Industry Index Performance in Tehran Stock Exchange and Fluctuations of Dollar Rates

Mohammad Qezelbash, Saeid Tajdini, Mohsen Mehrara and Majid Lotfi Ghahroud
Additional contact information
Mohammad Qezelbash: Financial Engineering Department, Allameh Tabataba’i University, Tehran, Iran
Saeid Tajdini: Faculty of Economics, University of Tehran, Tehran, Iran
Mohsen Mehrara: Faculty of Economics, University of Tehran, Tehran, Iran
Majid Lotfi Ghahroud: Faculty of Economics, University of Tehran, Tehran, Iran

Journal of Money and Economy, 2023, vol. 18, issue 3, 331-347

Abstract: This study aimed to investigate the performance of diverse stock market indices on the Tehran Stock Exchange during two distinct phases: a boom from September 2022 to December 2022 and a recession from December 2022 to September 2022 in the foreign exchange market. The results of this study diverged from the anticipated

Keywords: Foreign Exchange Market; Tehran Stock Exchange; Dynamic Conditional Beta; Conditional Treynor Ratio (search for similar items in EconPapers)
Date: 2023
References: Add references at CitEc
Citations:

Downloads: (external link)
http://jme.mbri.ac.ir/article-1-651-en.pdf (application/pdf)
http://jme.mbri.ac.ir/article-1-651-en.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:18:y:2023:i:3:p:331-347

Access Statistics for this article

More articles in Journal of Money and Economy from Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
Bibliographic data for series maintained by P. R. ().