The Volatility Forecasting of Tehran & International Stock Exchanges
SSRN Electronic Journal, 2010 Stock prices are one of the most volatile economic variables and forecasting stock prices and their returns has proved very challenging, if not impossible. In this paper, we apply a battery of linear and nonlinear models to forecast the returns in nine international stock exchanges for the period 1998-2008.
H. Khaleghi Moghadam +2 more
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Investigation of Dividend Smoothing in Tehran Stock Exchange
مجله دانش حسابداری, 2019 Objective: This study aims to analyze the dividends smoothing phenomenon in the Tehran Stock Exchange, TSE, during 2009-2016. Method: Data have been collected and analyzed by referring to the professional databases and using Excel and Stata software. Panel data model was applied to test the research hypotheses.
Ali Saghafi (Ph.D) +2 more
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Asymmetric Effects of Oil Price, Exchange Rate and Money Volume on Stock Returns of Tehran Stock Exchange [PDF]
Environmental Energy and Economic Research, 2023 The main purpose of the present study is to investigate and analysis the impact of oil price fluctuations and exchange rates as well as monetary policies on the performance of the Tehran stock exchange.
Masoumeh Shirinpour +3 more
doaj +2 more sources
The role of earnings management and dividend announcement in explanation of information asymmetry: Evidence from Tehran Stock Exchange [PDF]
Management Science Letters, 2012 This study examines the relationship between earnings management and information asymmetry based on some companies listed in Tehran Stock Exchange over the period of 2005-2010.
Mohammad Hassani, Fatemeh Taheri
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Innate and discretionary accruals quality and corporate governance: A case study of Tehran Stock Exchange [PDF]
, 2012 In this paper, we present an empirical study to find the relationship between discretionary accruals quality as well as innate accruals quality and portion of non-executive board of directors, concentration of ownership ratio and board size in Tehran ...
Hassan Ghodrati +2 more
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Empirical Test of ETH in the Tehran Stock Exchange [PDF]
تحقیقات مالی, 1994 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
دکتر محمد اسماعیل فدایی نژاد
doaj +1 more source
Bubble Migration from the Oil Market to the Tehran Stock Exchange [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2022 The main purpose of this study is to investigate the migration of bubbles from the oil market to the stock exchange. First, using the method of Phillips et al.
Aziz Zaheri Abdehvand +2 more
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The Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange [PDF]
International Journal of Business and Development Studies, 2020 The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional ...
Naser Seifollahi
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Effect of US withdrawal from JCPOA and noise trading on return of the Tehran Stock Exchange market [PDF]
فصلنامه بورس اوراق بهادار, 2022 As a significant source of financing resources, the stock market plays a vital role in directing savings to the productive sectors of the economy in all countries. Therefore, the study of factors affecting this market is of particular importance.
ahmadreza shirzadi +3 more
doaj +1 more source
Market Fragility and Stock Returns: Evidence from Tehran Stock Exchange
Iranian Journal of Accounting, Auditing & Finance, 2022 Recognising and investigating stock return behaviour has always been one of the most critical issues in scientific and investment communities. In recent years, factor models have been used in many studies related to stock return prediction. This research is based on a six-factor model, including the Fama-French five-factor model plus the market ...
Sadeghi Panah, Javad +3 more
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