Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. by Qingchun Wu, Xiaoping Kuang, Binhong Wu, Xuhong Xu

“…On March 15, 2022, the volume of trade of the Shanghai Stock Exchange (SSE) 50 ETF option contracts and the CSI 300 ETF option contracts exceeded 10 million for the first time, of which 5,707,400 50 ETF options were traded, and SSE 50 ETF options, as the main force, has become one of the most active ETF option varieties in the world after seven years of vigorous development. …”
Get full text

Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange by Mehdi Alikhani Mehrjardi, Mohammad Ghadamyari, Yousef Mahboobi

Get full text

Empirical Test of the Relationship between Consumption and Capital Asset Pricing in Tehran Stock Exchange by Shahrooz Pourfard, Behrooz Pourfard

“…To investigate the issue, based on the regression method, data of 154 companies listed on the Tehran Stock Exchange during the period 2006-2016 have been extracted from the Rahvard novin software. …”
Get full text

Estimating the probability of stock market crashes for Bucharest Stock Exchange using stable distributions by Daniel Traian PELE

“…In this study we analyse the evolution of BET Bucharest Stock Exchange through an AR-GARCH model and we estimate the likelihood of extreme events using stable distributions. …”
Get full text

Corporate Governance Ratings and Firm Value: Empirical Evidence from the Bucharest Stock Exchange by Stefan Cristian Gherghina

“… This paper aims at assessing corporate governance by the instrumentality of ratings for a sample of 68 companies listed on the Bucharest Stock Exchange (BSE) over the year 2011. Therewith, current research has the goal of investigating the empirical relationship between the corporate governance ratings and firm value. …”
Get full text

Factors Affecting Underpricing Level during IPO in Indonesia Stock Exchange 2018 - 2019 by Deannes Isynuwardhana, Frizky Vega Febryan

“…The purpose of the study was to determine the effect of factors such as company age, company size, and return on assets, financial leverage, earnings per share and current ratio on level of underpricing at the time of Initial Public Offering (IPO) on the Indonesia Stock Exchange for the period 2018-2018. This research was conducted on the companies that did an IPO on the IDX for the period 2018-2019 using method purposive sampling. …”
Get full text

Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques by Somayeh Mohebi, Mohamad Esmail Fadaeinejad, Mohamad Osoolian, Mohamad Reza Hamidizadeh

“…Objective: The main purpose of this study is to select an appropriate model for daily prediction of the total index of the Tehran Stock Exchange (TEDPIX). In this regard, dimension reduction techniques have been used to select effective and representative features to increase the accuracy of the selected model. …”
Get full text

Corporate Governance: The Extent of Observance of Shareholder's Rights in Tehran Stock Exchange Listed Companies by M.H. Botshekan, M. Rahbari Kharazi

“…The tests showed that shareholders' rights are not observed in Tehran Stock Exchange listed companies. Subsequently, using Friedman test, the extent to which the 7 elements of shareholders rights under the present circumstances, the order of importance of these elements in view of the participants   in the survey, as divided by the 4 groups of participants are determined.…”
Get full text

The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange by Hilary Tinotenda Muguto, Lorraine Muguto, Azra Bhayat, Hawaa Ncalane, Kara Jasmine Jack, Saadia Abdullah, Thabile Siphesihle Nkosi, Paul-Francois Muzindutsi

“…AbstractThis study investigated the impact of investor sentiment impact on sectoral returns and their volatility on the Johannesburg Stock Exchange using a proxy-based composite investor sentiment index and generalised autoregressive conditional heteroscedasticity models. …”
Get full text

Short Run Underpricing of Initial Public Offerings (IPOs) in the National Stock Exchange (NSE) by Mr. Amit Kumar Singh, Mr. Shivani Kalra

“…In order to gauge the phenomenon of underpricing and behaviour of returns generated by Indian IPOs with respect to underlying factors, a complete analysis of the short run performance of IPOs listed on National Stock Exchange (NSE) has been done by taking 210 sample stocks from 2009- 2017 for which Market Adjusted Average Returns have been calculated for first, fifth, tenth, fifteenth and twentieth trading days respectively. …”
Get full text

The Effect of Ownership Structure on Cash Conversion Cycle in Listed Firms on Tehran Stock Exchange by Elaheh Javadi, Hashem Nikoumaram

“… This study aims to investigate the effect of ownership structure in terms of ownership type and ownership concentrate on cash conversion cycle in 115 listed firms on Tehran Stock Exchange between 2008 and 2014. The theoretical basis and the data used in this study were obtained through library research. …”
Get full text

The influence of behavioral finance on the decision of investors: empirical investigation from Pakistan Stock Exchange by F. Mumtaz, N. Ahmad

“…Thus, this study aims to evaluate the influence of the factors of behavioural finance that affect decision making in the stock exchange. Three factors have been selected and used to gauge the impact on investment decision making. …”
Get full text

Investigating the relationship between dividend policy and dividend adjustment speed in Tehran Stock Exchange by Yaser Sadeghi, Ayat Balali, Reza Shamsi

“…In this research, using a quantitative method to analyze the financial information collected from the companies listed to the Tehran stock exchange and the test of research hypotheses was discussed. …”
Get full text

Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange by Mehdi Alikhani Mehrjardi, Mohammad Ghadamyari, Yousef Mahboobi

Get full text

Analysis of Factors Affecting the Performance of Stock and Bond-Based ETF on The Indonesia Stock Exchange by Eva Aprilia Christi, Pardomuan Sihombing

“…This study aims to determine the analysis of factors that affect the performance of stock and bond-based ETFs on the Indonesian stock exchange. This research was conducted on stock and bond-based ETFs listed on the Indonesian stock exchange for the period 2019-2021. …”
Get full text

Designing a Model of Financial Fragility Evaluation of Companies Listed in the Iranian Stock Exchange by Bahman Kianirad, Babak Jamshidi Naveed, Mehrdad Ghanbari

“…The purpose of this qualitative-quantitative study is to design a model for assessing the financial fragility of companies listed on the Tehran Stock Exchange.Methodology: 28 qualitative model variables were extracted in the qualitative section by interviewing 19 experts and determining the relationship between variables to achieve model in the quantitative section by using the interpretive structural modeling (ISM) method. …”
Get full text

Predicting Financial Distress of firms Listed in Tehran Stock Exchange Using Bayesian networks by Ali Saeedi, Arezoo Aghaie

“…The aim of this study is to model financial distress prediction of listed companies in Tehran stocks exchange (TSE) using Bayesian Networks (BNs). In order to accomplish this aim, two naïve bayes models and a logistic regression model using information of listed companies in Tehran Stock Exchange are developed. …”
Get full text

Information flow between revenue and stock exchanges: An empirical research on liner shipping companies by Abdullah Açık, Esra Baran Kasapoğlu, İlke Sezin Ayaz

Get full text

Effect of Crude Oil Price Volatilities on the Leverage Requirements of Companies Listed on the Stock Exchange by Sima Arabani, masomeh Latifi Benmaran

“…In this regard, we have investigated in the present research the impact of crude oil price volatility on the leverage criteria of companies admitted to the Tehran Stock Exchange. For this purpose, we have used the data of 160 selected companies during the period of 2011 to 2019. …”
Get full text

Value Investment Strategies and Asset Pricing: A Case of Pakistan Stock Exchange (PSX) by Anjali bai, Imran Umer Chhapra

Get full text