The time-scale interactions between stock price and exchange rate volatility in Tehran stock exchange
R Khochiany - Financial Management Strategy, 2018 - jfm.alzahra.ac.ir
The purpose of this study was to investigate the relationship between Tehran stock
exchange price index and exchange rate changes using the time-scale approach. This study …
exchange price index and exchange rate changes using the time-scale approach. This study …
[PDF][PDF] The Effect of the Mispricing on Stock Returns: An Application of the Five-Factor Model
HA Samani, A Farhadian, Z Faramarzi - Journal of Financial …, 2020 - jfmp.sbu.ac.ir
In the present study, using APARCH and FIGARCH models, bitcoin volatility behavior has
been analyzed, and the results indicate that bitcoin volatility behavior is similar to Fara …
been analyzed, and the results indicate that bitcoin volatility behavior is similar to Fara …
Capital Assets Pricing Model with Fuzzy Return
L Vahabi, A Soroushyar - Financial Management Perspective, 2018 - jfmp.sbu.ac.ir
During the last decades several models have provided for predicting stock returns. The
Capital Asset Pricing Model (CAPM), has attracted much attention, but also raised to it a lot …
Capital Asset Pricing Model (CAPM), has attracted much attention, but also raised to it a lot …
مدل قیمت‌گذاری داراییهای سرمایهای با بازده فازی
وهابی, سروش یار - چشم انداز مدیریت مالی, 2018 - scj.sbu.ac.ir
در چند دهه اخیر مدلهای مختلفی در‌خصوص پیشبینی بازده سهام ارائه شده است. در‌این‌میان، مدل
قیمت‌گذاری داراییهای سرمایهای (CAPM) موردتوجه بسیار قرار گرفت، اما انتقادهای بسیاری نیز به …
قیمت‌گذاری داراییهای سرمایهای (CAPM) موردتوجه بسیار قرار گرفت، اما انتقادهای بسیاری نیز به …
[PDF][PDF] State's regulatory role in implied equity duration of Tehran Stock Exchange
A Namaki, P Shabanpourfard, R Saadi - Journal of Financial Management …, 2021 - sid.ir
Implied equity duration has been developed in recent years as a risk measure in capital
asset pricing models to explain expected returns. Empirical studies indicate a downwards …
asset pricing models to explain expected returns. Empirical studies indicate a downwards …
[引用][C] بررسي ارتباط بين کيفيت اقلام تعهدي و ريسک غير سيستماتيک
طالب نيا قدرت اله, احمدي سيدمحسن, بيات مرتضي - پژوهش هاي حسابداري مالي