ranking of companies listed on the exchange represent their status and considered a criterion for investment. also, it increases market's competition, development and efficiency. in this study, the fifty superior companies listed in tehran stock exchange were ranked based on financial ratios (liquidity, operational, leverage and profitability) using fahp- ftopsis hybrid approach during the...

information is the most valuable property in stock exchange market in such a way that the more investors are informed, the better they can succeed in the market. sometimes, in such circumstances, because of a great gap between the management and the ownership in the big public companies, administrators of these companies find themseleves in a better informational situation in comparison with th...

this paper investigates empirically the effect of volatility of the exchange rate of the u.s. dollar vis-à-vis the euro on u.s. stock market volatility while controlling for a number of drivers of stock return volatility. using a garch(1, 1) model and using weekly data covering the period from the week of january 1, 1999 through the week of january 25, 2010, it is found that the 9/11 terrorist ...

Investors and other contributors to stock exchange need a variety of tools, measures, and information in order to make decisions. One of the most common tools and criteria of decision makers is price-to earnings per share ratio. As a result, investors are in pursuit of ways to have a better assessment and forecast of price and dividends and get the highest returns on their investment. Previous ...

This paper presents a method for a short-term stock index prediction. The source data comes from the German Stock Exchange (being the target market) and two other markets (Tokyo Stock Exchange and New York Stock Exchange) together with EUR/USD and USD/JPY exchange rates. Neural networks supported by a genetic algorithm (GA) are used as the prediction engine. Except for promising numerical resul...

This paper analyzes the stability of the exchange rate in an economy with noise traders. Noise trading is restricted to agents investing in the domestic stock market. The agents pricing foreign exchange hold rational expectations. Monetary policy is affected by the behavior of investors in the domestic stock market and in turn affects fundamental stock evaluations as well as noise trading. We s...

Stock market represents an essential part of the economy in the Middle East, it is significant for shareholders and investors to estimate the stock price and select the best trading opportunity accurately in advance. This paper utilizes artificial neural network in the modeling of stock market exchange prices. The network was trained using supervised learning. Simulation was conducted for seven...