The Study Of The Effect Of The Modified Auditor’s Opinion On The Debt Structure And Excess Stock Returns Of The Companies Admitted To the Tehran Stock Exchange [PDF]
مطالعات تجربی حسابداری مالی, 2018 Investors need reliable information for decision making in order to make optimal economic decisions. This research investigates the effect of the modified auditor's opinion on the debt structure and excess stock returns of the companies admitted to the ...
Seyed Kazem Ebrahimi +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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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
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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Stock market liquidity and firm dividend policy: Evidence from Tehran Stock Exchange [PDF]
, 2014 In this study, we examined the relationship between the dividend policy and shares liquidity under different criteria on 80 selected firms listed on Tehran Stock Exchange over the period 2007-2011.
Hassan Ghodrati, Seyed Reza Ghazi Fini
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An application of Markowitz theorem on Tehran Stock Exchange [PDF]
, 2014 During the past 65 years, there have been tremendous efforts on portfolio selection problem. The standard Markowitz mean–variance model to portfolio selection includes tracing out an efficient frontier, a continuous curve demonstrating the tradeoff ...
Hassan Ghodrati, Mohammad Abbasi
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Application of Multifractal Measures to Tehran Price Index
, 2004 We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis ($R/S$), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and generalized Hurst ...
Barabasi +23 more
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Review of Research Works Done in Finance (4) [PDF]
تحقیقات مالی, 1995 In this section of the Journal, a summary of theses Completed at the M.B.A Level is presented. The title of these are: 1- The effect of financing methods on the stock price on the Tehran stock Exchange by MOHAMMAD RAHMANI 2- The effect of money supply on
محمد صادقی
doaj
The effects of spread on abnormal return: Evidence from Tehran Stock Exchange [PDF]
Management Science Letters, 2015 Spread plays essential role on market liquidity on any stock market. A high gap between bid and ask price may reduce the likelihood of trading activities while a small gap between bid and ask increases the chance of trade execution.
Samira Vafaee , Roya Darabi
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