Search Results - "Rounaghi, Mohammad Mahdi"
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Increasing productivity and sustainability of corporate performance by using management control systems and intellectual capital accounting approach
Published in Green finance (01-01-2021)“…The purpose of this article is to provide an overview of the literature covering the area of management control systems (MCS) and intellectual capital…”
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Using Lyapunov’s method for analysing of chaotic behaviour on financial time series data: a case study on Tehran stock exchange
Published in National accounting review (01-01-2020)“…In the last decade there is a constantly growing interest in application of mathematics methods and econophysics methods to solve various problems concerning…”
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Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model
Published in Future business journal (01-12-2022)“…The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk…”
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Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange
Published in International journal of finance and economics (01-01-2021)“…An alternative investment theory to the widely utilized efficient market hypothesis, fractal market hypothesis analyses the daily randomness of the market and…”
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The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
Published in Financial innovation (Heidelberg) (01-12-2024)“…The spread of the coronavirus has reduced the value of stock indexes, depressed energy and metals commodities prices including oil, and caused instability in…”
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Implementation of strategic cost management in manufacturing companies: overcoming costs stickiness and increasing corporate sustainability
Published in Future business journal (01-12-2021)“…In today's competitive world, three factors: price, quality and time have critical roles in the success of the companies to achieve success in the competition…”
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Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange
Published in Physica A (15-11-2015)“…Stock price changes are receiving the increasing attention of investors, especially those who have long-term aims. The present study intends to assess the…”
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Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model
Published in Physica A (15-08-2016)“…We investigated the presence and changes in, long memory features in the returns and volatility dynamics of S&P 500 and London Stock Exchange using ARMA model…”
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Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique
Published in Physica A (15-11-2015)“…One of the most important topics of interest to investors is stock price changes. Investors whose goals are long term are sensitive to stock price and its…”
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