Search
Now showing items 1-10 of 43
Relationship between Oil Price Fluctuations and Stock Price Index in Iran
The present study aims to investigate the impact of oil price fluctuations and a set of other macroeconomic variables on stock price index using structural vector auto regression models, impulse response function, and variance decomposition during...
Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique
-
parametricsplinestechniqueforpredictingstockpriceinthisstudy.TheMARSmodelasa
nonparametricmethodisanadaptivemethodforregressionanditfitsforproblemswith
highdimensionsandseveralvariables.semi-parametricsplinestechniquewasusedinthis
study.Smoothingsplinesisanonparametricregressionmethod.Inthisstudy,weused40
variab...
Forecasting Stock Price Using Artificial Neural Networks: A Multi-Layer Perception Model- Iranian Evidence
% Alpha, 2% Etta and Windows Neural Network
(WNN) software. The input variables of the network include net assets, P/E ratio, dividend per share
(DPS), earning per share (EPS), amount of stock transactions, and stock price network output of...
The effect of Islamic sacred months on stock prices in Iran and Iraq Stock Exchanges
The present study aims to examine the effects of the Islamic sacred months, namely, Muḥarram, Rajab, Dhu al-Qaʿdah and Dhu al-Ḥijjah, on stock prices on the Iran and Iraq Stock Exchanges.
Design/methodology/approach- Using the infrastructure...
Earnings Management Effect In Different Market Cycles
This study examines the association between stock prices and discretionary accruals in different stock market cycles and presents evidence about the discrepancy in prior research that investors were able to identify earnings management in some cases...
A Study of Mental Accounting in Sanction Conditions in Iran
Share price is one of the most important data used in economic analysis by decision makers. By comparing the share price of 141 companies before the recent imposed sanctions on Iran (in February 2012) with the share price ...
Relationship between Financial Ratios and Stock Prices for the Food Industry Firms in Stock Exchange of Iran
Food stocks in the stock market is one of the serious debate in the industry is considered. The main
subject of the relationship between financial ratios and stock prices of companies listed on the Stock Exchange of food. The data from...
The relationship between Ownership Structure and Stock Price Volatility with Dividend in Listed Firms of TehranStock Exchange
issues. This study investigates the impact of ownership structure and stock price volatility on payout ratio in listed Firms of Tehran Stock Exchange. In this context, multiple linear regressionswere used. The findings of studying 113 Companies during...