Are Stock Prices Predictable in the Tehran Stock Exchange
تحقیقات مالی, 1996 The difficulty of determining intrinsic value of stock prices have led many people to use technical analysis in order to forecast stock prices in the future. To predict the stock price we need to determine the generating process of stock prices. In recent years many time - series methods have been used for forecasting purposes.
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Transactional Prices Intraday Evidence from Tehran Stock Exchange
بررسیهای حسابداری و حسابرسی, 2009 We used Hasbrouck (1991) and Dufaur and Engle (2000) vector autoregressive model for trades and prices in Tehran Stock Exchange. We find that trade sign, spread and waiting time between consecutive trades in the process of price formation is significant.
Ahmad Pouyanfar +2 more
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The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2009 According to stock price excessive volatility in Tehran stock exchange, the price limit mechanism is utilized in order to making the price fluctuation narrow and based on the specific periods, the price limit has encountered some variations which price ...
Gholamreza Eslami-Bidgoli +2 more
doaj
Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries
Iranian Journal of Finance, 1999 This study aims to present a model for predicting corporate default among Tehran Stock Exchange’s selected industries. To do this, corporate default drivers were identified and selected by referring to previous research findings and using experts’ opinions.
Babajani, Jafar +2 more
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The Effect of Deviation from Optimal Cash Level on Adverse Selection and Moral Hazard in Firms Listed on Tehran Stock Exchange [PDF]
, 2019 Samira Joudi +2 more
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The Effect of Intellectual Capital on Financial Performance: Evidence from Iranian Banks Listed in Tehran’s Stock Exchange [PDF]
International Journal of Management, Accounting and Economics, 2016 This study aimed to investigate the impact of intellectual capital on the financial performance of the banks listed in the Tehran Stock Exchange. For this purpose, the impact of intellectual capital components (Capital Employed Efficiency (CEE), Human ...
Morteza Jafarnezhad +1 more
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A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchange. [PDF]
PLoS One, 2020 Peykani P +4 more
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Investor sentiment and stock return synchronicity in Tehran Stock Exchange
Journal of Financial Management Perspective, 2021 Mohammad Ebrahim Aghababaei +1 more
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The Relationship between Audit Rotation and Conservative Earnings Reporting in Companies Listed in TSE [PDF]
مطالعات تجربی حسابداری مالی, 2013 Studies regarding of auditor rotation due to the effects on auditor independence and audit quality, is very important. Auditor independence affects auditor – client relationship and finally will be useful to audit quality and earning conservatism.
Esfandiyar Malekian, Farazandeh Abdipoor
doaj
Clustering stock exchange data by using evolutionary algorithms for portfolio management [PDF]
, 2014 In present paper, imperialist competitive algorithm and ant colony algorithm and particle swarm optimization algorithm have been used to cluster stocks of Tehran stock exchange.
Nejad, Malek Khojasteh
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