نتایج جستجو برای: Tehran Exchange Market

تعداد نتایج: 383186  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...

Today, export-oriented companies are very important. These companies need a lot of investment to expand their activities, which is one of the best ways to finance the stock market and since market return is one of the factors influencing people's decisions to direct their capital to this market return. Therefore, the analysis of factors affecting this market return is importants and hence the m...

Journal: :تحقیقات مالی 0
غلامرضا اسلامی بیدگلی دانشگاه تهران حسن قالیباف اصل دانشگاه الزهراء عبدالله عالیشوندی دانشکده علوم اقتصادی

according to stock price excessive volatility in tehran stock exchange, the price limit mechanism is utilized in order to making the price fluctuation narrow and based on the specific periods, the price limit has encountered some variations which price limit has been determined by try and error within these periods and in a short stage of time many modifications existed through the applications...

Journal: :international journal of finance, accounting and economics studies 0

since the 1970s, services marketing has grown into a major sub discipline of marketing. it is constantly claimed – but is refuted in the article – that services are now the dominant economic activity in developed countries and keeps growing while the two traditional goods sectors, manufacturing and agriculture, are declining. in today's competitive world, having expertise, knowledge and ma...

Journal: :journal of optimization in industrial engineering 2011
sadigh raissi mohammad reza zakkizade

in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

The purpose of this study is to compare the impacts of momentum on stock returns of companies listed in Tehran Stock Exchange in different market conditions. For this purpose, the sample size is 120 months from 2008 to 2017. The research hypotheses are estimated using multivariate linear regression using time series method. Based on the results of the hypotheses test, the momentum in each of th...

Since the 1970s, services marketing has grown into a major sub discipline of marketing. It is constantly claimed – but is refuted in the article – that services are now the dominant economic activity in developed countries and keeps growing while the two traditional goods sectors, manufacturing and agriculture, are declining. In today's competitive world, having expertise, knowledge and marketi...

We have introduced an early warning system for volatility regimes regarding Tehran Stock Exchange using Markov Switching GARCH approach. We have examined whether Tehran Stock Market has calmed down or more specifically, whether the surge in volatility during 2007-2010 global financial crises still affects stock return volatility in Iran.  Doing so, we have used a regime switching GARCH model.  ...

  This paper investigates the relationship between real exchange rate uncertainty and stock price index in Tehran stock exchange for the period of 1995-2009 by using monthly data and applying Bivariate Generalized Autoregressive Conditional Heteroskedasticity model (Bivariate GARCH). The results show that there is a negative and significant relationship between real exchange rate uncertainty an...

In this study, the relationship between structure of democracy and dictatorship firms, structure of non-competitive market and abnormal returns is assessed. For this purpose, we evaluate relationship the main criteria of the democracy structure in research literature on Iran's financial market- institution investors- and product market competition with abnormal return. It uses data that extract...

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