Surveying effects of forward-backward P/E ratios on stock's return and fluctuation in Tehran's stock exchange
نویسندگان
چکیده
منابع مشابه
Assessing the Exchange Rate Fluctuation on Tehrans Stock Market Price: A GARCH Application
This paper empirically investigates the exchange rate effects of Iranian Rial against Dollar (Rial vs.US) on stock prices in Iran. The sample period for the study has been taken from March 20, 2004 to March 20, 2010 using daily nominal exchange rate of Rial /us and daily closing values of Tehran Stock Exchange. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model has been use...
متن کاملRelationship between quality of earning and abnormal stock return of companies accepted in Mumbai Stock Exchange
In this research, role of accruals in elaboration of quality of earning of the companies accepted in Mumbai Stock Exchange has been studied and relationship between quality of earning through accruals and its constituents and abnormal stock return has been studied. The studied sample includes 35 companies in group A of Mumbai Stock Exchange in 2009-2013.Fordata analysisandhypothesistesting mult...
متن کاملassessing the exchange rate fluctuation on tehrans stock market price: a garch application
this paper empirically investigates the exchange rate effects of iranian rial against dollar (rial vs.us) on stock prices in iran. the sample period for the study has been taken from march 20, 2004 to march 20, 2010 using daily nominal exchange rate of rial /us and daily closing values of tehran stock exchange. generalized autoregressive conditional heteroskedasticity (garch) model has been use...
متن کاملthe relationship between liquidity and stocks return in tehran stock exchange
based on the extent and depth of the market, several investment tools exist. one of the most fundamental issues in investment is assets liquidity, because some of the investors may need their investment financial resources immediately. also, liquidity degree of stocks greatly depends on the volume of trades in stock exchange. in this research, the relationship between stocks turnover rate as li...
متن کاملObserving Stock Market Fluctuation in Networks of Stocks
In this paper we study the structural variation of the network formed by connecting Standard & Poor’s 500 (S&P500) stocks whose closing prices (or price returns) are highly correlated. Specifically we consider S&P500 stocks that were traded from January 1, 2000 to December 31, 2004, and construct complex networks based on cross correlation between the time series of the closing prices (or price...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Management Science Letters
سال: 2012
ISSN: 1923-9335,1923-9343
DOI: 10.5267/j.msl.2012.04.014