The impact of economic fluctuations on earnings forecast

Molodpoor, Ata; Darabi, Roya

doi:10.5267/j.msl.2015.5.005

Cited by 2 publications

(1 citation statement)

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“…Their results indicated that considering for long-range memory, fat-tails and asymmetry could possibly perform better in forecasting a one-day-ahead VaR for both short and long trading positions. Molodpoor and Darabi (2015) investigated the relationship between actual as well as forecasted earnings and growth domestic product during the economic growth and recession on firms listed on TSE. Based on the data gathered from 60 firms over the period of 2007-2012, the study determined that there had been a positive relationship between earnings forecast and growth domestic product during economic growth.…”

Section: Introductionmentioning

confidence: 99%

A comparative study on value at risk versus TEFIX 30: Evidence from Tehran Stock Exchange

Pakray¹,

Madrakian²

2015

10.5267/j.msl

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The aim of this study is to learn the effects of the value at risk (VaR) and the index of 30 largest companies (TEFIX 30) on the index of 30 large firms' prices listed on Tehran Stock Exchange (TSE). This research study is based on analysis of libraries and analytical panel data and proposes a regression function where the index of 30 large companies' prices is a linear function of VaR and TEFIX 30. The study collects the information of 90 publicly traded TSE firms over the period 2011-2013. The results have indicated that while the index of 30 large companies' prices had a meaningful relationship with VaR but it had no meaningful relationship with TEFIX 30.

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Section: Introductionmentioning

confidence: 99%