in this research, role of accruals in elaboration of quality of earning of the companies accepted in mumbai stock exchange has been studied and relationship between quality of earning through accruals and its constituents and abnormal stock return has been studied. the studied sample includes 35 companies in group a of mumbai stock exchange in 2009-2013.fordata analysisandhypothesistesting mult...

In this research, role of accruals in elaboration of quality of earning of the companies accepted in Mumbai Stock Exchange has been studied and relationship between quality of earning through accruals and its constituents and abnormal stock return has been studied. The studied sample includes 35 companies in group A of Mumbai Stock Exchange in 2009-2013.Fordata analysisandhypothesistesting mult...

The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output, an...

In this paper, the impact of five recent terrorist attacks on equities listed on the Singapore Stock Exchange is examined. We analyse how these events affect the different sectors in Singapore, using the Global Industry Classification Standard. Employing a variety of parametric and non-parametric tests, the relationship between stock returns for equities listed in these sectors and terrorist at...

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...

The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...

â â â  â â â â â  the main purpose of present study is to analyze the relationship between stock and exchange markets in two asian countries, iran and south korea. a monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. the data is collected from the central bank of each country and wdi. the calculated stock return and real exchange rate change are u...

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...