Purpose: The flourishing of political parties and currents is one of the signs of the degree of development in societies. In contemporary Iran and since the formation of the constitutional movement, political currents have gone through many ups and downs and it can be said that political currents in Iran after the Islamic Revolution have not yet reached the stage of institutionalization and stability. A characteristic feature of political currents in Iran is the divergence and division among political currents in recent decades, and this can be one of the reasons for the instability and cross-sectional and seasonal activity of political parties in Iran. Therefore, the necessity of leading research seeks to answer the question of how factors and divergence among political currents in Iran after the victory of the Islamic Revolution can be analyzed? And what are the scenarios for the advancement of political currents in Iran?Method: To answer this question, the method of causal-layer ANALYSIS, which is one of the qualitative methods in futures research, has been used.Findings: The research findings indicate that this divergence is due to a wide range of reasons from the level of causal systems (from the institutionalization of power to the formation of parties as elitist initiatives), worldview and discourse (from charismatic political authority to culture). Subsidiary-follower politics to myth-metaphor (Iranian individualism to belief in a strong state-weak society) can be analyzed.Conclusions: Three scenarios for the future of Iranian political currents can be considered: integration of currents as the security valve of the political system, the collapse of political currents in the traditional form, integration and consolidation in new social movements (virtualized parties).

Investors in STOCK markets are concerned about the inflation effect on their returns.However, the impact varies based on investment horizons. Since investors have different attitudes and diverse investment horizons, studying the relationship between inflation and STOCK returns in different time scales would have great implications for their investment. In this paper, we examine the Fisher hypothesis, which denotes a positive relationship between nominal STOCK return and inflation rate, using a wavelet multi-scaling method that decomposes a given time series on a scale-by-scale basis. The wavelet approach based on time-scale decomposition provides a valuable means of testing the Fisher hypothesis and resolves the problem of conflicting results in the literature. Our results show a negative relationship between inflation and the TSE returns in short-run horizon and a positive relationship in long-run horizon.

In this article with simulation of Tehran subway second type rolling STOCK, dynamic performance of this train has been studied. Dynamic simulation of Tehran subway has been simulated in UM (universal mechanism) package. At first train bogie parts has been drawn in 3D software package Solid works and moment of inertia and mass of each part has been extracted. In Solid works software the bogie part has been attached and complete model of bogie imported to Dynamic simulation software. In Dynamic simulation of Tehran subway rolling STOCK, primary and secondary suspensions were differ from conventional bogies that has been used in Iranian railway and simulation should be done exactly. After this work dynamic simulation has been done for hunting speed of wagon and acceleration of wagon body has been obtained in vertical and lateral directions. with the result that has been extracted from dynamic performance of train, the effect of hunting speed on lateral wheelset lateral displacement and angle of attack in left wheel of first wheelset has been comprised. ride index criteria for calculation of Tehran subway has been explained. for simulation of train, track irregularity inputted in UM software for ride index has been calculated in lateral and vertical directions. According to secondary suspension of Tehran subway train body acceleration and ride comfort of this train simulated. According to ride comfort result of this train, the result of Tehran subway rolling STOCK has been compared with standard value.

The process of economic globalization and integration has had a tremendous growth in recent years and the convergence of various economic sectors, including the financial markets is increasingly in the spotlight. This increasing trend has strengthened investors' interests in the subject of convergence among the world's STOCK markets and investors experimentally show a passion for understanding the relationship between the various STOCK markets, in order to create a high-yield portfolio. Consequently, to determine the convergence of Tehran STOCK Exchange as the core of the financial economy of an Islamic economy, with other countries' Islamic STOCK can be fruitful for investment decisions about selecting an optimal portfolio. Accordingly, this study by using the method of cointegration ANALYSIS, has dealt with the short and long term relation between Tehran STOCK exchange and Islamic STOCK exchange of the selected countries. The research has been done in the period of May 2002 to December 2014 using STOCK indices of different countries on a monthly basis. They indicate that firstly, there is a weak link between Tehran STOCK index and Islamic STOCK index of UK, USA, and Arabic and Islamic world index in the short term. Secondly, no convergence and connection is seen between these indicators in the long term. The results may indicate Iran's STOCK market's distance from the defined Islamic index.

