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The Effect of Audit Quality on the Audit Adjustments to Earnings
Published 2020-08-01“…Research hypotheses based on collected data from 128 companies accepted in the Tehran Stock Exchange from 2013 to 2018 were tested using combined regression analysis. …”
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42
Forecasting of CVaR based on intraday trading in Tehran ETFs: The approach of heterogeneous autoregression models
Published 2024-12-01“…Purpose: This study examines the accuracy of Heterogeneous Autoregressive (HAR) models in forecasting the Conditional Value-at-Risk (CVaR) of Exchange-Traded Funds (ETFs) on the Tehran Stock Exchange. The significance of this study stems from the need for better risk management in financial markets, where volatility and jumps significantly affect investment decisions.Methodology: Data from nine equity, index, and fixed-income funds were analyzed intraday with high frequency (daily and fifteen-minute intervals) from 2019 to 2022. …”
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43
Portfolio Optimization and Random Matrix Theory in Stock Exchange
Published 2021-11-01“…Purpose: This study aimed to optimize the stock portfolio based on stochastic matrix theory in the stock market and to answer whether the relevant information will exist using the Marčenko–Pastur distribution.Methodology: The data of 31 shares in the Tehran Stock Exchange in 2016 - 2019 will be examined for cross-correlation between shares. …”
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44
The effect of product market competition and growth opportunity on the relationship between ownership concentration and abnormal returns
Published 2024-08-01“…The statistical population of the study is the companies listed on the Tehran Stock Exchange and using systematic sampling method, 130 companies were selected as a research sample for a period of 9 years between 2015 and 2023.Findings: The results of testing the research hypotheses with multiple regression showed that ownership concentration has a negative effect on abnormal returns and product market competition and growth opportunity have a significant negative and positive effect on the relationship between ownership concentration and abnormal return, respectively.Originality/Value: The concentration of ownership leads to the problem of representation between dominant shareholders and minority shareholders (conflict of ownership) and the existence of product market competition as a substitute for strong corporate management and also the existence of growth opportunities that affect the company's future performance due to information uncertainty. …”
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45
Development of a comprehensive model to predict stock prices in the stock market with an interpretive structural modeling approach
Published 2024-06-01“…The aim of this study was to develop a comprehensive model for stock price forecasting in the Tehran Stock Exchange (TSE) using a mixed Delphi-fuzzy approach of Interpretive Structural Modeling (ISM). …”
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Investigating the Effects of Debt Convergence of Companies on the Speed of Capital Structure Adjustment Considering the Time Horizon
Published 2024-12-01“…In other words, the study sought to examine if debt convergence impacted the dynamics of the capital structure adjustment process for companies listed on the Tehran Stock Exchange (TSE). Materials & MethodsThe study period spanned from 2016 to 2021. …”
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Water Risk and Mining Firms’ Stock Return
Published 2024-06-01“…The purpose of the current research is to test the pricing of water risk in mining companies of the Tehran Stock Exchange (TSE) and to estimate the drop in the value of their shares in the event of a water crisis. …”
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48
Company's diversification strategy and crash risk stock prices emphasizing operational slack and management ability
Published 2023-10-01“…Therefore, this research investigates the relationship between the company's diversification strategy and the risk of falling stock prices, emphasizing the weakness of operations and management's ability during the year 2016-2022.Methodology: The multivariable regression method and the financial information of 129 companies admitted to the Tehran Stock Exchange have been used to test the research hypotheses. …”
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Analyzing the Influence of Company's Business Strategy and Its Components as a Factor of Information Risk on Excess Stock Returns
Published 2024-12-01“…This study investigates the impact of a company's business strategy and its underlying components as information risk factors on the excess return of firms listed on the Tehran Stock Exchange (TSE). To address this objective, two hypotheses were formulated. …”
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50
A Stock Dividend Model Applying the Value Creation Approach in Iran’s Capital Market: The Generalized Method of Moments
Published 2024-06-01“…Therefore, this study explores the internal and external determinants of stock dividends among corporations listed on the Tehran Stock Exchange from 2009 to 2021. Additionally, this research aims to design a suitable model of stock dividends for Iran’s capital market by considering the value creation approach. …”
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Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories
Published 2024-03-01“…The statistical population comprises companies listed on the Tehran Stock Exchange and the Iran Farabourse, with the exclusion of financial companies, those with more than six months of consecutive trading suspension, and those that have experienced trading suspension for more than twenty percent of their market lifespan. …”
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The Mediating Role of Cash Flow Statement Indicators in the Relationship between Stock Mispricing and Corporate Cash Holding
