market crash is a phenomenon which occurs in stock markets occasionally and leads to loss of the investors’ wealth and assets in a relatively short period of time. therefore, attempts for prediction of this phenomenon are of much importance for the investors, financial institutions and government. to this date, numerous and varied studies have been carried out for predicting and modeling  stock...

The purpose of this research is predicting the stock prices using the Particle Swarm Optimization Algorithm and Box-Jenkins method. In this way, the information of 165 corporations is collected from 2001 to 2016. Then, this research considers price to earnings per share and earnings per share as main variables. The relevant regression equation was created using two variables of earnings per sha...

In this paper, the effects of oil and gold prices on stock market index are investigated. We use a cointegrated vector autoregressive Markov-switching model to examine the nonlinear properties of these three variables during the period of January 2003 - December 2014. The Markov-switching vector-equilibrium-correction model with three regimes representing "deep recession", "mild recession" and ...

the focal objective of this study is to analyze and explore the co-movement of pakistan stock market (kse-100) with the stock market of developed countries (us, uk, canada, australia, germany, japan, france and neither land) which have portfolio investment in pakistan by applying co-integration approach using johansen and juselius multivariate and bi variate co-integration. secondary data of st...

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 check va...

Stock price crash risk is a phenomenon in which stock prices are subject to severe negative and sudden adjustments. So far, different approaches have been proposed to model and predict  the  stock price crash risk, which in most cases have been the main emphasis on the factors affecting it, and often traditional methods have been used for prediction. On the other hand, using  Meta Heuristic Alg...

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...

Joint-stock cooperative company is not recognized in Commercial Code of Iran and the amendment bill of the Commercial Code adopted in 1968. This business entity has a unique description because of both being cooperative and having joint stock. It is a joint-stock company that is chartered based on Commercial Code of Iran, amendment bill of the Commercial Code adopted in 1968, and Principle 44 o...