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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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
Estimating Probability of Private Information Based Trade Using Microstructure Model [PDF]
تحقیقات مالی, 2013 Probability of Private information Based Trade (PIN) has introduced as information risk measure. This paper is going to estimate probability of private information based trade (PIN) in Tehran Stock Exchange using microstructure models.
Reza Raee +2 more
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Unsystematic risk, financing policy and financing behavior of companies in the TSE [PDF]
New Applied Studies in Management, Economics & AccountingThis research aimed to investigate the unsystematic risk related to the financing policy and behavior of companies in Tehran Stock Exchange. For this purpose, 114 companies listed in the Tehran Stock Exchange from 2015 to 2021 were selected as the ...
Majid Moradi +3 more
doaj +1 more source
Macroeconomic indices and capital market: evidence from Tehran Stock Market [PDF]
, 2017 The increasing trend of financial market makes it necessary to study about these markets. Stock market is one of the basic components of the financial markets.
Alibeiki, H., Makiyan, S.N.
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Measuring Fear and Greed Index in Stock Market: Evidence from the Tehran Stock Exchange [PDF]
تحقیقات مالیObjectiveAccording to the hypothesis of behavioral finance, the main part of the ups and downs in the stock market can be the result of fear and greed.
Mojtaba Rostami Noroozabad +3 more
doaj +1 more source
Investigating the effect of information asymmetry on company value (Case study: insurance companies listed on the Tehran Stock Exchange) [PDF]
New Applied Studies in Management, Economics & Accounting, 2019 The purpose of this study is to investigate the effect of information asymmetry on the value of insurance companies listed on the Tehran Stock Exchange.
Saeed Sepahrom +2 more
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An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange [PDF]
, 2014 This paper presents an empirical investigation to predict future cash flows using present cash flow and accruals using the information of 96 selected firms listed on Tehran Stock Exchange over the period 2007-2011.
Iman Jokar +1 more
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Analysis and classification of companies on tehran stock exchange with incomplete information [PDF]
RAIRO - Operations Research, 2021 Due to uncertainty and large number of companies in financial market, it has become difficult to choose the right stock to investments. Identifying and classifying stocks using fundamental criteria help investors to better understand the risks involved in selecting companies and better manage their own capital, thereby rapidly and accurately choose ...
Alireza Komeili Birjandi +3 more
openaire +1 more source
The effect of financial ratios on systematic risk index [PDF]
, 2013 This paper investigates the relationship between financial ratios and indicator of systemic risk in the Tehran Stock Exchange. The study selects 73 manufacturing companies of the Tehran Stock Exchange market over the period 2003-2010.
Ali Faez, Babak Eslam
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