نتایج جستجو برای: sorted equity indices in tehran stock exchange tse although daily return of large stocks leads small stocks lead
تعداد نتایج: 24524080 فیلتر نتایج به سال:
this research analyze the resource and structure of cross-autocorrelation in returns and volatility of stocks that listed in the tehran stock exchange during the period farvardin 1382–eisfand 1386, with employing the garch model. at the first, the results show that, in down(bear) market, return on high trading volume portfolio lead return on low trading volume portfolio, when controlled for fir...
this paper investigates the effect of formal information and rumors on the real buyers’ choice in tehran stock exchange. following this study, the question is what kind of information has an effect on buyers’ choice of shares? the purpose of this study is to identify information affecting buyers selected stocks, in order to offer some solutions to enhance stock exchange performance. in this stu...
to explore the idea the investingation proposed, aimed at finding whether the performances of the population of iranians students studying english in an efl context are consistent in l1 and l2 writing taks and whether there is a cross-linguistic transfer in this respect. in this regard the subjects were instructed to write four compositions-two in english and two in farsi-which consisted of an ...
بررسی تطبیقی بازده حاصل از کاربرد تحلیل های تکنیکال و روش خرید و نگهداری در بورس اوراق بهادار تهران چکیده در این پژوهش بازدهی حاصل از روش های تجزیه و تحلیل تکنیکی و روش خرید و نگهداری در فرض قابل پیش بینی بودن قیمت ها و عدم وجود شکل ضعیف فرضیه بازار کارا که توسط فاما در سال 791 مطرح گردیده است ، فعالیت میکند . در این مطالعه چهار روش از پر کاربردترین و معتبر ترین روش های تحلیل تکنیکی مورد بر...
The mean, co-variability, and predictability of the return of different classes of financial assets challenge the rational economic model for an explanation. The unconditional mean aggregate equity premium is almost seven percent per year and remains high after adjusting downwards the sample mean premium by introducing prior beliefs about the stationarity of the price-dividend ratio and the (no...
Active investment manager portfolios and preferences for stock characteristics: Australian evidence*
This paper investigates the stock characteristic preferences of active Australian equity managers. We examine the following characteristics: stock price variance, momentum, size, transaction costs, earnings yield, analyst coverage and the standard deviation of analyst forecasts. In aggregate we find that active managers exhibit preferences for stocks exhibiting high price variance, large market...
this paper investigates asset growth pricing in firm-level cross section stock return in tehran stock exchange for the period from 1379 to 1389. in order to test cross section stock return predictability by the firm's asset growth, the relation between asset growth rate and subsequent stock return is examined in a sample of 280 firms using portfolio analysis approach and fama-macbeth (1973...
Using the Chinese stock market data as sample, this paper investigates the impact of investor sentiment on the assets valuation. In order to classify stocks objectively, our sample stocks are sorted by double indicators (B/M and PE). In the portfolio, we find stocks with low B/M and high PE are sensitive to investor sentiment, which are considered to be costly to arbitrage. Investor sentiment h...
This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the Eurozone. According to our results, the gas market does not play a role for the pricing of Eurozone energy stocks. However, changes in the Euro to U.S. Dollar exchange rate as well as developments at the money and especially at the oil market strongly affect returns of the energy...
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