CAPITAL MARKET ANOMALIES AND PORTFOLIO – SELECTION STRATEGIES IN THE TEHRAN STOCK MARKET

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NAYEBZADE SHAHNAZ; MAHMOUDI KOHANI QODSIYEH

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Journal: INVESTMENT KNOWLEDGE Year:2013 | Volume:2 | Issue:6 Page(s): 15-28

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Information Journal Paper

Title

CAPITAL MARKET ANOMALIES AND PORTFOLIO – SELECTION STRATEGIES IN THE TEHRAN STOCK MARKET

Author(s)

NAYEBZADE SHAHNAZ | MAHMOUDI KOHANI QODSIYEH | Issue Writer Certificate

Keywords

OVERREACTIONQ2

MARKET ANOMALIESQ2

PRICINGQ2

PORTFOLIOQ1

CONTRARIAN STRATEGYQ1

Abstract

There are numerous studies concerning MARKET ANOMALIES and capital market inefficiencies. The existing evidences challenge the efficient market hypothesis and declare that investors overprice the winners’ stocks while the losers’ are underpriced. This deficiency will be discovered by the market after a few times and there will be a balance then. The purpose of this paper is to present a new strategy of PORTFOLIO selection. This study is an applied research and covers eight years (1382-1389) of 60 firms listed on Tehran Stock Exchange. The findings reveal that the higher the stock prices of the firms with higher (lower) abnormal accumulated return, the higher (lower) they are priced and finally their return in long-term will be lower (higher). Considering this issue leads to the profitability of the PORTFOLIO.

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APA: Copy

NAYEBZADE, SHAHNAZ, & MAHMOUDI KOHANI, QODSIYEH. (2013). CAPITAL MARKET ANOMALIES AND PORTFOLIO – SELECTION STRATEGIES IN THE TEHRAN STOCK MARKET. INVESTMENT KNOWLEDGE, 2(6), 15-28. SID. https://sid.ir/paper/188124/en

Vancouver: Copy

NAYEBZADE SHAHNAZ, MAHMOUDI KOHANI QODSIYEH. CAPITAL MARKET ANOMALIES AND PORTFOLIO – SELECTION STRATEGIES IN THE TEHRAN STOCK MARKET. INVESTMENT KNOWLEDGE[Internet]. 2013;2(6):15-28. Available from: https://sid.ir/paper/188124/en

IEEE: Copy

SHAHNAZ NAYEBZADE, and QODSIYEH MAHMOUDI KOHANI, “CAPITAL MARKET ANOMALIES AND PORTFOLIO – SELECTION STRATEGIES IN THE TEHRAN STOCK MARKET,” INVESTMENT KNOWLEDGE, vol. 2, no. 6, pp. 15–28, 2013, [Online]. Available: https://sid.ir/paper/188124/en

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