Impact of cash flow shock and stock prices on stock price forecast In the Tehran Stock Exchange

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NORAVESH IRAJ; mohseni dehkalani narges; RAHIMIPOOR AKBAR

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Journal: INVESTMENT KNOWLEDGE Year:2020 | Volume:9 | Issue:33 Page(s): 259-282

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Title

Impact of cash flow shock and stock prices on stock price forecast In the Tehran Stock Exchange

Author(s)

NORAVESH IRAJ | mohseni dehkalani narges | RAHIMIPOOR AKBAR | Issue Writer Certificate

Keywords

volatilityQ1

price indexQ1

Time seriesQ1

Abstract

The main purpose of this research is to investigate the effect of cash flow shock and stock prices on prediction of stock price index in Tehran Stock Exchange. The study period in this study was seasonal data from the beginning of the year 2011 to the end of 2017 and the number of observations for each of the variables examined is 68. To investigate the least squares and all relevant tests were used. After statistical analysis, it is concluded that there is a relationship between stock price deviation with the creation of a bubble in the stock market of Tehran. There is also a relationship between liquidity and price bubbles in the Tehran Stock Exchange. And in the study of the predictive power of the model The regression revealed that the standard deviation of the forecast in high fluctuation periods is high and the regression model introduced in times of crisis and price bubbles calculates the amount of bubbles more than its actual value. In fact, the predicted price is always in the bubble period The price is higher than real prices, and this results in more severe inflationary conditions in the financial market.

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APA: Copy

NORAVESH, IRAJ, mohseni dehkalani, narges, & RAHIMIPOOR, AKBAR. (2020). Impact of cash flow shock and stock prices on stock price forecast In the Tehran Stock Exchange. INVESTMENT KNOWLEDGE, 9(33 ), 259-282. SID. https://sid.ir/paper/392181/en

Vancouver: Copy

NORAVESH IRAJ, mohseni dehkalani narges, RAHIMIPOOR AKBAR. Impact of cash flow shock and stock prices on stock price forecast In the Tehran Stock Exchange. INVESTMENT KNOWLEDGE[Internet]. 2020;9(33 ):259-282. Available from: https://sid.ir/paper/392181/en

IEEE: Copy

IRAJ NORAVESH, narges mohseni dehkalani, and AKBAR RAHIMIPOOR, “Impact of cash flow shock and stock prices on stock price forecast In the Tehran Stock Exchange,” INVESTMENT KNOWLEDGE, vol. 9, no. 33 , pp. 259–282, 2020, [Online]. Available: https://sid.ir/paper/392181/en

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