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 application of technical analysis in selecting common stocks by mr. hasan amiri . 2- determination of factors influencing the capital struture of corporations listed in tehran stock exchange. by mr. omid pourheidari. 3- the adequacy of the stock price index of tehran sto...

The prediction of a stock market direction may serve as an early recommendation system for short-term investors and as an early financial distress warning system for long-term shareholders. In this paper, we propose an empirical study on the Korean and Hong Kong stock market with an integrated machine learning framework that employs Principal Component Analysis (PCA) and Support Vector Machine ...

This paper examines the correlation between the relative financial strength of public firms and their stock price performance. By using financial information obtained from the firms’ publicly available financial statement as inputs and outputs in Data Envelopment Analysis (CCR model), a relative financial strength of a firm is determined relative to other competing firms operating in the same m...

For decades, humans have been consuming large quantities of oil, coal and natural gas. Consequently, people must now take responsibility for having participated in productive activities that have caused the emissions of greenhouse gas (GHG) which has damaged the environment and caused problems associated with abnormal weather. Previous studies investigated the relationships between energy and c...

With the expansion of stock market, investors and capital are increasing step by step, which makes the stock market an increasing impact on the macro-economy. In order to reveal the effect of macro factors on the specified industry’s stock price, a new nonlinear regression model is established with Eviews6.0 software in the paper. We take macro variables as samples which are based on interest r...

Following our previous investigation of the USA Standard and Poor index anti-bubble that started in August 2000, we analyze thirty eight world stock market indices and identify 21 anti-bubble. An “anti-bubble” is defined as a self-fulfilling decreasing price created by positive price-to-price feedbacks feeding overall pessimism and negative market sentiment further strengthened by inter-persona...