Investigating the financial crisis of the Tehran Stock Exchange using the entropy method of transfer and comparing it with the US financial market

Arefeh Mohaghegh; Mohsen Hamidian; Seyed Ali Hosseiny Esfidvajani; Gholamreza Jafari

Volume 5, Issue 3 , July 2021, , Pages 1-16

  This work aims to analyze the relationship between stocks in the financial market of the Tehran Stock Exchange embedded in their transfer entropy. In this regard, the behavior of the transfer entropy between indices of 180 corporations of the Tehran Stock Exchange has been studied. Then the footprint ...  Read More

Analyzing Shareholder Network in the Tehran Stock Exchange

Reza Taghizadeh; Amin Nazemi; Mohammad SadeghzadehMaharluie

Volume 3, Issue 4 , October 2019, , Pages 113-134

  The stock market plays an important role in the economic development of countries. Network analysis is one of the latest methods in analyzing the stock market. It is a new concept for a macro view of the whole market in quantitative science literature. Therefore, this research analyzes the available ...  Read More

The effect of Related Parties Transactions on the Firm Value: Moderating Role of Audit Committee

majid ashrafi; Ebrahim Abbasi; Seyed Ali Hosseini; Mahjoobeh Poor Etemadi

Volume 3, Issue 2 , 2019, , Pages 25-43

  In recent financial scandals, related parties transactions (RPTs) have been as one of the major concerns, so that the targeted use of these transactions and lack of their disclosure or insufficient disclosure are some of the factors in the failure of the corporates. In RPTs, there is a risk that the ...  Read More

Comparison of Some Data Mining Models in Forecast of Performance of Banks Accepted in Tehran Stock Exchange Market

Elham Adakh; Arefeh Fadavi Asghari; Mohammad Ebrahim Mohammad Pourzarandi

Volume 3, Issue 1 , January 2019, , Pages 90-109

  In order to survive in the modern world, organizations must be equipped with the mechanisms that not only maintain their competitive advantage, but also result in their progress and improvement. Prediction of banks’ performances is an important issue, and a poor performance in banks may primarily ...  Read More

Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries

Jafar Babajani; Mohammad Taghi Taghavi Fard; Maysam Ahmadvand

Volume 2, Issue 1 , January 2018, , Pages 7-58

  This study aims to present a model for predicting corporate default among Tehran Stock Exchange’s selected industries. To do this, corporate default drivers were identified and selected by referring to previous research findings and using experts’ opinions. These drivers were divided into ...  Read More

Default Risk and Momentum Effect; Some Evidence from Tehran Stock Exchange

Maysam Ahmadvand; Seyedeh Mahboobeh Jafari; Hamidreza Kordlouie

Volume 1, Issue 1 , July 2017, , Pages 29-46

  The purpose of this paper is to analyze the relationship between default risk and momentum effect using data from companies listed on Tehran Stock Exchange.To calculate default risk,we used Black-Scholes-Merton (BSM) option pricing model. To describe momentum effect, by determining the formation period ...  Read More

Stock Market Returns before and after Brokerage Firms' Fiscal Year-End: The case of Tehran Stock Exchange

Mahmood Pakbaz; Shahin Ahmadi; Majid Feshari

Volume 1, Issue 1 , July 2017, , Pages 73-84

  Market efficiency paradigm and time patterns concerned, as "calendar anomalies" is a contradictory issue for researches. TSE's market participants have a negative understanding of the 6th and 12th month of the fiscal year and this issue is rooted in the obliged credit settlement of the brokerage industry ...  Read More