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Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory
Published 2024-03-01Subjects: Get full text
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22
The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints
Published 2024-03-01“…The outcomes of this research carry relevance for the Tehran Stock Exchange, investment firms, and brokerage companies. …”
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23
A Robust Multiobjective Mathematical Model Optimizing Stock Portfolio
Published 2022-01-01“…The data extracted from the site of the Tehran Stock Exchange are as follows. These data are related to twenty shares from July 2020 to July 2021. …”
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24
Implementation the combined approach of path analysis and fuzzy DEMATEL for the analysis of BPM factors
Published 2025-02-01“…The statistical population of this research regarding the examination and extraction of the final factors affecting the implementation of the BPM system, the opinions of all the employees of the brokerage companies under the supervision of the Tehran Stock Exchange Organization, is approximately 400 people. …”
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25
Relation of Credit Rating, Litigation Risk and Audit Opinion Modification
Published 2023-11-01“…Purpose: The main objective of the present research is to identify the relationship between credit rating, litigation risks, and audit opinion modification on the companies listed on the Tehran Stock Exchange (TSE).Methodology: The statistical sample of this study includes 158 companies accepted on the Tehran Stock Exchange, which were reviewed from 2017 to 2021. …”
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26
Developing a hybrid model for comparative analysis of financial data clustering algorithms
Published 2023-09-01“…The statistical population of the research includes 403 companies listed on the Tehran Stock Exchange in 2019, whose performance has been evaluated based on four financial criteria.Findings: After clustering the surveyed companies by five clustering algorithms, namely K-means, EM, COBWEB, density-based algorithm and ward method, seven indicators RS, DB, Dun, SD, Purity, Entropy and Time were used to evaluate the algorithms. …”
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27
Ownership, Corporate Governance, and Bank Performance in Iran
Published 2022-01-01“…This paper uses the structural equation modeling method to investigate the effect of ownership structure and corporate governance on listed banks’ performance in the Tehran Stock Exchange from 2011 to 2017. Based on the results, ownership structure dimensions have a relatively insignificant impact on corporate governance. …”
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28
Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR)
Published 2024-03-01“…The cointegration between high and low prices of indices implies limited arbitrage opportunities for the investors and traders in the Tehran Stock Exchange and Iran Fara Bourse Co. Furthermore, the efficiency of these markets is shown to be unstable across indices. …”
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29
Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach
Published 2024-06-01“…Methods The data used in this study comprises the monthly returns of 181 companies listed on the Tehran Stock Exchange. These returns were gathered from a statistical population of 338 members utilizing Morgan's table and Cochran’s formula. …”
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30
Data Envelopment Analysis and Efficiency of Firms: A Goal Programming Approach
Published 2020-05-01“…Purpose: Using the data envelopment analysis method to determine the most efficient companies on the Tehran Stock Exchange. Methodology: In this study, three industries- banking, petrochemical, and pharmaceutical- were studied to determine efficient companies. …”
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31
Overall Efficiency of Four-Stage Structure with Undesirable Outputs: A New SBM Network DEA Model
Published 2022-01-01“…The proposed model was employed to benchmark cement factories listed on the Tehran Stock Exchange.…”
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32
The Effect of Stock Liquidity on Companies Future Investment: A Study of the Iranian Capital Market
Published 2020-11-01“…Purpose: This study aimed to measure the impact of stock liquidity on future investment in companies listed on the Tehran Stock Exchange. Methodology: 95 companies from 2012-2019 were selected as the study's sample size for this purpose. …”
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33
Audit committee characteristics and audit report lag: evidence from the Iran
Published 2022-03-01“…The purpose of this research was to empirically examine the effect of independence, size, expertise, and gender of the audit committee on audit report lag in firms listed on the Tehran Stock Exchange (TSE). Using unique data from Iran for a 5-year period between 2016 and 2020, the results showed that financial expertise and independence of the audit committee have a significant negative effect on audit report lag. …”
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34
Financial distress and audit fees: new evidence of the role of firm size
Published 2023-12-01“…The statistical population was 130 companies listed to the Tehran Stock Exchange during 2013-2022 (1300 firm-year observation). …”
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35
Capital Market Response to Strategic Analysis in Organization Management (Case Study: User and Capital Companies)
Published 2021-05-01“…Methodology: The study's statistical population consisted of all companies listed on the Tehran Stock Exchange between 2010 and 2019. The sample is Equals 147 companies using the systematic elimination method. …”
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36
Index tracking problem solving using metaheuristic firefly algorithm
Published 2022-03-01“…Proposed approach was applied to the S&P500 index, the Hang Seng and the Tehran Stock Exchange. The results indicate the efficiency of the scheme.…”
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37
Investigating the Effect of Investor Pressure on Dividend Policy
Published 2021-09-01“…This study examines the effect of investor pressure on dividend policy.Methodology: Eighty-four companies listed on the Tehran Stock Exchange from 2013 to 2018 were selected. Using the combined data approach, we tested the research hypotheses.Findings: The results of this study indicate that the pressure of investors has a positive and significant effect on the dividend per share and the ratio of dividends to sales.Originality/Value: Explaining the policy of profit sharing of companies and its determining factors is one of the biggest challenges that has always been faced by thinkers in the field of financial economics, which was examined in the present study.…”
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38
The Relationship between Corporate Social Responsibility (CSR) Reporting and Financing (Bank Loans and Debt Securities)
Published 2024-09-01“…The sample included 134 companies listed on the Tehran Stock Exchange (TSE) from 2014 to 2020. The results showed a positive and significant relationship between CSR reporting and the amount of financing obtained from both the capital market (through debt securities issuance) and the money market (bank loans). …”
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The Effect of Business Strategy on Company Performance with Emphasis on Management Ability
Published 2021-11-01“…This research is applied in terms of purpose and the methodology of correlation, which is causal (post-event).Methodology: The study's statistical population consists of companies listed on the Tehran Stock Exchange, using the systematic elimination sampling method. …”
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Comparison of Banks and Ranking of Bank Loans Types on Based of Efficiency with Dea in Iran
Published 2021-03-01“…Accordingly, in the present study, a data envelopment analysis model was used to evaluate and select the optimal portfolio of banks' listed loans in Tehran Stock Exchange for 2017. Bank loans were evaluated using data envelopment analysis method and based on a set of banking criteria whith the use Gams software. …”
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