Volume 21 (2024)
Volume 20 (2023)
Volume 19 (2022)
Volume 18 (2021)
Volume 17 (2020)
Volume 16 (2019)
Volume 15 (2018)
Volume 14 (2017)
Volume 13 (2016)
Volume 12 (2015)
Volume 11 (2014)
Volume 10 (2012)
Volume 9 (2011)
Volume 8 (2010)
Volume 7 (2009)
Volume 5 (2007)
Volume 4 (2006)
Volume 3 (2005)
Volume 2 (2004)
Volume 1 (2003)
The Volatility Forecasting of Tehran& International Stock Exchanges

H. Khaleghi Moghadam; S. Moshiri; K. Pakizeh

Volume 6, Issue 24 , January 2009, Pages 1-33

Abstract
  Stock prices are one of the most volatile economic variables and forecasting stock prices and their returns has proved very challenging, if not impossible. In this paper, we apply a battery of linear and nonlinear models to forecast the returns in nine international stock exchanges for the period 1998-2008. ...  Read More

An Investigation of the Relationship between Market Return, Firm Size and Book-to-Market Value of Equity with Return of Equity in Tehran Stock Exchange

O. Pourheydari; M. Shahbazi

Volume 6, Issue 24 , January 2009, Pages 35-51

Abstract
  This paper investigated the relationship between market return, firm size and book-to-market value of equity with return of equity in Tehran Stock Exchange (TSE). For this purpose we use Fama-French three factor model (1993) to investigate the effects of market return, firm size and book-to-market value ...  Read More

Examining the Relation between Advertising Expenditures and Firm's Intangible Value in the TSE Listed Companies

M. Azizkhani; N. Khodadadi

Volume 6, Issue 24 , January 2009, Pages 53-78

Abstract
  This paper examines the effects of advertising expenditures on firm's intangible value in the Tehran    Stock Exchange (TSE) listed companies. Using Q Tobin to estimate firm's intangible value and for a sample of 389 firm-year observation during 1380-1385, we find that there is a negative ...  Read More

Corporate Governance Mechanisms, Debt Ratio, Firm Size and Earnings Management

Yahya Hassas Yeganeh; Saber Sheri; H. Khosrownejad

Volume 6, Issue 24 , January 2009, Pages 79-115

Abstract
  In order to solve the distrust problem of the moral hazard in information asymmetry issue in capital markets, corporate governance is introduced. This is an assumption that corporate governance results to a healthful life for organizations in a long horizon and protects the stockholders interests. International ...  Read More

Appraisal Influencing Factors on Auditor's Judgment and Determining the Materiality Degree on Misstatement Detection of Financial Statements

E. Vahidi Elysseai; A. Rahdaryan

Volume 6, Issue 24 , January 2009, Pages 117-146

Abstract
  This research was done in the second half of 1387 in Iran to appraisal influencing factors on auditor's judgment and determining the materiality degree on misstatement detection of financial statements. After theoretically study, quantitative and qualitative factors recognized and sort in 28 factors ...  Read More