AN INVESTIGATION OF RATIONAL STOCK PRICE BUBBLE IN TEHRAN STOCK EXCHANGE

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YAHYAZADEHFAR MAHMOOD; TAGHINEZHAD OMRAN VAHID; ALIPOUR SIAVASH

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Journal: NAMEH-YE-MOFID Year:2009 | Volume:15 | Issue:1 (72 ECONOMICS) Page(s): 49-68

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Title

AN INVESTIGATION OF RATIONAL STOCK PRICE BUBBLE IN TEHRAN STOCK EXCHANGE

Author(s)

YAHYAZADEHFAR MAHMOOD | TAGHINEZHAD OMRAN VAHID | ALIPOUR SIAVASH | Issue Writer Certificate

Keywords

ARFIMAQ3

RATIONAL BUBBLEQ3

MEAN REVERSIONQ3

Abstract

Price bubbles are one of the factors that affect stock price and its volatilities. The term bubble in the stock market suggests a possible deviation of the stock price from the fundamental price, proxied from the present value of all its future cash flows or dividends that is based on, reflections and reactions. These reactions to price rising cause to increase investors intentions, demands and finally leads to stock price increase.In this article the existence of RATIONAL BUBBLEs will be examined in Tehran Stock Exchange weekly, monthly and seasonal data over the period 2000-2007 using three tests including Unit Root, Co-integration and Fractional Integration. By using these three tests, the existence of RATIONAL BUBBLEs in Tehran Stock Exchange will not be rejected.

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APA: Copy

YAHYAZADEHFAR, MAHMOOD, TAGHINEZHAD OMRAN, VAHID, & ALIPOUR, SIAVASH. (2009). AN INVESTIGATION OF RATIONAL STOCK PRICE BUBBLE IN TEHRAN STOCK EXCHANGE. NAMEH-YE-MOFID, 15(1 (72 ECONOMICS)), 49-68. SID. https://sid.ir/paper/3597/en

Vancouver: Copy

YAHYAZADEHFAR MAHMOOD, TAGHINEZHAD OMRAN VAHID, ALIPOUR SIAVASH. AN INVESTIGATION OF RATIONAL STOCK PRICE BUBBLE IN TEHRAN STOCK EXCHANGE. NAMEH-YE-MOFID[Internet]. 2009;15(1 (72 ECONOMICS)):49-68. Available from: https://sid.ir/paper/3597/en

IEEE: Copy

MAHMOOD YAHYAZADEHFAR, VAHID TAGHINEZHAD OMRAN, and SIAVASH ALIPOUR, “AN INVESTIGATION OF RATIONAL STOCK PRICE BUBBLE IN TEHRAN STOCK EXCHANGE,” NAMEH-YE-MOFID, vol. 15, no. 1 (72 ECONOMICS), pp. 49–68, 2009, [Online]. Available: https://sid.ir/paper/3597/en

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