An application of Markowitz theorem on Tehran Stock Exchange [PDF]
Management Science Letters, 2014 During the past 65 years, there have been tremendous efforts on portfolio selection problem. The standard Markowitz mean–variance model to portfolio selection includes tracing out an efficient frontier, a continuous curve demonstrating the tradeoff ...
Hassan Ghodrati, Mohammad Abbasi
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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
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Determinants of Venture Capital on the Tehran Stock Exchange [PDF]
پژوهشهای مدیریت عمومی, 2022 Venture capital plays a significant role in economy. Different types of companies involved in venture capital activities may face difficulty in financing.
Nahid Naeimi, Ramin Zeraatgari
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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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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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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
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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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