keyword سهام ارزشی ورشدی ‎/ (2 Article)

Writer : صمدی، فاطمه ؛ یزدلی، عباس ؛ نصیری، محمد ؛

Journal:رویکردهای پژوهشی نوین در مدیریت و حسابداری»پاییز 1399 - شماره 43 (جلد چهارم) (‎18 page(s) - From 1 to 18 )

Keywords:سهام ارزشی ورشدیعامل نسبت ارزش دفتریعامل سودآوریمارکوف سوئیچینگ داینامیکعامل اندازهrisk factorSize FactorThe present study examines stock trading strategies based on macro fundamental analysis: using the Markov model of dynamic switching in companies listed on the Tehran Stock Exchange in the period 13911397 (117 companies). For this purposeusing the field survey and document mining methodsthe extracted information has been tested and analyzed using descriptive statistics methods and panel data model (logistic regression). The results of the hypothesis showed that the risk factorbook value to market ratio and investment factor is the determining factor in predicting the return on value stocks. Alsobook value to market ratio and investment factor is the determining factor in predicting growth stock returns. We also proved the results economically based on the

Writer : تهرانی، رضا ؛ خجسته، محمدعلی ؛

Journal:علوم مدیریت ایران»پاییز 1387 - شماره 11 Ranking Science-Research (Ministry of Science/ISC (‎21 page(s) - From 1 to 21 )

Keywords:بورس اوراق بهادار تهرانبازده آتی سهامبهره وری سرمایهسهام ارزشی و رشدیfuture stock returnsCapital Productivityvalue and growth stocksTehran Stock Exchange