Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran

Leila Argha, Mohammad Mowlaei, Mohsen Khezri and Abolfazl Shahabadi
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Leila Argha: Department of Economics, Bu-Ali Sina University
Mohammad Mowlaei: Department of Economics, Bu-Ali Sina University
Mohsen Khezri: Department of Economics, Bu-Ali Sina University
Abolfazl Shahabadi: Faculty of Social Sciences and Economics, Alzahra University

Journal of Money and Economy, 2017, vol. 12, issue 4, 481-489

Abstract: One of the features of a financial market, the stock market, in particular, is the market sentiment which is the overall attitude of investors toward a particular security or financial market. Investors always seek to create a portfolio with minimum risk while maintaining the expected return level. Therefore, perceiving the relationship between the

Keywords: Stocks; Oil Price; Exchange Rate; Copper; Steel; Dynamic Conditional Correlation; DCC-FIAPARCH (search for similar items in EconPapers)
Date: 2017
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