines the role of growth and value stocks in liquidity and tobin's q ratio, and also the validity of claims existing difference between tobin q ratio of the two types of stocks in companies accepted in tehran stock exchange has been examined. the study period is between the years 1381 to 1390. we use pooled panel-data regression and egls and gmm methods to estimate the model ...

In this research, a novel approach is developed to predict stocks return and risks. In this three stage method, through a comprehensive investigation all possible features which can be effective on stocks risk and return are identified. Then, in the next stage risk and return are predicted by applying data mining techniques for the given features. Finally, we develop a hybrid algorithm, on the ...

abstract portfolio definition is the most important decision for individuals and legal persons that invest in stock. the main objective of this paper is study and determination of optimal portfolio for stock of active food industrial company in tehran stock based on value at risk (var) index. for this purpose, we used weekly static of stock of active food industrial company in tehran from bahma...

based on the extent and depth of the market, several investment tools exist. one of the most fundamental issues in investment is assets liquidity, because some of the investors may need their investment financial resources immediately. also, liquidity degree of stocks greatly depends on the volume of trades in stock exchange. in this research, the relationship between stocks turnover rate as li...