عوامل موثر بر شاخص بی‌ثباتی در بورس اوراق بهادار تهران (مطالعه موردی: صنعت فلزات اساسی)

 

Abdolrahimian, H. M., Torabi, T., & Sadeghisharif, S. J., & Darabi, R. (2018). Behavioral Decision Making Pattern for Individual Investors In Tehran Stock Exchange. Journal of Investment Knowledge, 26, 113-130, (In Persian).

Aboura, S., & Chevallier, J. (2015). Volatility Returns with Vengeance: Financial Markets vs. Commodities. Research in International Business and Finance, 33, 334-354.

Abtahi, S. Y., Galin Kiamoradi, H.,  Nikcar, B. (2014). The relationship between gold price fluctuations and the return of  Iranian stock market. The Second National Conference on Modern Management Sciences, (In Persian).

Asgharian, H., Christiansen, C., & Hou, A. J. (2015). Effects of macroeconomic uncertainty on the stock and bond markets. Finance Research Letters, 13, 10-16.

Ayusuk, A., & Sriboonchitta, S. (2016). Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets. Causal Inference in Econometrics, 279-293.

Basher, S. A., & Sadorsky, P. (2017). Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. Energy Economics, 54, 235-247.

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Caferraa, R., & Vidal-Tomás, D. (2021). Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic. Finance Research Letters.

Derakhshan, M. (2014). Econometrics: Single Equations with Classical Assumptions. Tehran: Samt Publication, (In Persian).

Diebold, F. X., & Yilmaz, K. (2012). Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers. International Journal of Forecasting, 28, 58-66.

Dourandish, A., Shariat, E., & Arzandeh, N. (2014). The Study of Volatility Spillover Effects of The Exchange Rate on Agricultural Industry Index Listed on The Stock Exchange. Journal of agricultural economics and development, 28, 177-184, (In Persian).

Ehouman, Y. A. (2020). Volatility transmission between oil prices and banks’ stock prices as a new source of instability: Lessons from the United States experience. Economic Modelling, 91, 198-217.

Elbannan, M. A. (2017). Stock market liquidity, family ownership, and capital structure choices in an emerging country. Emerging Markets Review, 33, 201-231.

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Fasanya. O. Akindea, A. (2019). Volatility transmission in the Nigerian financial market. The Journal of Finance and Data Science, 5, 99-115.

Ganbarian, R., & Saghafi, A. (2015). The Dynamic Relationship between the Oil Price and the Capital Market Indices in Iranian Economy. The Journal of Economic Modeling Research, 20, 193-216, (In Persian).

Komijani, A.& Ebrahimi, S., (2013). Effect of Exchange Rate Volatility on Producivity Growth in Developing Countries While Considering Their Financial Development Levels. Journal of Applise Economics Studies in IRAN, 6, 1-27, (In Persian).

  Mosleh Shirazi, A. N.,  Moosavihaghighi, M. H., Pashootanizadeh, H. (2018). Simulation of Model Changes by Exchange Rates and Gold Price on the Tehran Stock Exchange Performance with System Dynamics Approach. Journal of Investment Knowledge, 25, 17-38, (In Persian).

Nikoomaram, H., Pourzamani, Z., & Dehghan, A. M. (2014). Spillover Effect on the on Contest Markets For Capital Market. Journal of Investment Knowledge, 11, 179-199, (In Persian).

Philips, P. C. B., Wu, Y., & Yu, J. (2011). Explosive Behavior in the 1990s NASDAQ: When did Exuberance Escalate Asset Values?. International Economic Review, 52, 201-226.

Rezazadeh, A. (2016). The Impact of Macroeconomic Variables on Tehran Stock Market Returns Volatility: GARCH-X Approach. Applied Theories of Economics, 2,121-136, (In Persian).

Shahbazi, K., Rezaei, E., & Salehi, Y. (2014). The Impact of Oil Price Shocks on the Stock Returns of Tehran Stock Exchange (TSE). Financial Knowledge of Securiies Analysis, 18, 125-136, (In Persian).

Subayyal, M., & Shah, A. (2011). The Co Integration between Exchange Rates and Stock Prices in Highly Volatile Markets: Evidence from Pakistan. Middle Eastern Finance and Economics, 15, 156-163.

Touil, M., & Mamoghli, Ch. (2020). Institutional environment and determinants of adjustment speed to the target capital structure in the MENA region. Borsa Istanbul Review, 16, 1-23.

Zhou, X., Zhang, J., & Zhang, Z. (2021). How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. International Review of Economics & Finance, 73, 196-213.