توجه: محتویات این صفحه به صورت خودکار پردازش شده و مقاله‌های نویسندگانی با تشابه اسمی، همگی در بخش یکسان نمایش داده می‌شوند.
۱days–of–week effect on tehran stock exchange returns: an empirical analysis
اطلاعات انتشار: بهار- شماره ۱۶، سال
تعداد صفحات: ۱۶
The purpose of this study is to concentrate on the investigation of days–of–week effect on Tehran Stock Exchange and its comparison with other emerging markets. Using Classical Linear Regression (CLR) as well as Autoregressive Conditional Heteroskedasticity (ARCH) models it in indicated has indicated that there is significantly positive total return on Saturdays and significantly negative total return on Sundays. There is no significant return on the other days of the week. So, one may suggest that it would be reasonable to sell on Saturday and buy it on Sunday. Comparing this result with that of other emerging stock markets, it can be concluded that days– of– week effect on returns of Tehran Stock Exchange is different from other emerging markets.

۲The day – of – the – week effect on stock returns of developed and emerginging stock exchanges
نویسنده(ها): ،
اطلاعات انتشار: پاییز- شماره ۴، سال
تعداد صفحات: ۱۴

۳A Comparison between Growth and Value Stocks of Listed Companies in Tehran Stock Exchange
اطلاعات انتشار: Vol.۱۵, No.۲۶, Spring ۲۰۱۰، سال
تعداد صفحات: ۱۶
n this paper the Auto Regressive Distributed Lag(ARDL) model has been utilized in order to study the long–terun relations among the elements of direct taxes on the income distribution within the years 1971–2004 and during the third Five–Year Economic Development Plan. Long–terun relations imply that during the hird Five–Year Economic Development Plan only the tax on property has been able to lower the Gini coefficient, while income and corporate taxes have only served to worsen income distribution. Also, improvement of the efficiency of the labor force as well as the income from oil and gas and the extent of openness of the economy in the long run have led to the improvement of income distribution and decrease of inequality. However, increase in the unemployment rate during the above– mentioned period has increased income inequality.
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