،ر،1385،”مدیریت مالی” ، انتشارات مرکز تحقیقات تخصصی حسابداری وحسابرسی سازمان حسابرسی ،چاپ دهم ،
10. شرکت اطلاع رسانی بورس تهران ،1386،”مجموعه قوانین ومقررات بازار سرمایه ایران”،چاپ اول
11. علینقی رفیعی، ا ،1387،”انتخاب سهام برتر به روش تحلیل بنیادی “انتشارات نص.
12. کنی،ا،1384، “تحلیل تکنیکی پیشرفته “،انتشارات مرکز تحقیقات واموزش کارگزاری راهبرد
13. لطفی ،ع و علی زرین درویش،1385،”شاخص های تکنیکال”،انتشارات ترمه،
14. مساح،م،1387،”تحلیل تکنیکی از الف تا ی “،انتشارات چالش
15. مورفی ،ج، ترجمه کامیارفراهانی فرد و رضا قاسمیان لنگرودی ،1384 ، “تحلیل تکنیکال در بازار سرمایه “، انتشارات چالش،تهران

منابع لاتین:

1. Achelis،b، Steven، (2001)، “Technical Analysis from A TO Z”
2. Atmeh M. and Dobbs I.M., (2004), “Technical Analysis and the stochastic properties of the Jordanian Stock Market Index Return”, Working paper
3. Balsara Nauzer, Carlson Kathleen and Narendar V. Rao, (1996),”Unsystematic Futures Profits with Technical Trading Rules: A case for flexibility”, Journal Of Financial And Strategic Decisions Volume 9 Number 1 Spring 1996 pp 57-66.
4. Dimitrios Vasilio،Nikolaos Eviotis، and Spyros papathanasiou،(2006) “An International journal vol6 ، N2، HOW Reward is technical analysis” ،Evidence from Athens stock Exchange .
5. Fernando Femfindez-Rodriguez, Sim6N Sosvilla-Rivero and Julifin Andrada-F61ix (1999), “Technical Analysis in the Madrid Stock Exchange”, FEDEA -D.T.99-05 (May 1999), pp. 1-29
6. Ki-Yeol Kwon and Richard j.Kish(2002),”Technical trading strategies and return predictability:NYSE”,Applied Financial Economics ,Volum 12,Number9/September 01,2002,pp639-653
7. Neftci S. (1991). “Naive Trading Rules in Financial Markets and Weiner-KologorovPrediction Theory: A study of “Technical Analysis”. Journal of Business, Volume 64, Issue 4 (Oct. 1991), 549-571.
8. Robert D.Edward And John Magee،2001،”Technical Analysis of stock Trand”،crcpress llc.
9. William Brock, Josef Lakonishok and Blake LeBaron (1992),”Simple Technical Trading Rules and the Stochastic Properties of Stock Returns”, Journal of Finance,Vol. 47, No. 5. (Dec., 1992), pp. 1731-1764.
10. williom f .shrpe,Gordon.Alexander And Jeffery V.Bailey, (2003) ,”investment,prentise Hall”,sixth Edition
11. Wing-Keung Wong, Meher Manzur, Boon-Kiat Chew (2003), “How rewarding is Technical analysis? Evidence from Singapore stock market”, Applied Financial Economics”, Volume 13, Number 7 / July 2003, pp 543 – 551
12. Y،Zhu،G،Zhou،2009″، journal a financial Economics” ،92،519-554، htechnical analysis :An asset allocation perspective use of Moving Averages

Abstract:
Most people correctly informed of the methods are not investing, their greed and maximizing profits more financial wealth in their size and after different markets they invest. Some people seek profits without the risks are lower. Therefore financial resources that are available to participate in the investment banks are participation certificates. The other group of people who possess the resources, in which the markets are working, are investment groups and other precious metals markets, forex and stock exchange by accepting the risk of cholera also have expected more interest in the technical analysis that in most markets due to the frequency of use is considered a large number of investors are located. the process of technical analysis of trading volume, and in regard to prices, for determine future stock prices, currency and … Is.
In fact, technical analysts believe that all these factors in terms of prices by market and their behavior often does repeat. To predict stock prices in the future pay.
This study investigated the efficiency return and risk technical methods by which market participants used to justify. Magnitude relative strength index and moving average convergence divergence(TEMA) in the basic metals Stock Exchange in 1380 be accepted. Two main hypotheses form of eight hypotheses has been minor. The assumptions used to compare the efficiency and risk Relative Strength Index and the moving average convergence divergence (TEMA) at the time of the total index growth and reduce the total index separately and continuously discussed. aims to compare the efficiency Relative Strength Index and risk moving average convergence divergence (TEMA) is the stock exchange. and the years studied from the beginning of 1380 is 09/13/1387.
T test for mean equality test two group used. And therefore the risk of being between two methods and return Relative Strength Index and moving average convergence divergence (TEMA) significant converge there. Growth and decrease the total stock indicators also makes a significant difference between the two methods yield and risk yet.

