List of Articles Stock Price Fluctuations

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  1 - Investigating the moderating role of institutional investors ownership percentage on the relationship between investors' emotional tendencies, stock returns and stock price fluctuations
  Davoud Hemmati ALI RAMEZANI Akram Shayanfar
  The purpose of the study is to investigate the moderating role of institutional investors 'ownership percentage on the relationship between investors' emotional tendencies, stock returns and fluctuations in stock prices. The spatial domain of this research is the compan More

  The purpose of the study is to investigate the moderating role of institutional investors 'ownership percentage on the relationship between investors' emotional tendencies, stock returns and fluctuations in stock prices. The spatial domain of this research is the companies admitted to the Tehran Stock Exchange and the realm of time between 2009 and 1394. In this research, the emotional tendencies of independent variable investors, institutional investors, moderating variables and stock returns and fluctuating stock prices were considered as dependent variables. , The research method is applied in terms of its purpose, in terms of its nature as descriptive research, and also in the method of research is correlated in the research field. Based on the systematic elimination method, 107 companies were selected as the statistical sample. The results of the research showed that there is a significant and positive relationship between the emotional tendencies of investors and the return on shares of the companies admitted to the Tehran Stock Exchange. There is a meaningful and positive correlation between the emotional tendencies of investors and the fluctuation of stock prices of the companies admitted to the Tehran Stock Exchange. Institutional investors have an impact on the relationship between investors' emotional tendencies and the return on shares of companies admitted to the Tehran Stock Exchange. Institutional investors have an impact on the relationship between investors' emotional tendencies and fluctuations in stock prices of companies admitted to the Tehran Stock Exchange. Manuscript profile
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  2 - The Impact of Ownership Structure and Strategy Change on Stock Price Fluctuations with Emphasis on the Modulatory Effectiveness of Investment Information and Investment Returns
  Mohamad ali Sadeghi lafmejani javad ramezani
  This study aimed to explain the effect of adjusting information productivity and return on investment on ownership structure and strategy change with stock price volatility in Tehran Stock Exchange.In this study, the hypotheses were tested using multivariate linear regr More

  This study aimed to explain the effect of adjusting information productivity and return on investment on ownership structure and strategy change with stock price volatility in Tehran Stock Exchange.In this study, the hypotheses were tested using multivariate linear regression model and econometric models.The results indicate that optimization of the property structure and the additional returns resulting from the use of acceleration and reversal strategies will have a positive and direct impact on stock price fluctuations. Increasing information efficiency (total return on a daily basis) will reduce variables related to ownership structure and stock price fluctuations, whereas the type of investment will not affect the relationship. Also, despite the unexpected effect that the surplus of strategy change will have on stock price fluctuations, information efficiency and investment returns will not be affected by this relationship. Manuscript profile
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  3 - Explaining the model of investors' emotional biases affecting stock price fluctuations in Tehran Stock Exchange By relying on the biases of Endowment, self-control, Optimism and Cognitive Dissonance
  mahdi abbasi asl Mohammad Reza Rostami mehrzad minoii
  One of the most vital research programs of financial knowledge today, which is at the forefront of rejecting the theory of efficient markets, is financial behavior theory, which is the cause of joint efforts between financial sciences and social sciences and has deepene More

  One of the most vital research programs of financial knowledge today, which is at the forefront of rejecting the theory of efficient markets, is financial behavior theory, which is the cause of joint efforts between financial sciences and social sciences and has deepened our knowledge of financial markets. Today's financial topics, which we are going to explain, describe and compare, are called financial behavior, which in simple terms is a pattern of thinking in which markets use patterns consisting of social sciences, psychology, finance and several other disciplines. They are studied, and in other words, economic agents are not rational in behavioral patterns contrary to neoclassical theories, but are normal either because of their preferences or because of cognitive biases. The purpose of this study is to design and explain a model for identifying behavioral factors affecting stock price fluctuations in the Tehran Stock Exchange. This research is applied in terms of purpose and in terms of working method is a type of survey research. The data of this research were analyzed using SmartPLS software. The results of the study showed that the emotional bias of short-sightedness, the emotional bias of optimism and the emotional bias of adaptation affect the fluctuations of stock prices of companies. Manuscript profile
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  4 - The role of emotional management in price fluctuations of Tehran Securities and Exchnage Organization
  Sayyed Shahabuddin Dehghan Banaraki Zeinolabedin Amini sabegh Ehsan Sadeh
  The purpose of this paper is to investigate the role of emotional behaviors in stock price fluctuations of the Stock Exchange and Securities Organization. To this end, the adjusted three-factor model of Fama and French has been used based on the indicators of investor s More

  The purpose of this paper is to investigate the role of emotional behaviors in stock price fluctuations of the Stock Exchange and Securities Organization. To this end, the adjusted three-factor model of Fama and French has been used based on the indicators of investor sentiment. Based on the information published by the companies listed on the Tehran Stock Exchange, this study was conducted between 2013 and 2018 with a sample of 122 companies. The research hypotheses were tested using a generalized linear regression (EGLS) model. The test results of the hypotheses indicate an increase in the explanatory value of the stock price pattern by adding emotional indicators. Indicators of investor sentiment used in this study include instantaneous decision, long-term return effect on stock price fluctuations and value consumption from the perspective of price-to-earnings ratio, size effect, and loss avoidance effect. The first and second indicators of investor sentiment had a significant effect on stock prices. Regarding the third indicator, a significant relationship was observed in the model, while the loss-making effect had a positive effect on stock prices. Manuscript profile
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  5 - Relationship between Asset Revaluation and Stock Price Fluctuations and Analysis of Shareholder Behavior
  امیرعباس صاحبقرانی هادی سجلاتی
  10.30495/jdaa.2022.693142
  Abstract Necessity of the research because one of the shortcomings of historical cost is the lack of reflection of the day value of assets in inflationary conditions, which will affect the capital market. And analysis of shareholder behavior. The statistical population More

  Abstract Necessity of the research because one of the shortcomings of historical cost is the lack of reflection of the day value of assets in inflationary conditions, which will affect the capital market. And analysis of shareholder behavior. The statistical population is all companies listed on the Tehran Stock Exchange, taking into account the information close to the research time, in the period from 1395 to 1398. Data collection is used from Rahavard and Kadal sites. Final data analysis is also performed using Eviews10 software. The results show that there is a direct relationship between revaluation and fluctuations in the company's stock price and this relationship is positive so that in the capital market by performing the revaluation process, the risk of price impact as a price increase from the revaluation process. Be it officially or as a rumor or news item, in these cases it often has a psychological atmosphere and a positive effect. There is no significant relationship between revaluation and stock price fluctuations of companies with net losses and between revaluation and stock price fluctuations of companies with high trading volume. Due to the current increase in inflation in the country and the up-to-dateness of the issue of revaluation among capital market residents, various companies are working in this direction, which is an important issue. Also, the effect of revaluation on the price and the news through which it affects the stocks of companies, causes users, investors, creditors and shareholders to have different behaviors towards it. Manuscript profile