this research aims to explain the growth and value stocks anomaly by the relationship between accounting ratios and skewness of stock return distribution. then, the data of 89 companies listed in the tehran stock exchange are collected and analyzed for 2009 to 2013. furthermore, the fixed effect panel data method is used to examine the hypothesis. the results show that there is a negative and s...

this paper investigates empirically the effect of volatility of the exchange rate of the u.s. dollar vis-à-vis the euro on u.s. stock market volatility while controlling for a number of drivers of stock return volatility. using a garch(1, 1) model and using weekly data covering the period from the week of january 1, 1999 through the week of january 25, 2010, it is found that the 9/11 terrorist ...

Stock market is affected by news and information. If the stock market is not efficient, the reaction of stock price to news and information will place the stock market in overreaction and under-reaction states. Many models have been already presented by using different tools and techniques to forecast the stock market behavior. In this study, the reaction of stock price in the stock market was ...

the successful key of trading in the forex market is the selection of correct exchange in proper time based on an exact prediction of future exchange rate. foreign exchange rates are affected by many correlated economic, political and even psychological factors. therefore, in order to achieve a profitable trade these factors should be considered. the application of intelligent techniques for fo...

us 2008 financial crisis, spreaded out across the international stock markets in the second half of the year 2008. the crisis decreased the returns and increased the volatilities of almost all of the stock indices, however, its effects on iran’s stock markets were unexplored. financial limitations create an exclusive situation in iran’s stock market. using weekly data on the stock indices from ...

in today's competitive world, establishıng a proper system of evaluating firms performance is essential. the purpose of this study is to evaluate the financial performance of pharmaceutical, basic metals and automotive parts companies using a new method. the fuzzy ahp is used for weighting the performance evaluation measures and fuzzy topsis and fuzzy vikor is also used to rank the compani...

this study examined the relationship between market monitoring cost consist the business disclosure index, the index of perception of corruption, rule of law and regulations quality, and also pointed out the technology index and exercise price limit rules that are in stock. in this research the relationship between the above indicators to price limit rules applied during the period 2005-2010 in...

Dividend Policy is one of the most important financial decisions that managers encounter. This study contributes to the literature of dividend and empirical research investigating the effects of dynamic factors in Tehran Stock Exchange. Based on some criteria, the study contains 133 listed firms over a 10-year period from 2001 to 2010. To test the research hypotheses, this study uses Fixed Effe...