INVESTIGATING THE CAUSING RELATION EARNING AND FUTURE RETURN TO EXISTING RATIONAL INTRINSIC BUBBLE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE

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GHOLIZADEH MOHAMMAD HASAN; RAMAZANPOUR ISMAEL; FARKHONDEH MAHSA

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Journal: JOURNAL OF MANAGEMENT AND ACCOUNTIN SCHOOL Year:2016 | Volume:13 | Issue:50 Page(s): 149-175

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Title

INVESTIGATING THE CAUSING RELATION EARNING AND FUTURE RETURN TO EXISTING RATIONAL INTRINSIC BUBBLE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE

Author(s)

GHOLIZADEH MOHAMMAD HASAN | RAMAZANPOUR ISMAEL | FARKHONDEH MAHSA | Issue Writer Certificate

Keywords

RATIONAL EXPECTATIONSQ2

EFFICIENCY MARKET HYPOTHESISQ2

FUNDAMENTALSQ2

INTRINSIC BUBBLEQ2

VECTOR AUTO REGRESSIVE (VAR)Q2

Abstract

Considering the important role of stock market in economic development, finding this fact that whether price increases is due to fundamental elements or not can help a country's policy makers to direct the capital market to the right direction. Therefore, this study investigates the existence of a certain type of rational bubbles due to the fundamental elements which called rational INTRINSIC BUBBLE during 1385 to 1392. Then, in the second phase this matter will be examined that if the earnings can predict future return regarding to INTRINSIC BUBBLEs so for this purpose Vector Auto Regression model has been applied. The required data have been collected seasonally and calculated by using and Rahavard Novin Software, 65 companies selected as research samples and data has been analyzed by using Eviews 7. the analyzing results indicate that there are INTRINSIC BUBBLEs in 15 companies which is due to changing of fundamental elements such as dividend. Also the results indicate that in companies in which there is not any INTRINSIC BUBBLEs, earning can predict future returns.

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APA: Copy

GHOLIZADEH, MOHAMMAD HASAN, RAMAZANPOUR, ISMAEL, & FARKHONDEH, MAHSA. (2016). INVESTIGATING THE CAUSING RELATION EARNING AND FUTURE RETURN TO EXISTING RATIONAL INTRINSIC BUBBLE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE. JOURNAL OF MANAGEMENT AND ACCOUNTIN SCHOOL, 13(50), 149-175. SID. https://sid.ir/paper/242293/en

Vancouver: Copy

GHOLIZADEH MOHAMMAD HASAN, RAMAZANPOUR ISMAEL, FARKHONDEH MAHSA. INVESTIGATING THE CAUSING RELATION EARNING AND FUTURE RETURN TO EXISTING RATIONAL INTRINSIC BUBBLE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE. JOURNAL OF MANAGEMENT AND ACCOUNTIN SCHOOL[Internet]. 2016;13(50):149-175. Available from: https://sid.ir/paper/242293/en

IEEE: Copy

MOHAMMAD HASAN GHOLIZADEH, ISMAEL RAMAZANPOUR, and MAHSA FARKHONDEH, “INVESTIGATING THE CAUSING RELATION EARNING AND FUTURE RETURN TO EXISTING RATIONAL INTRINSIC BUBBLE OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE,” JOURNAL OF MANAGEMENT AND ACCOUNTIN SCHOOL, vol. 13, no. 50, pp. 149–175, 2016, [Online]. Available: https://sid.ir/paper/242293/en

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