Financing decisions is one of the important areas in financial management to increase shareholder’s wealth. To determine how managers achieve this object, it can say performance measurement of company. In this paper we have studied the issue of whether the capital-structure decision impacts firms’ performance. For this reason, we used 3 definition of capital structure in scope of book value to ...

Classical statistical models can solve the problem of portfolio optimization and can determine the efficient frontier of investment when there are few investable assets and constraints. But these models cannot easily solve optimization problems when we consider real-world constraints. Therefore, data mining techniques such as evolutionary algorithms are important in portfolio optimization. The ...

The stock market has an important role in growth and development of countries. Network analysis is one of the latest method in analyzing the stock market. In quantitative science literature, It is a new concept for a macro view to whole market. Therefore, this research analyzes the interpersonal relationships’ network in the Tehran Stock Exchange (TSE). From the type of data collected and analy...

In this research, a novel approach is developed to predict stocks return and risks. In this three stage method, through a comprehensive investigation all possible features which can be effective on stocks risk and return are identified. Then, in the next stage risk and return are predicted by applying data mining techniques for the given features. Finally, we develop a hybrid algorithm, on the ...

this research applies and compares the market leverage lally method, ibbotson and sinquefield method and siegel method, to present alternative measures for market risk premium (mrp) estimation and test forecasting power of these methods in calculating expected rate of return. the higher level of leverage implies greater risk of investment in a specified stock, so higher return is expected by in...

Financial ratios provide useful quantitative financial information about company performance. Most of the economical, industrial, financial or political decision problems are multi-criteria. The application of multi criteria decision making methods significantly improves the robustness of financial analysis and business decisions in general. In this study, based on six wellknown financial perfo...

The present study aims to investigate the effects of mandatory requirements audit firm rotation on earnings management among companies listed Tehran Stock Exchange (TSE). population consists 1030 observations and 103 TSE during years 2003–2012; moreover, statistical technique used test hypotheses is panel data pooled data. results showed that rule increased accruals-based (AEM) significantly. I...

This study explores the relationship between audit committee characteristics and accounting information quality by justifying role of internal environment political connections under theocracy state Iran with syncretic politics. Using panel data 558 firms from Tehran Stock Exchange (TSE) for 2011–2016, we rank using Technique Order Preference Similarity to Ideal Solution (TOPSIS) entropy method...