Testing for multiple bubbles in Iranian foreign exchange market: The application of RTADF unit root tests

S Rasekhi, ZM Elmi, M Shahrazi - Journal of Economic Modeling …, 2017 - jemr.khu.ac.ir
The bubble of Asset Price is the deviation of the asset price from its fundamental value.
Since the many of the financial crisis arise from bursting bubble of financial assets, the …

[PDF][PDF] بررسی عوامل مؤثر بر ساختار مالی بنگاه ها

اسدی, خشنود, دولّو - چشم انداز مدیریت مالی, 2013‎ - jfmp.sbu.ac.ir
The function and importance of banks in the country's economy is very high due to the
nature of their work; and if banks do not play their role properly and cannot respond to …

[PDF][PDF] The effect of Gold on Portfolio Diversification: The case of indexed portfolios from Tehran Stock Exchange

M Eskandari, A Saeedi, M Fallah - Journal of Financial Management …, 2019 - jfmp.sbu.ac.ir
Abstract1 Financial and investment issues are one of the essential areas of every person's
life that make one makes many decisions in different situations and it is the beliefs of the …

Study of Pricing Bubbles formation process in Tehran Stock Exchange (TSE): Applying of Markov Switching Method

M Asim, M Sadidi… - International Journal of …, 2020 - ijnaa.semnan.ac.ir
The pricing bubble is one of the issues facing the capital markets, which occurs at different
stages in the capital markets and with its emergence and fall, many changes occur in the …

Existing bubble stock test with Generalized Supremum Augmented Dickey-Fuller techniques and Impulse Response Function and analysis of variance decomposition

M Mahjoub, SA Nabavi Chashmi - Journal of Investment Knowledge, 2021 - jik-ifea.ir
The purpose of this study was to investigate the existence of bubbles in the capital market of
Iran market by using Applied to Generalized Supremum Augmented Dickey-Fuller and …

[PDF][PDF] Analysis of the formation of the price bubble in the financial market: with an emphasis on the price bubble in the insurance industry and the stock market with the …

IJNA Appl - academia.edu
This article investigates the formation of price bubbles in the insurance industry index in the
Tehran Stock Exchange with the total price index, considering the importance of the price …

Analysis of the formation of the price bubble in the financial market: with an emphasis on the price bubble in the insurance industry and the stock market with the …

M Sadidi, H Tavakolian, M Asim - International Journal of …, 2021 - ijnaa.semnan.ac.ir
This article investigates the formation of price bubbles in the insurance industry index in the
Tehran Stock Exchange with the total price index, considering the importance of the price …

[PDF][PDF] Price Bubbles Spillover among Asset Markets: Evidence from Iran

S Rasekhi, Z Mila Elmi, M Shahrazi - Iranian Economic Review, 2016 - ier.ut.ac.ir
T his paper investigates the existence of possible spillover effects among four main asset
markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002: 03 to …

Modeling the estimation of the price bubble probability in the capital market: Evidence from Tehran Stock Exchange

S Dastani Heris, T Torabi… - Journal of Investment …, 2020 - jik-ifea.ir
AbstractThe Tehran Stock Exchange has always seen a lot of fluctuations. Price volatility is a
part of the market's nature, and one of the main issues in the capital market is to explain …

تأثیر ارزش‌گذاری نادرست بر بازده سهام؛ کاربردی از الگوی پنج عاملی

انصاری سامانی, حبیب, فرهادیان, فرامرزی - چشم انداز مدیریت مالی, 2019‎ - scj.sbu.ac.ir
سرمایه گذاری مطمئن برای یک سرمایه گذار وابسته به این است که بداند افزایش قیمت رخ داده در هر
سهم واقعی است یا حباب قیمتی باعث این رشد قیمت شده است. به منظور بررسی نقش و اثر حباب …