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...

generally, high oil prices slow economic growth, cause inflationary pressures and creates global imbalances. in addition, oil price volatility increase uncertainty and restrain the much-needed investment in the capital market. thus, this paper applies the augmented dickey fuller and johansen co-integration tests in which the effect of oil price volatility, crude oil price and stock price is ana...

stock selection method in stock exchange is an important issue for investors in such markets. investors will gain benefits more than market average provided that they make logical decisions while selecting stocks. the issue of stock selection in markets like tehran stock exchange (that are not so efficient) is requires more attention of the investors as there is not a suitable equilibrium betwe...

In this paper, we develop an economic production quantity (EPQ) model under machine breakdown and two types of repair (corrective and preventive). also, study the simultaneous effect of holding safety stock and purchasing policy. In order to avoid shortages occurring as a result of the random repair time, in addition to keep safety stock, we suppose that the manufacturer could purchase some qua...

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...

this study seek to examine performance of feltham - ohlsen (1995)valuation model at the tehran stock exchange and is trying to identify relation between intrinsic company value and return. this model is trying to determine the intrinsic value of company using their book value. statistical community of this study includes all tse accepted companies and statistical sample is including 37 tse acce...

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 com...

For many investors, it is important to predict the future trend of abnormal stock returns. Thus, in this research, the abnormal stock returns of the listed companies in Tehran Stock Exchange were tested since 2008- 2017 using three hypotheses. The first and second hypotheses examined the non-linearity and non-randomness of the abnormal stock returns ′ trend around the release date of annual fin...