Sharif Digital Repository

The commodity market as a noteworthy section of the capital market plays a prominent role in the economy of a nation. Base metals, which are widely utilized as industrial raw materials, account for a part of the costs imposed on a nation’s economy. Hence the price levels and volatility of such metals have been under close observation by the capital markets and in the process of monetary policy. In this research we investigate the impacts of the monetary policy of the Federal Reserve on the return of base metals based on daily data and also on the stock return of the corporates which are associated with these metals by using intraday data. This poster employs Federal Funds Futures Contracts... 

In this era, competition in economic fields is undeniable. According to huge amount of foreign trades between countries, economic prosperity of each country causes persuasion of foreign investors to come into that country for investment. Stock Exchanges is one sign of economic prosperity in each country, So prediction of the stock exchanges situation is very important. It is noteworthy that according to the importance of prediction in partial level, the necessity of predicting companies stock price is realized. According to the complicated term in this field, linear methods do not have appropriate efficiency for predicting, so nonlinear methods and especially Artificial Neural Networks are... 

In inefficient stock markets, fast and complete access to the public information about stocks and using this information for trades can make the investment more profitable. This research gathered the Iranian telegram channel's data with stock and investment subjects, trading volume, and stock returns. We suggested a trading strategy for beating the market by processing these data. We have also investigated the transaction costs in this research.