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The Effect of Working Capital Management on Profitability in Companies listed on the Tehran Stock Exchange
Published 2020-11-01“…Purpose: The present study aims to assess the effect of working capital management on the firm's profitability in the companies listed on the Tehran stock exchange. Methodology: The study sample comprised 125 companies studied between 2014 and 2019. …”
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Predicting the delisted companies of Tehran Stock Exchange using machine learning based algorithms
Published 2023-09-01“…The present study seeks to review the financial statements and audit reports of active companies and compare it with delisted companies to design a model for forecasting delisted companies in the Tehran Stock Exchange with the help of artificial intelligence modeling techniques.Methodology: In this study, which was conducted on companies of the Tehran Stock Exchange, data related to three years before the delisting of 73 companies removed from the stock exchange from 2003 to 2019 in the first group and data of 148 active companies that are continuously. …”
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Measuring Fear and Greed Index in Stock Market: Evidence from the Tehran Stock Exchange
Published 2024-06-01Subjects: Get full text
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Designing a Stock Recommender System Using the Collaborative Filtering Algorithm for the Tehran Stock Exchange
Published 2024-06-01“…MethodsThis study uses historical stock price data of 145 firms listed on the Tehran Stock Exchange from 2012 to 2021. The collaborative filtering algorithm was implemented in two stages: training and testing. …”
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The Effect of Specific Risk in Various Stages of the Life Cycle of Companies Listed on the Tehran Stock Exchange
Published 2022-01-01“…For this purpose, the specific risk was estimated using Fama and French three-factor models, and the research objective was examined by considering the data panel model during the period 2015 to 2020 in a statistical sample consisting of 136 companies active in the Tehran Stock Exchange. For this purpose, the main contribution of research is evaluation of the effect of specific risk in different stages of the life cycle of companies admitted to the Tehran Stock Exchange. …”
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Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange
Published 2024-01-01“…Therefore, based on this argument, the purpose of the current research is to investigate the impact of management characteristics and financial strategies on the risk-taking of companies listed on the Tehran Stock Exchange. MethodsThis research is applied in terms of the type of objective and post-event in terms of the experimental research method. …”
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Chaotic evolutionary multi-objective optimization for multivariate pair trading in tehran stock exchange: the distance approach
Published 2024-06-01“…In this research, a method is presented to create multivariate pair combinations by considering contradictory multiple goals in stock pair trading.Methodology: In this study, the statistical sample is limited to the top 30 companies listed on the Tehran Stock Exchange due to the need for high-frequency transactions. …”
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Ranking the Return on Assets of Tehran Stock Exchange by a New Method Based on Z-Numbers Data
Published 2023-01-01“…First, by ranking the return on assets of Tehran stock exchanges, with this method, we can choose the most risky stock and the least risky stock among the available stocks. …”
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Optimizing Risk-based Stock Return Prediction in Tehran Stock Exchange industries: A Data Envelopment Analysis
Published 2024-06-01Subjects: Get full text
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Exploring the Link between Financial Reporting Models and Earnings Characteristics among Tehran Stock Exchange Listed Companies
Published 2024-06-01“…This study examines the relationship between financial reporting models and earnings characteristics of companies listed on the Tehran Stock Exchange. MethodsThe present study is applied in terms of purpose. …”
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The Impact of Risk Criteria on the Continuity of Transactions of Companies Listed on the Tehran Stock Exchange, Emphasizing the Effective Role of Risk Management
Published 2023-10-01“…Therefore, the current research aims to investigate the impact of risk criteria on the continuity of transactions of stock exchange companies, emphasizing the effectiveness of risk management from 2019 to 2020.Methodology: The multivariate regression method and financial information of 107 companies accepted in the Tehran Stock Exchange were used to test the research hypotheses. …”
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Evaluation and comparison of portfolios formed by strategies through PE, PEG, PERG-SD, and PERG-Beta in the Tehran stock exchange
Published 2024-12-01“…Another goal of this research is to determine whether the strategies above can be superior to the TEDPIX index in the long term.Methodology: Our evidence includes 362 companies listed on the Tehran Stock Exchange from 2016 to 2023, and 110 have been selected as a research sample. …”
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The effect of agency costs on the relationship between management characteristics and investment sensitivity to internal cash of companies listed on the Tehran Stock Exchange
Published 2024-08-01“…In this regard, the present study examines the moderating role of agency costs on the relationship between CEO characteristics (including CEO optimism, ability, influence and experience) and investment sensitivity to firms' cash flows.Methodology: For this purpose, 136 manufacturing companies were selected from Tehran Stock Exchange through screening technique during 11 years (2011-2021). …”
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Measuring the Efficiency and Productivity of Cement Companies in the Tehran Stock Exchange Using Data Envelopment Analysis and Malmquist Productivity Index in Gray Environment
Published 2021-02-01“…Purpose: In this study, the grey data envelopment analysis approach and the Malmquist productivity index were used to measure the efficiency and productivity of companies in the Tehran Stock Exchange cement industry. Methodology: First, we identify the appropriate financial ratios for measuring efficiency. …”
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Examining the Effects of Investor Sentiment Shocks on Normal and Abnormal Returns in the Oil Products Sector of the Tehran Stock Exchange: A PVAR Analysis
Published 2024-12-01“…This study aimed to investigate how investor sentiment shocks impact both normal and abnormal returns in the oil products sector of the Tehran Stock Exchange. To measure abnormal returns, we employed the six-factor model developed by Fama and French (2018). …”
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Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model
Published 2024-03-01“…Accordingly, this study aims to explore the leverage effect, dynamic conditional correlation, and volatility spillover among ten selected indices of the Tehran Stock Exchange. These ten industry indices collectively constitute over 75 percent of the overall Tehran Stock Exchange index. …”
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Price Manipulation in Common Stock Transactions and Analysis Prohibition of Obscenity in Some Cases
Published 2024-05-01Subjects: Get full text
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Board Gender Diversity and Risk Management in Corporate Financing: A Study on Debt Structure and Financial Decision-Making
Published 2025-01-01Subjects: Get full text
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