• List of Articles D9 D91

      • Open Access Article

        1 - The effect of economic variables on the behavior of stock prices of companies admitted to the stock exchange
        Leila Asiabii Aghdam Ashkan Rahimzadeh Yadollah Rajaei
        AbstractCausal relationships and dynamic interactions between macroeconomic variables and stock price index are very important in formulating macroeconomic policies and political policies of a country. In this article, the effect of economic variables on the behavior of More
        AbstractCausal relationships and dynamic interactions between macroeconomic variables and stock price index are very important in formulating macroeconomic policies and political policies of a country. In this article, the effect of economic variables on the behavior of the stock price of the company admitted to the stock exchange was investigated. The research method of this article is based on the purpose of the article (examining the effect of economic variables on the behavior of the stock price of a company admitted to the stock exchange) and is of an applied type. An attempt was made in this article; By explaining the theory and designing a model and using the econometric methods of the TAR threshold self-return model, the effect of economic variables on the behavior of the stock price of the company admitted to the stock exchange was investigated. In reviewing and compiling the subject literature, statistical tables and global databases were used to collect the required statistics and quantitative information. The statistical population of this research is all the economic variables of the research, which are the data of the research variables from 1370 to 1398 (a period of twenty-nine years). The results of the analyzes using the econometric methods of the TAR threshold self-return model, there is a significant relationship between the economic variables and the stock price index in the stock exchange, but in the regime of the behavior of the variables on the stock price index in the stock exchange. Is different. Manuscript profile