Recognition and understanding the genetic control of traits, combining ability and genetic structure are directly related to the success of breeding programs. For this purpose, a 7 × 7 one-way diallel design was conducted in a randomized complete block design with three replications. The measured traits were included plant height, height to the first capsule, number of days to 50% and 90% of flowering, number of capsules per plant, number of seeds per capsule, number of days to physiological ripening, number of branches, leaves number and length, 1000-seeds weight, capsule weight, length and width, chlorophyll a, b and total chlorophyll, biological andeconomic yields, harvest index, oil and protein percentage. ANALYSIS of variance showed that there was a significant difference between genotypes and diallel ANALYSIS showed that the additive variance of all traits and dominant variance of all traits except height to the first fruit-bearing capsule were significant. The oltan cultivar was the best and Ardestan genotype was the worst genotype in terms of general combining ability. Sabzevar×TS-3 and Sirjan×Fars were the best hybrids in most traits. The general heritability was between 0.90 to 0.96 for biologic yield and number of branches, respectively and narrow heritability was between 0.36 to 0.91 for the number of branches and harvest index, respectively. The ANALYSIS of variance by Hayman method confirmed the results of Griffing ANALYSIS.

Analyzing and predicting the movement of the STOCK price index is one of the issues that analysts and investors face it and use various tools to do it. Considering the similarity of financial markets with physical phenomena, it is possible to study the relations existing in market as a complex system. One of the concepts in this area is entropy that measures the uncertainty and complexity of the dynamic system. In this research, the behavior of the Tehran Exchange Divedend and Price Index (TEDPIX) has been analyzed using Shannon's multiscale entropy technique. For this purpose, at the beginning, using the close price of STOCKs of Tehran Exchange's companies during the period from 2013 to 2017, entropy is calculated in monthly, seasonal, six-month, and annual periods, and in two scale, 50-50. Then, the existence of a grained causality relationship between these series and the TEDPIX was investigated using the Toda-Yamamoto test. The results of this study indicate that some Entropies are the linear cause of the STOCK index. In other words, the main information in the annual, six-month and seasonal periods, and small fluctuations in the seasonal period, is the linear cause of the TEDPIX.

Capital markets are recognized as bridges between investor and investee. The mechanisms applied in these markets accelerate the economic development by the growing volume of savings and investment. In this market, financing a major part of the costs of firms should be possible by the existing instruments. Preferred shares or preferred STOCKs is a type of STOCK which may have any combination of features not possessed by common STOCK including properties of both an equity and a debt instrument, and is generally considered a hybrid instrument. Preferred STOCK is considered to be a hybrid security, having some of the characteristics of common STOCK but also resembling fixed income offerings in many respects. Unlike common STOCKs, preferred STOCKs tend to stay relatively stable in price after their issuance. They behave more like bonds than STOCKs in a number of ways, as they pay regular dividends at either a set or variable rate of interest, and their prices fluctuate in the secondary market in accordance with interest rates. Similar to an equity security, a preferred share represents an ownership interest. Preferred STOCKs are favored by those investors who seek fixed regular income and a reasonable safety of their capital. Using an analytical – descriptive and library method, this paper explores the concept of preferred share and its efficiency and presents an economic-jurisprudence based ANALYSIS of these types of STOCKs. The hypothesis followed by this paper is that preferred shares are STOCKs with outstanding interests which can be issued in the framework of Sharia rules with regard to the characteristics appropriate the economic and cultural situation in Iran. The findings show that due to the principle of contagion of ‎stipulation decay (corruption) to contract which has been adopted by the former, later and contemporary Fuqahā' or Islamic jurists, in fact, accumulated dividends cannot change the nature of contract. Then, under every characteristic and condition, preferred STOCKs are similar to common STOCKs in nature.

This research investigates the relationship between the fundamental accounting information and STOCK returns for 51 Tehran STOCK Exchange firms over the past 5 years (60 months). We construct a combination of financial & non-financial variables designed to capture short-term changes in the firm's financial position, profitability and audit report. We use nine fundamental signals to measure the firm's strength. Each firm's signal realization is classified as either "good" or ''bad'' and accordingly scored one or zero. The aggregate signal is designed to measure the overall strength of the firm position, called F-Score. The results of the research have shown that changes in profitability, total assets and audit reports are significantly related to the Abnormal Rate of Return (ARR), and the three variables can explain %48 of changes in ARR. To improve the model, we examine the effect of inflation. The results indicated that in the periods with high inflation, the Adjusted;-R2 (AR2) will improve from %48 to %58, but in the periods with low inflation changes in AR2 are not significant.