این مطلب رو هم توصیه می کنم بخونین:   منابع پایان نامه درمورد دمش، پرتوهای، گرمایی

Islamic Azad University
Arak Branch

Faculty of Management-Department of Accounting
((M.A)) Thesis

Subject:
Compared With the Relative Strength Index, Moving Averages Converging Diverging Technical Analysis Methods in Department of Basic Metals Stock Exchange

Thesis Advisor:
N. Bahramfar Ph.D.

Consulted by:
Gh. Talebnia Ph.D.

By:
Mojtaba AsnaAshary

Winter 2011

1 .Investment
2 .Technical
3 .Chartist
4 .Trend
5.Y،Zhu،G،Zhou,2009,519-554
6 .Relative strength index(RSI)
7 .Moving average convergence divergence(MACD(TEMA))
8 .Moving average convergence divergence
9 . Moving average convergence divergence(MACD(DEMA))
10 Fundamental

12 Intrinsic volue
13 .Overbought
14 .Oversold
15 .Exponential average

17. Return
18 .Risk
19 .Technical analyzsis
20. Volume
21.Chelis & Ston,2002,22
22 .Meyers,2006,13
23 .Bankruptcy
24 Investment

26 .Technical analysis
27 .Meyers,2006,15
28 .Moving average convergence divergence(TEMA)
29 .Relative strength index (RSI)
30 .Risk
31.Gilb,2002,52
32 .Return stock
33.Aleksandr et al,2003,844
34 .Forecast
35 .Index
36 .Index Price
37 .Stock exchange
38 .Weighted
39 .Business combination
40.Stock split
41 .Index Tedpix
42 .Index Tedix

44 .Big bang index
45 .Dow jones
46 .National association of security dealers automated quotations(NASDAQ)
47 . National association of security dealers (Nasd)
48 .Nikkei index
49 .Sang index
50 .Standard and poor’s
51 .Portfolio
52 .Portfolio selection
53.Hagen,2007,2

55 .Trending market
56.RavarDomag,2001,12-27
57 .Support
58 .Resistance
59 .Low-bottom
60 .High-peak-top
61 .Divergence
62 .Oscillator
63 .Leading indicator
64 .Lagging indicator
65 .Bollinger bands
66 .Momentum
67 .Oscillator
68 .Moving averages
69 .Simple moving averange
70 .Weighted moving averages
71 .Exponential moving average

73 .Risk -free rate of return
74 .Risk

76 .Unsystematic risk
77 . Systematic risk
78 .Factor beta
79 .Capital asset pricing model (CAPM)

81.Hagen,2006,379
82 .Perfectly efficient market
83 .Strong form
84 .Semistrong form

86 .Moving average convergence divergence
87.Vlisio et al,2006,57
88 .Moving average convergence divergence(TEMA)
89 .Relative strength index(RSI)

91 .Brokerrange fee
92 .Rabert,1959
93 .Spern,1959
94 .Alexander,1964
95.Fama & Bam,1966
96 .Cunningham
97 .Danetal,1977
98.Giyoli &Lakonshikof,1980
99 .Dawss,1991
100 .Yang,1991
101.Brok,1992
102.Orita ,1994
103.Bessembinder chan,1995
104 .Hatsun
105.Loyich & Tomas,1993
106 .Gensy
107 .Wang,1997
108 .Allen karjalainen,1999
109 .Sallivan,1999
110 .Wong manzur chew
111 . Kwon & Kish,2002
112 .Chang et al,2003
113 .Neftci s.(1991)
114 Et al,1999
115. le Baron et al,1992
116 .Atmeh et al,2004
117 .Wing et al,2003
118 Rao et al,1996
119 .Earnings per share(EPS)

122 .Closing price
123 .Meta stock

125 .Meyers,2006,13
126 .Meyers,2006,163
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فصل اول …………………………………………………………………………….. کلیات تحقیق

12

فصل دوم ……………………………………………………………….. مروری بر ادبیات تحقیق

42

فصل سوم ………………………………………………………………….. روش اجرای تحقیق

57

فصل چهارم ………………………………………………………………. تجزیه و تحلیل داده ها

75

فصل پنجم ……………………………………………………………… نتیجه گیری و پیشنهادات

83

90

111

108

110

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