Investigating the role of arbitrage costs and feelings in the relation-ship between fundamental power strategy and stock returns
Subject Areas : Financial AccountingMohsen Hashemigohar 1 , Mojdeh Mansouri 2
1 -
2 - Master of Accounting Student, Islamic Azad University, Shahr-e Qods Branch, Tehran, Iran.
Keywords:
Abstract :
[1] Asgarnejad Noori, B., Factors affecting the stock returns of companies listed on the Tehran Stock Exchange: A meta-analysis approach, Asset Management and Financing, 2018, 6(1-20), P.29-50. Doi:10.22108/amf.2017.21193
[2] Bozorg Asl, M., Marfou, M., and Arabi, M., The relationship between arbitrage restrictions with asset growth anomalies in the companies. Financial Accounting and Auditing Research, 2018, 10(39), P.65-80.
[3] Nikou, H., Ebrahimi, S.K., and Jalali, F., Investor's emotional tendency, unsystematic volatility and inaccurate stock pricing in firms listed in Tehran Stock Exchange. Financial Management Strategy, 2020, 8(1), P.65-85. Doi:10.22051/jfm.2019.24325.1952
[4] Mohammadi, S., Asima, M., Unsystematic risk pricing by explaining the risk of arbitrage. Financial Management Strategy, 2019, 7(3), P.1-24.Doi:10.22051/jfm.2019.24672.1977
[5] Yadi Pourchaleshtari, M., Motalebiyan, M., Examining the effect of arbitrage restrictions on conservative financial statements of firms listed in Tehran Stock Exchange. Third National Conference on Accounting, Economics and Management Innovation; Bandar Abbas: Islamic Azad University Bandar Abbas Branch, 2018.
[6] Rezvani Aghdam, M., and Pourzamani, Z., comparing the effectiveness of technical analysis integrated strategies with the buying and holding of the stock in ascending and descending periods. Financial Knowledge of Stock Analysis, 2017, 17(5), P.17-31.
[7] Moradi, A.M., Olsen Model Efficiency test using f-value in predicting the companies' stock return. Khatam University, 2016,14(3), P.1-15.
[8] Zhu, Z., Sun, L., and Yung, K., Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage. International Review of Financial Analysis, 2020, 71, P.101452. Doi:10.1016/j.irfa.2020.101452
[9] Takamatsu, R.T., and Lopes-Fávero, L.P., Financial indicators, informational environment of emerging markets and stock returns. RAUSP Management Journal. 2019, 54(3), P.253-68. Doi:10.1108/RAUSP-10-2018-0102
[10] Tripathy, T., Pani, B., Effect of F score on stock performance: Evidence from Indian equity market. International Journal of Economics and Finance, 2017, 9(2), P.89-99. Doi:10.5539/ijef.v9n2p89
[11] Miwa, K., Investor sentiment, stock mispricing, and long-term growth expectations. Research in International Business and Finance, 2016, 36, 414-23. Doi:10.1016/j.ribaf.2015.10.003
[12] Rahman seresht, H., Mazloumi. N., Relationship between managerial performance of institutional investors and the share of ownership of these institutions in companies listed on the Tehran Stock Exchange, Management studies, 2006, 47, P.35-52.
[13] Ravanshad, F.R., Amiri, A., Salari, H., Khodadadi, D., Application of the Two-Stage DEA Model for Evaluating the Efficiency and Investigating the Relationship between Managerial Ability and Firm Performance, Journal of Advances in Mathematical Finance & Applications, 2020, 5(2), P.229-245.
Doi: 10.22034/AMFA.2019.582206.1160
[14] Zalaghi, H., Godini, M., mansouri, K., The Moderating Role of Firms Characteristics on the Relationship between Working Capital Management and Financial Performance, Journal of Advances in Mathematical Finance& Applications, 2019, 4(1), P.71-88. Doi:10.22034/AMFA.2019.581878.1158
[15] Jahanseir Khararoudi, R., Azar, A., Karim, T., Evaluating the Performance of an Ambidextrous Bank Using an Agent-based Modelling Approach: A Case Study of Sepah Bank, Advances in Mathematical Finance & Applications, 2019, 4(4), P.39-49. Doi: 10.22034/amfa.2019.1874765.1269
[16] Zanjirdar, M., Madahi, Z., and Kasbi. P., Comparative analysis of sticky SGA costs and cost of goods sold: Evidence from Tehran Stock Exchange, Management Science Letters, 2014, 4.3, P.521-526.
Doi: 10.5267/j.msl.2014.1.014
[17] Heidarpour, F., Tariverdi, y., Mehrabi, M., The effect of investors' emotional tendencies on stock returns, Financial knowledge of securities analysis, 2013, 6(1), P.1-13. Doi: 10.5267/j.msl.2014.1.014
[18] Takamasa Yamaguchi, Financial Modeling & Valuation Analyst, Corporate Finance Institute, 2020. Doi: 10.22034/amfa.2019.1874765.1269