Investigating the Relationship between Systematic Risk and Stock Returns in Tehran Stock Exchange (From 1387 to 1392) Using the Capital Asset Pricing Model (CAPM) [PDF]
سیاستگذاری پیشرفت اقتصادی, 2014 One of the most important issues in the capital market is assessing the risk level of companies, especially “systemic risk” that can affect stock returns, and therefore plays a significant role in decision-making.
Mohsen Mehrara +2 more
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Stockholder overreaction and mean reversion: Evidence from Tehran Stock Exchange [PDF]
, 2014 In this paper, we address the stockholder overreaction and mean reversion in specified major industry groups in Tehran Stock Exchange (TSE). This paper investigates this issue with panel data analysis and with particular attention to the Box-Jenkins ...
Amin Shakourloo +1 more
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Investigating the relationship between financial distress and investment efficiency of companies listed on the Tehran Stock Exchange [PDF]
Accounting, 2015 The present study is aimed at investigating the relationship between financial distress and investment efficiency of companies listed in the Tehran Stock Exchange (with emphasis on the role of ownership type).
Mehdi Vosoughi +2 more
doaj +1 more source
BEHAVIORAL FINANCE- EVIDENCE FROM TEHRAN STOCK EXCHANGE
International Journal of Research -GRANTHAALAYAH, 2016 A capital market is a vast and controversial issue in financial matters and especially behavioural finance. Indeed, behavioural finance is aim to survived the influence of the psychological variables on financial markets transformation. It should be noted that financial investors may have different level of rational behaviour, which leads to different ...
Mojtaba Mortezaee +2 more
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An analysis of determinants of going concern audit opinion: Evidence from Tehran Stock Exchange [PDF]
, 2013 This paper presents an empirical investigation to find out important factors influencing exchange authorities for keeping firms on Tehran Stock Exchange. The proposed study uses logistic regression technique to study the effects of five factors including
Azita Jahanshad +2 more
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Predicting the price index of Tehran Stock Exchange [PDF]
HOLOS, 2017 Today, pursuant to development of science and emerging of modern managerial techniques in economics and financial markets, one can hope to achieve more profits by small capitals but appropriate and timely decision making. Inter alia, stock exchange is one of the most prominent markets in which management of capital and decision-making method are ...
H. Abdollahzade, A. Safari
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Identification and classification of open book accounting dimensions by considering inter-organizational cost management: A case study of petrochemical companies listed in Tehran Stock Exchange [PDF]
, 2014 This study aims to identify and to classify Open book accounting (OBA) dimensions according to inter-organizational cost management (IOCM) in petrochemical companies listed in Tehran Stock Exchange.
Iman Jokar, Leila Sadeghi
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Examination of Weekend Effect and Caparison of Individual and Legal Investor's Behavior During 1381-85 in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2010 In this article using Autoregressive (AR), Autoregressive conditional heteroskedasticity (ARCH), Generalized autoregressive conditional heteroskedasticity (GARCH) Models we assess the weekend effect and also compare the trading patterns of individual and
Gholam Reza Eslami Bidgoli +1 more
doaj
Level Crossing Analysis of the Stock Markets
, 2006 We investigate the average frequency of positive slope $\nu_{\alpha}^{+}$, crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly required.
Bahraminasab A Movahed M S Nassiri S D Masoudi A A +21 more
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Return Predictability of Stock Price Index in Tehran Stock Exchange [PDF]
International Letters of Social and Humanistic Sciences, 2013 The question of whether asset price changes are predictable has long been the subject of many studies. Many studies, using historical returns based on random walk tests, have shown that stock return is not predictable. We study return predictability of the Tehran Exchange Price Index (TEPIX) based on monthly data from 2000 to 2011.
openaire +2 more sources