Measuring Information Systems (IS) value has been constantly attracting much attention and debate within the IS research community. Since information systems effects are often difficult to quantify, traditional payoff evaluation methods often yield conflicting results. In this paper we suggest that some information systems can be evaluated on the basis of their effect on stock return volatility...

the aim of this paper is how to predict stock return by using accounting ratios and also by using the procedure of neural network. this paper has considered the prediction of stock return by using accounting ratios with two procedures, the artificial neural network and least square regression. the independent variables in this paper are accounting ratios and dependent variable of stock return, ...

the purpose of this study is to investigate the relationship between free cash flows and stock return considering managers' myopia. two hypotheses have been designed and tested, selecting 96 firms from accepted companies in the tehran stock exchange for six-year period from 2005 to 2010 and using stock return for three years ahead (to 2012). the results show that free cash flows are negati...

this paper investigates the nature of volatility characteristics of stock returns in the bangladesh stock markets employing daily all share price index return data of dhaka stock exchange (dse) and chittagong stock exchange (cse) from 02 january 1993 to 27 january 2013 and 01 january 2004 to 20 august 2015 respectively.  furthermore, the study explores the adequate volatility model for the stoc...

This paper evaluates the predictability of monthly stock return using out-of-sample (multi-step ahead and dynamic) prediction intervals. Past studies have exclusively used point forecasts, which are of limited value since they carry no information about the intrinsic predictive uncertainty associated. We compare empirical performances of alternative prediction intervals for stock return generat...

in this paper we examine the effect of the oil volatility, consumer price index (cpi) and industrial production on the stock market return in tehran stock exchange (tse). we used seasonal data in period 1378-1390 and auto regressive distributed method (ardl) for the short-term and long-term relationship between the variables. as results of research indicate, we find that there is positive short...

the purpose of this study is to concentrate on the investigation of days-of-week effect on tehran stock exchange and its comparison with other emerging markets. using classical linear regression (clr) as well as autoregressive conditional heteroskedasticity (arch) models it in indicated has indicated that there is significantly positive total return on saturdays and significantly negative total...