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...

in this article the weak form of efficient market hypothesis, was tasted by using prices of common stocks listed in the tehran stock exchange. the study used weekly prices of fifty common stocks between september 1989 and june 1993 . the sample consisted of those stocks which were most active on the tehran stuck exchange over the study period. the results showed that stock price changes were no...

The present study aims to investigate the association between political connections and related-party transactions for the firms listed on the Tehran Stock Exchange (TSE). Sample includes the 485 firm-year observations from companies listed on the Tehran Stock Exchange during the years 2013 to 2017 and research hypothesis was tested using multivariate regression model based on panel data.We fin...

The purpose of this paper is to investigate empirically the existence of interindustry differences in the capital structure and product market competition of corporations listed in Tehran Stock Exchange. We study an balanced panel dataset of 603 firm-year observations in 8 industries from 2001 to 2009. The technique used for this is one way analysis of variance. Employing this parametric method...

The aim of this study is to investigate a behavioral approach by anchoring bias as a criterion to explain 52-week-high strategy and trough this we can find an explain for momentum strategy at uncertainty situation, to the companies listed on the Tehran Stock Exchange. The information uncertainty criteria include the book value to market value (BV / MV), company age (Age), the size of the entity...

the present research aims to evaluate impacts of crude oil price return index, bloomberg petroleum index and bloomberg energy index on stock market returns of 121 companies listed in tehran stock exchange in a 10 years' period from early 2006 to april 2016. first, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. subsequently, to che...

In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...