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
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
doaj +2 more sources
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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The Effect of Macroeconomic Variables on the Stock Market Index of the Tehran Stock Exchange [PDF]
International Letters of Social and Humanistic Sciences, 2016 This paper examines the relationship between stock market index and macroeconomic policies (Fiscal and Monetary) on Iran's economy using quarterly data in the period 1999-2013. This study employed cointegration test and vector autoregressive models (VAR) to examine relationships between the stock market index and the macroeconomic variables.
Gudarzi Farahani, Yazdan +3 more
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The Value Relevance of Accounting Information during the Essential Volatility in Tehran Stock Exchange [PDF]
پژوهشهای تجربی حسابداری, 2018 This study examines the value relevance in the Tehran Stock Exchange and compares the value relevance of accounting measures during the essential volatility in Tehran Stock Exchange.
zahra farhadi +1 more
doaj +1 more source
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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Investigating the Relationship between Stock Price Synchronicity and Return Distribution [PDF]
Journal of Asset Management and Financing, 2018 The purpose of this research is to study studying the relationship between stock price synchronicity and tails of return distribution at Tehran Stock Exchange.
Seyed Reza MirAskari +2 more
doaj +1 more source
The Moderating Role of Financial Constraints in the Influence of Environmental Sustainability Reporting on the Stock Returns of Firms Listed on the Tehran Stock Exchange [PDF]
International Journal of New Political Economy, 2022 Stock return demonstrates the efficiency of a firm in creating net interests for the shareholders in return for their investment in firm stocks and is influenced by various factors.
Leila Torki, Narges Amani
doaj +1 more source
The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [PDF]
تحقیقات مالی, 2017 The main objective of this research is to investigate the effects of previous and current changes in monetary policy, foreign exchange market and gold-coin market on the overall performance of Tehran Stock Market.
Khalil Jahangiri +1 more
doaj +1 more source
Uncertainty Related to the Future and Conservatism of Accounting [PDF]
پژوهشهای تجربی حسابداری:The purpose of this research is to examine the relationship between economic uncertainty and conservatism in the companies that are listed on the Tehran Stock Exchange. This research is applied in terms of purpose and nature.
Mohammed reza Shafiei Rounizi +2 more
doaj +1 more source