Published 2024-09-01“…This study investigated how Tehran Stock Exchange (TSE) firms made cash holdings decisions when their stocks were mispriced in the market. …”
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Presenting a Prediction Model for CEO Compensation Sensitivity using Meta-heuristic Algorithms (Genetics and Particle Swarm)
Published 2024-09-01“…Methods The statistical population of this research comprises all companies listed on the Tehran Stock Exchange from 1390 to 1400. To select the sample, a systematic elimination method was employed, resulting in a sample of 110 companies. …”
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Presenting the model of portfolio management in investment funds based on behavioral financial variables
Published 2025-03-01“…Keshavarz et al, (2021) in a research on investment strategies based on technical indicators: evidence of behavioral reactions of investors in the Tehran Stock Exchange. The results showed that according to the coefficient of variation and the correlation test, the results indicate that the indicators of moving average, exponential moving average, and relative power, compared to other indicators, are more indicative of the behavioral reactions of investors. …”
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Impact of COVID-19 on Corporate Cash Holdings and Speed of Adjustment
Published 2024-12-01“…However, evidence from the context of firms listed on the Tehran Stock Exchange (TSE) has been lacking. The current research helped to fill this gap by investigating the impacts of the COVID-19 crisis on the cash holdings and adjustment speeds of Iranian firms. …”
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Effect of Information Genotype on Investors' Inertia
Published 2024-12-01“…The sample included data from 5 industries and 58 companies listed on the Tehran Stock Exchange (TSE) from 2010 to 2014. Linear regression analysis based on panel data methods was conducted using EViews and Excel software to test the hypotheses. …”
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Possible scenarios of sustainable supply chain in dairy industry with future research approach
Published 2024-09-01“…The criteria of the sustainable supply chain of rice are: the environmental mechanisms of the sustainable supply chain; casual economic conditions of sustainable supply chain.Samiei et al, (2023) investigated the identification of benefits and financial costs of sustainable supply chain under conditions of uncertainty in manufacturing companies admitted to the Tehran Stock Exchange. The results showed that 30 articles, 210 codes, and 24 concepts were extracted from the selected articles, which include the capability of the order process management process, the capability of the customer relationship management process, the capability of the demand management process, the capacity and capability of the resource management process, the time to market , buyer credit, electronic platforms, coordination and cooperation in the supply chain to improve service performance, synchronization of financial decisions, sharing of innovative information related to finance, supplier relationship management process capability, service performance management process capability, interdepartmental interaction of supply chain companies, inventory financing, product innovation, reverse factoring, cash flow incentive alignment, supply chain working capital, bank credit for supply chain financing, Supplier integration, recycling management, supply chain disruption risk, supply chain transportation management, changes in estimates and their basis as sustainable supply chain resources, and costs in conditions of uncertainty.Research methodologyThe research method is qualitative and applicable, and a descriptive-survey in terms of data collection. …”
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The value-added model of the supply chain of petrochemical industries with a sustainable development approach
Published 2024-12-01“…Samiei et al, (2023) investigated the identification of financial benefits and costs of sustainable supply chain under conditions of uncertainty in manufacturing companies admitted to the Tehran Stock Exchange. The results showed that the number of 30 articles, 210 codes and 24 concepts were extracted from the selected articles, which include the capability of the order process management process, the capability of the customer relationship management process, the capability of the demand management process, the capacity and capability of the resource management process, time to market, buyer credit, electronic platforms, coordination and cooperation in the supply chain to improve service performance, synchronization of financial decisions, sharing of innovative information related to finance, supplier relationship management process capability, service performance management process capability, interdepartmental interaction of supply chain companies, inventory financing, product innovation, reverse factoring, cash flow incentive alignment, supply chain working capital, bank credit for supply chain financing, supplier integration, recycling management, supply chain disruption risk, supply chain transportation management, changes in estimates and their basis as sources and costs of the sustainable supply chain under conditions of uncertainty. …”
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Designing a financial literacy development model for Farhangian University students
Published 2024-05-01“…This important issue in Iran and especially in the capital market has been pursued by various institutions, including the stock Exchange Organization, Tehran Stock Exchange, Exchange Information and Services Company and other public and private institutions; but measures should be taken in such a way that the individual's reaction to factors such as inflation, exchange rate, risk and financial planning is reasonable and correct. …”
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