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

Ahmadi, Zahra (2009) An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market. Masters thesis, Multimedia University.

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Abstract

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.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HG Finance > HG1710 Electronic Funds Transfers
Divisions: Faculty of Management (FOM)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 23 Sep 2010 03:28
Last Modified: 23 Sep 2010 03:28
URI: http://shdl.mmu.edu.my/id/eprint/1607

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