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Information Journal Paper

Title

STUDY OF HETEROGENEITY IN TEHRAN STOCK EXCHANGE CONCERNING TECHNICAL STRATEGY

Pages

  139-166

Abstract

 In this paper study of HETEROGENEITY in Tehran Stock Exchange concerning TECHNICAL STRATEGY will be analyzed. Research indicators divided into two categories:1. Trend - following indicators: Which comprised Moving Average (MA) and Exponential Moving Average (EMA).2. OSCILLATOR INDICATORs: Including Relative Strength Index (RSI), Money Flow Index (MFI), and Moving Average Convergence Divergence. (MACD).Achieving the result for this investigation reveals there is a logical and direct relation between stock return of all technical indicators and with Holding Period Return. Ultimate after comparison of average, HETEROGENEITY have been observed in Tehran Stock Exchange. Finally, the maximum and minimum of HETEROGENEITY can be observed in MA and RSI respectively.

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References

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APA: Copy

SALMANI, SOODEH. (2010). STUDY OF HETEROGENEITY IN TEHRAN STOCK EXCHANGE CONCERNING TECHNICAL STRATEGY. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 1(2), 139-166. SID. https://sid.ir/paper/197814/en

Vancouver: Copy

SALMANI SOODEH. STUDY OF HETEROGENEITY IN TEHRAN STOCK EXCHANGE CONCERNING TECHNICAL STRATEGY. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2010;1(2):139-166. Available from: https://sid.ir/paper/197814/en

IEEE: Copy

SOODEH SALMANI, “STUDY OF HETEROGENEITY IN TEHRAN STOCK EXCHANGE CONCERNING TECHNICAL STRATEGY,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 1, no. 2, pp. 139–166, 2010, [Online]. Available: https://sid.ir/paper/197814/en

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