The Effect Of Economic Factors On Tehran Stock Exchange, M.Sc. Thesis Sharif University of Technology ; Eshraghniaye Jahromi, Abdolhamid (Supervisor)
Abstract
In this study it is attempted to investigate the impact of macroeconomic variables on the determination stock price in Iran.In this study it is used quarterly time series data of stock price and also macroeconomic variables including Growth of Consumer Price Index(Inflation), Iran Crude Oil Price, Exchange Rate, Gold Price, Liquidity, Money Supply and Gross Domestic Product for a period of 10 years (1381:1-1390:4). Data is obtained from monthly and quarterly reports, available on the website of the Central Bank of Iran and Tehran Stock Exchange Organization. In the analysis of the collected data, It is applied unit root tests, test for co integration, and utilize a Vector Auto Regressive...
Cataloging briefThe Effect Of Economic Factors On Tehran Stock Exchange, M.Sc. Thesis Sharif University of Technology ; Eshraghniaye Jahromi, Abdolhamid (Supervisor)
Abstract
In this study it is attempted to investigate the impact of macroeconomic variables on the determination stock price in Iran.In this study it is used quarterly time series data of stock price and also macroeconomic variables including Growth of Consumer Price Index(Inflation), Iran Crude Oil Price, Exchange Rate, Gold Price, Liquidity, Money Supply and Gross Domestic Product for a period of 10 years (1381:1-1390:4). Data is obtained from monthly and quarterly reports, available on the website of the Central Bank of Iran and Tehran Stock Exchange Organization. In the analysis of the collected data, It is applied unit root tests, test for co integration, and utilize a Vector Auto Regressive...
Find in contentBookmark |
|