List of Articles stock markets

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  1 - Stock prices and exchange rates in Tehran stock market
  مانی موتمنی فائزه آریانی
  This paper investigates the linkage between total index of Tehran stock exchange(TSE) and non-official exchange ratesby daily data from May 2011 to May 2013. In thisperiod, exchange rate tripled and TSE doubled. Johansen Cointegration test and VECMmodel applied to speci More

  This paper investigates the linkage between total index of Tehran stock exchange(TSE) and non-official exchange ratesby daily data from May 2011 to May 2013. In thisperiod, exchange rate tripled and TSE doubled. Johansen Cointegration test and VECMmodel applied to specify this linkage. Exchange rates and TSE found to be Co-integrated.TSE has positive response to exchange rates but exchange rate has negative response toTSE and it is weak exogenous. Manuscript profile
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  2 - The effect of fluctuations of the Tehran Stock Exchange index (TEDPIX) on return of investment in gold
  Eftekhar Sadat Kafash Hoseini Ali Rostami
  The purpose of this paper is to examine the relation between gold return and stock market Return (TEDPIX) and whether its relation changes in times of consecutive negative market returns for an indeveloping  market, Iran. The paper applies the autoregressive dist More

  The purpose of this paper is to examine the relation between gold return and stock market Return (TEDPIX) and whether its relation changes in times of consecutive negative market returns for an indeveloping  market, Iran. The paper applies the autoregressive distributed model to link gold returns to stock returns with TGARCH/EGARCH error specification using daily data from 6, th Farvardin 1390 to 24, th Shahrinar 1391, a total of 341 observations. Findings show A significant positive but low correlation is found between gold and once-lagged stock returns that was not significant in 5% level. Moreover, consecutive negative market returns do not seem to intensify the co-movement between the gold and stock markets as normally documented among national stock markets in times of financial turbulences. Indeed, there is some evidence that the gold market surges when faced with consecutive market declines. Based on these results, there are potential benefits of gold investment during periods of stock market slumps. The findings should prove useful for designing financial investment portfolios. Originality value of this paper is to evaluate the role of gold from a domestic perspective, which should be more relevant to domestic investors in guarding against recurring heightened stock market risk. Manuscript profile
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  3 - An Empirical Examination of Stability, Predictability and Volatility for Capital Markets in Persian Gulf Rim
  yadollah Dadgar Behzad Vamaziari
  This paper examines the dynamic relationship of stock markets, stability, predictability, volatility, and persistence of shocks volatility of stock markets in Iran, Saudi Arabia, United Arabic Emirates, Qatar, Bahrain and Oman. In this paper, Generalized Autoregressive More

  This paper examines the dynamic relationship of stock markets, stability, predictability, volatility, and persistence of shocks volatility of stock markets in Iran, Saudi Arabia, United Arabic Emirates, Qatar, Bahrain and Oman. In this paper, Generalized Autoregressive Conditional Heteroskedasticity model (GARCH) and Autoregressive Moving Average model (ARMA) are implemented by using monthly data during 1990-2010. The results indicate that stock market doesn’t have notable predictability in Iran and there is Cluster volatility for return of stock in most markets and almost, in none of these markets except Oman, explosive volatilities are observed. It is also indicated that the return for markets of Bahrain and Oman doesn’t have stability in significant level of 5 percent and for Iran it doesn’t have stability and durability in significant level of 1 percent. In addition, although the markets of these countries have high capacities for return of investment, but, in particular, the findings show a low correlation between these markets. Also, the results for the period in question explain that none of these markets has the ability of leadership among others. Manuscript profile
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  4 - The complex network of the impact of the coronavirus (Qovid-19) on macroeconomic variables and the stock markets crash
  matin saneifar parviz saeedi Ebrahim Abaasi Hossein Didehkhani
  The outbreak of the corona virus has led to strong negative reactions from stock markets in various countries, and the side effects of the virus have caused the fall in prices of many macroeconomic variables worldwide.These have drawn the attention of analysts and inves More

  The outbreak of the corona virus has led to strong negative reactions from stock markets in various countries, and the side effects of the virus have caused the fall in prices of many macroeconomic variables worldwide.These have drawn the attention of analysts and investors to the negative effects of the spread of the virus on stock markets.The goal of the study is to create a complex network of corona viruses on the stock market of 75 countries with oil, gold, silver and copper.The results show that the interconnectedness of the modern economy of stock markets and economic variables has made the health crisis to a global economic crisis.Corona virus has a direct negative impact on 35% of stock market markets, this virus has had the greatest impact on stock market markets in European and Asian countries,It has also had the least impact on the stock markets of the Arab and African countries.The coronavirus has indirectly affected stock market markets by affecting economic variables.The unprecedented drop in oil prices has caused the stock markets to fall 56 percent,and gold price fluctuations have affected 29 percent of these markets.Silver and copper prices have fallen between 25 and 32 percent in stock markets. Manuscript profile