An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market

An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market

This study examines the relationship between Tehran Stock Exchange (TSE) profitability and inflation for the period from March 1998 to March 2008 by investigating the influences of inflation on three TSE's indices including TEDPIX as total index, INDUSDEX as price index for industrial companies...

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Main Author: Ahmadi, Zahra
Format: Thesis
Published: 2009
Subjects:
HG1710 Electronic Funds Transfers
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id my-mmu-ep.1607
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spelling my-mmu-ep.16072010-09-23T03:28:08Z An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market 2009-08 Ahmadi, Zahra HG1710 Electronic Funds Transfers This study examines the relationship between Tehran Stock Exchange (TSE) profitability and inflation for the period from March 1998 to March 2008 by investigating the influences of inflation on three TSE's indices including TEDPIX as total index, INDUSDEX as price index for industrial companies, and TEDIX as dividends index. This research adopts two Vector Auto Regression (VAR) models. The first model contains consumer price index, gross domestic products, money supply, exchange rate, and interest rate as independent variables when the second model only considers consumer price index as independent variable. 2009-08 Thesis http://shdl.mmu.edu.my/1607/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Research Library
institution Multimedia University
collection MMU Institutional Repository
topic HG1710 Electronic Funds Transfers
spellingShingle HG1710 Electronic Funds Transfers
Ahmadi, Zahra
An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
description This study examines the relationship between Tehran Stock Exchange (TSE) profitability and inflation for the period from March 1998 to March 2008 by investigating the influences of inflation on three TSE's indices including TEDPIX as total index, INDUSDEX as price index for industrial companies, and TEDIX as dividends index. This research adopts two Vector Auto Regression (VAR) models. The first model contains consumer price index, gross domestic products, money supply, exchange rate, and interest rate as independent variables when the second model only considers consumer price index as independent variable.
format Thesis
qualification_level Master's degree
author Ahmadi, Zahra
author_facet Ahmadi, Zahra
author_sort Ahmadi, Zahra
title An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
title_short An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
title_full An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
title_fullStr An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
title_full_unstemmed An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
title_sort examination of the relationship between inflation rate and stock market profitability empirical evidence from tehran stock market
granting_institution Multimedia University
granting_department Research Library
publishDate 2009
_version_ 1747829413000511488

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