خلاصه ماشینی:
1006515 Received: June 09, 2019 Accepted: February 03, 2021 Article Type: Research-based © Faculty of Management, University of Tehran Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences Moslem Peymany Foroushany *Corresponding Author, Assistant Prof.
0HWhods: To this end, a new approach of estimating stochastic dominance, the quantile regression method is utili]ed to perform the stochastic dominance test on the daily returns of the Tehran Stock Exchange total index close values over a period of 19 years (from September 1999 to February 2019) that contains different bullish and bearish market conditions.
1007014 Received: April 27, 2020 Accepted: April 13, 2021 Article Type: Research-based © Faculty of Management, University of Tehran Comparison of Efficiency in Cash and Future Market of Gold Coin 0ahdi EsNandaUi Ph. D.
1007012 Received: May 10, 2020 Accepted: September 07, 2020 Article Type: Research-based © Faculty of Management, University of Tehran The Disposition Effect in Mutual Funds: Evidence from Iran Ali Ebrahim Nejad Assistant Prof.
1006993 Received: February 23, 2020; Accepted: March 02, 2021 Article Type: Research-based © Faculty of Management, University of Tehran The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange SomayHh Loni Ph. D.
1007069 Received: December 20, 2020 Accepted: April 27, 2021 Article Type: Research-based © Faculty of Management, University of Tehran Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange Peyman Alipour *Corresponding Author, PhD Candidate, Department of Finance, Faculty of Management, University of Tehran, Tehran, Iran.