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
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The Analytical Comparison of Financial Ratios of Listed Companies in Tehran and Istanbul Stock Exchanges [PDF]
راهبرد مدیریت مالی, 2015 The purpose of this study is to compare financial ratios of companies listed in Tehran Stock Exchange and Istanbul Stock Exchange. To do so, 10 financial ratios including liquidity ratios, activity, debt and profitability in 7 different industrial groups
narges sarlak, Saeid Azimzadeh
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The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]
تحقیقات مالی, 2012 One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior ...
Reza Tehrani +2 more
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Comparing the Accuracy of Ohlson and Piotroski Models in Explanation Stock Prices Changes in Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2018 Stock valuation using valid scientific methods will lead to optimal investment decisions and optimal allocation of capital resources. Therefore, in order to encourage investors to invest more in financial markets, continuous pricing models should be ...
Gholamhosein Golarzi, Mahmoud Yaghoubi
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Optimal Selection of Stock Portfolios Using Multi-Criteria Decision-Making Methods
Mathematics, 2023 In the past, investors used their own or others’ experiences to achieve their goals. With the development of financial management, investors’ choices became more scientific. They could select the optimal choice by using different models and combining the
Dongmei Jing +4 more
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Stock Market Returns in Iran in Three Waves of COVID-19 Pandemic: Evidence of Multiple Breaks Regression [PDF]
Iranian Journal of Economic Studies, 2022 Despite the recession in global financial markets, the Tehran stock Exchange experienced significant growth during the COVID-19 outbreak. Therefore, this article tries to solve this puzzle by analyzes the effect of three Coronavirus waves on the total ...
Ali Cheshomi, Fariba Osmani
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Impact of ICT development on Capital Market Growth; Evidences from Tehran Stock Exchange [PDF]
مطالعات مدیریت کسب و کار هوشمند, 2017 Many economists, attribute the slowing growth of financial markets to ICT sector inefficiency; therefore the purpose of this study is to find out the effect of ICT development on Growth of capital markets in Iran, using empirical evidences of Tehran ...
amid Sepehrdoust, Leili Sadri
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Volatility spillover in crude oil market using Heston switching Clayton model [PDF]
Mathematics and Modeling in Finance, 2023 The purpose of this study is to investigate the effects and risk spillover from the global crude oil market on Tehran Stock Exchange Oil Group. For this purpose, we used a combination of copula models and switching models in this research. First, we will
Soheil Salimi Nasab +2 more
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