Bond and Stock Returns in a Simple Exchange Model

Bond and Stock Returns in a Simple Exchange Model

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A Simple Non-Stationary Model for Stock Returns

Interactions Of Returns and Volatilities Among Different Sizes Of Stocks: A Survey In Tehran Stock Exchange

Impact of Speculative Bubble on Stock Returns in Companies Listed on Tehran Stock Exchange

Recent studies show that individual investors tend to speculate on stock markets and hold shares with a lottery-like return. For this speculation of people have a significant impact on stock returns, individual investors must trade the same shares with the same time. The purpose of this study was to investigate the effect of the speculative bubble on the stock returns of companies in Iran. Foll...

Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model

The present research aims to evaluate impacts of crude oil price return index, Bloomberg Petroleum Index and Bloomberg energy index on stock market returns of 121 companies listed in Tehran stock exchange in a 10 years' period from early 2006 to April 2016. First, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. Subsequently, to check va...