Volume 27 (2023)
Volume 26 (2022)
Volume 25 (2021)
Volume 24 (2020)
Volume 23 (2019)
Volume 22 (2018)
Volume 21 (2017)
Volume 20 (2016)
Volume 19 (2015)
Volume 18 (2014)
Volume 17 (2014)
Volume 16 (2012)
Volume 15 (2011)
Volume 14 (2010)
Volume 13 (2010)
Volume 12 (2009)
Volume 11 (2007)
Volume 10 (2006)
Volume 9 (2005)
Volume 8 (2004)
Volume 7 (2003)
Volume 6 (2002)
Volume 5 (2001)
Survey of the Relevance of Momentum and Liquidity Market Status in Tehran Stock Exchange

Shapour Mohammadi; Hasan Ghalibafas; maryam ghadakforoushan

Volume 18, Issue 2 , July 2014, , Pages 181-194

Abstract
  The main objective of this study is investigating the relevance of momentum and liquidity market status on short-term (6 and 12 months), medium-term (24 months) and long-term (60 months) periods. Statistical sample in clouded 270 firms that were accepted during years 82-85 in Tehran Stock Exchange, and ...  Read More

The effectiveness of price limits on volatility of stock returns in tehran stock exchange

Hassan Ghalibaf Asl Ghalibaf Asl; SOMAYEH RASEKH

Volume 17, Issue 3 , September 2013, , Pages 191-210

Abstract
  Abstract: Illogical limits of the stock prices have led to ambiguities in optimal resource allocations. Price limit prevents increase or decrease in stock prices with respect to the predetermined prices. There are different viewpoints on implementation of stock price limits. The negative or positive ...  Read More

ANALYZING STOCKRETURN COMOVEMENT IN TEHRAN STOCK EXCHANGE USING APT APPROACH

pegah mazaheri far; HASSAN GHALIBAFASL; - -

Volume 16, Issue 1 , May 2012, , Pages 93-106

Abstract
  In this thesis we considered the effects of macro-economic factors on stock returns in order to estimate the risk free rate of return. For doing so, we used monthly returns of companies from 1383-1 to 1387-12.The sample of this thesis was consist of 48 companies which were present in stock market. Then ...  Read More