این سایت در حال حاضر پشتیبانی نمی شود و امکان دارد داده های نشریات بروز نباشند
تحقیقات مالی اسلامی، جلد ۵، شماره ۹، صفحات ۱۵۵-۱۸۰
عنوان فارسی
چکیده فارسی مقاله
کلیدواژه‌های فارسی مقاله
عنوان انگلیسی Cointegration Analysis of Tehran Stock Exchange and Islamic Stock Market in Selected Countries
چکیده انگلیسی مقاله The process of economic globalization and integration has had a tremendous growth in recent years and the convergence of various economic sectors, including the financial markets is increasingly in the spotlight. This increasing trend has strengthened investors' interests in the subject of convergence among the world's stock markets and investors experimentally show a passion for understanding the relationship between the various stock markets, in order to create a high-yield portfolio. Consequently, to determine the convergence of Tehran Stock Exchange as the core of the financial economy of an Islamic economy, with other countries' Islamic stock can be fruitful for investment decisions about selecting an optimal portfolio. Accordingly, this study by using the method of cointegration analysis, has dealt with the short and long term relation between Tehran stock exchange and Islamic stock exchange of the selected countries. The research has been done in the period of May 2002 to December 2014 using stock indices of different countries on a monthly basis. They indicate that firstly, there is a weak link between Tehran stock index and Islamic stock index of UK, USA, and Arabic and Islamic world index in the short term. Secondly, no convergence and connection is seen between these indicators in the long term. The results may indicate Iran's stock market's distance from the defined Islamic index.
کلیدواژه‌های انگلیسی مقاله
نویسندگان مقاله محمدرضا اسکندری عطا | mohammad reza
دانشجوی دکتری اقتصاد بخش عمومی دانشگاه مازندران
سازمان اصلی تایید شده: دانشگاه مازندران (Mazandaran university)

ایمان روستا |
دانشجوی دکتری اقتصاد دانشگاه شیراز
سازمان اصلی تایید شده: دانشگاه شیراز (Shiraz university)

نشانی اینترنتی http://ifr.journals.isu.ac.ir/article_1834_825a4e2c496321a378e04b9634b71c81.pdf
فایل مقاله اشکال در دسترسی به فایل - ./files/site1/rds_journals/706/article-706-337323.pdf
کد مقاله (doi)
زبان مقاله منتشر شده en
موضوعات مقاله منتشر شده
نوع مقاله منتشر شده
برگشت به: صفحه اول پایگاه   |   نسخه مرتبط   |   نشریه مرتبط   |   فهرست نشریات