Fundamental and technical analyses are two common methods for predicting the future behavior of the stock. Fundamental analysis focuses on the economic forces of supply and demand which cause stock prices change. On the other hand, technical analysis examines historical data relating to changes in the price and trading volume by using graphs and indicators as a primary tool to predict future pr...

In many emerging stock markets, price limits are imposed on the magnitude of daily price movements. Price limit advocates claim that such limits serve as "circuit breakers" and decrease stock price volatility. Critics argue that the limits cause supply and demand imbalances in trading. Consequently, they prevent immediate corrections in price and increase the volatility of the opening return on...

True spreads are not directly observable and represent the continuous demand and supply schedule for stock liquidity by heterogeneously informed market participants. Observed spreads are true spreads quantized by minimum market tick size. A regression model of true spreads is developed using spread data from a pure limit order electronic exchange. True spreads are modelled as a continuous posit...

We test the hypothesis that investment constraints in delegated portfolio management may distort demand for stocks, leading to price underreaction to news and stock return predictability. We find that institutions tend not to buy more of a stock with good news that they already overweight; they are reluctant to sell a stock with bad news that they already underweight. Stocks with good news over...

How the investors react to the received information plays a crucial role in determining the return of stock exchange market. Supply and demand based upon incorrect decisions lead to the price deviation of inherent values. This paper aims to study the impact of salience phenomenon on disproportionate pricing and investor overreaction in the corporates in Tehran stock exchange. Research methodolo...

This paper deals with the problem of determining the optimal selling price and order quantity simultaneously under EOQ model for deteriorating items. It is assumed that the demand rate depends not only on the on-display stock level but also the selling price per unit, as well as the amount of shelf/display space is limited. We formulate two types of mathematical models to manifest the extended ...

Prior research has shown that information security breaches are beneficial to the stock price of information security firms, around the time that these security breaches are announced. We, however, show that the overall trend in the market value of information security firms has actually been stagnating, despite an increasing number of security threats that exploit vulnerabilities in informatio...

In the classical inventory it is assumed that all the costs associated with the inventory system remains constant over time. Since most decision makers think that the inflation does not have significant influence on the inventory policy and most of the inventory models developed so far does not include inflation and time value of money as parameters of the system. But due to large scale of infl...

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...