The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits Not-so Sweet? [PDF]
In this paper, we study the determinants of expected returns on the listed penny stocks from two perspectives. Traditionally financial economics literature has been devoted to study the macro and micro determinants of expected returns on stocks (Subrahmanyam, 2010).
arxiv
ANN Model to Predict Stock Prices at Stock Exchange Markets [PDF]
Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients. However, these strategies do not usually guarantee good returns because they guide on trends and not the most ...
arxiv
The Relationship between Audit Rotation and Conservative Earnings Reporting in Companies Listed in TSE [PDF]
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
Can ETFs mitigate stock Co-movement? An analysis of an emerging market. [PDF]
Esmaeilpour Moghadam H.
europepmc +1 more source
Dynamics in two networks based on stocks of the US stock market [PDF]
We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those stocks: correlation, which is symmetric and measures how similar two stocks behave, and Transfer Entropy, which is non ...
arxiv
Factors Affecting The Value Of Bank Shares In Tehran Stock Exchange
Growth opportunities for investments form an important part of the bank's value. When investors determine value of the bank according to the bank's accounting report, it is necessary to consider the bank's expectations for growth investments. With the development of capital markets has been more pronounced role of performance measures at reflecting in ...
Ali Karshenasan, Alireza Mousavi
openaire +2 more sources
Financial Networks in the Korean Stock Exchange Market [PDF]
We investigate the financial network in the Korean stock exchange (KSE) market, using both numerical simulations and scaling arguments. We estimate the cross-correlation on the stock price exchanges of all companies listed on the the Korean stock exchange market, where all companies are fully connected via weighted links, by introducing a weighted ...
arxiv
The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [PDF]
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
Explaining the relationship between accounting conservatism and cost of capital in listed companies in Tehran stock exchange [PDF]
This study provided the theoretical basis for research and study the relationship between accounting conservatism and cost of capital for firms listed on the stock exchange deals. In this study, using a conservative model of Basu (1997) has been measured.
Adel Lesan, Mohyedin+3 more
core +3 more sources
The Effect of Group Affiliation on Decisions to Pay Dividends in the Tehran Security Exchange [PDF]
This study investigates the effect of group affiliation on decisions to pay dividends in the Tehran Security Exchange. Therefore, the relationship between policy dividends and factors such as information asymmetry, dependence on external financing ...
BIRJANDI, HAMID+3 more
core +1 more source