study of the changes in the stock price in tehran stock exchange is of great importance. this is because of its application in forecasting the stock price in the stock exchange. the aim of this article is to investigate the forces and mechanisms that cause the dramatic changes in stock price and the formation of chaotic trend. to test whether the chaotic trend in the tehran stock exchange exist...

abstract the current study aims to investigate the relationship between iran’s targeted subsidies plan and the stock returns of listed companies on the tehran stock exchange (tse). stock returns is obtained from the indices of three industries: pharmaceuticals, chemicals, and machinery and equipment. moreover, the present research uses gold price and dollar price as control variables. the targe...

This paper examines the effects of selected macroeconomic variables on the stock market index in Iran. Using quarterly data, we examine the relationships between the Tehran Stock Index (TSI) and five macroeconomic variables which consist of gross domestic product, nominal effective exchange rate, money supply, gold coin price and investment in housing sector from 1996:1 to 2008:1.Various e...

the jamor purpose of the present research is to predict the total stock market index of tehran stock exchange, using a combined method of wavelet transforms, fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.to do so, first the prediction was made by neural network, then a series of price index was decomposed by w...

The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series  predicted by using...

the present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using decision making trial and evaluation laboratory (dematel) technique as well as using logit regression in order to predict the credit risk of listed banks. the population of the study consists of the legal clients of the bank (ansar bank, bank saderat iran, bank m...

in this article using autoregressive (ar), autoregressive conditional heteroskedasticity (arch), generalized autoregressive conditional heteroskedasticity (garch) models we assess the weekend effect and also compare the trading patterns of individual and legal investors during 1381-1385 in tehran stock exchange. our findings suggest that weekend effect exists in tehran stock exchanges which are...