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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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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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
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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
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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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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
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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
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Sales growth and risk taking of companies: Evidence from Tehran Stock Exchange [PDF]
New Applied Studies in Management, Economics & Accounting, 2023 This study’s main objective is to examine the impact of industry sales growth on the risk taking of companies listed on Tehran Stock Exchange (TSE). This research is classified as an applied research in terms of objective and a correlational study in ...
Mehdi Faraji
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