A novel DEA model for solving performance measurement problems with flexible measures: An application to Tehran Stock Exchange
Sign Up to like & getrecommendations! Published in 2021 at "Measurement"
DOI: 10.1016/j.measurement.2021.109444
Abstract: Abstract In basic data envelopment analysis (DEA) models the status of input and output measures are exactly known and given. However, in certain cases, some factors could play either input or output roles that are… read more here.
Keywords: dea; performance; stock exchange; flexible measures ... See more keywords
The effect of reporting quality on stock returns of listed companies on the Tehran Stock Exchange
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Productivity and Performance Management"
DOI: 10.1108/ijppm-09-2015-0127
Abstract: Purpose The purpose of this paper is to examine the effect of earnings quality (as a proxy for financial reporting quality) of companies listed on the Tehran Stock Exchange (TSE) and the quality of their… read more here.
Keywords: quality; stock returns; earnings quality; tehran stock ... See more keywords
Long Memory or Structural break: Evidence from the Tehran stock market
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Procurement Management"
DOI: 10.1504/ijpm.2019.10022502
Abstract: The process of short memory that meet structural break in a mean shows the slower hyperbolic rate of decay in autocorrelation function and fractional integrated processes. In this paper, we investigated the potential of structural… read more here.
Keywords: memory; long memory; tehran stock; structural break ... See more keywords