Stok market fluctuations and developing policies to control market bubble; Asystem dynamics approch

Publish Year: 1383
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:

IRIMC02_074

تاریخ نمایه سازی: 17 فروردین 1388

Abstract:

Developing strategic policies which could protect the stock market from bubbles is a challenging area in financial management . When the price index reses fast,the chances of ets collapsing increase . The collapsing of bubbles leads to large negative returns . Researchers have argued the stoch price behavior does not always follow the economics fundamentals There are monlinear and complex factors affecting changes in the stock prices system dynamics as a way of analyzing complexity and nonlinearity could give us a new perspective to analyze the dynamic behavior of stock price index . thed paper develops a model to examine main causes of growth and shrink of stok market index.

Keywords:

Systemdynamic , stok exchange speculative bubble , Financial Management Behavioral Finance

Authors

Ali .N Mashayekhi

Professor of Management , Graduate School of Management and Economics,Sharif University of Technology

Navid Ghaffarzadegan

MBA program student, Sharif University of Technology

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