سال انتشار: ۱۳۸۳

محل انتشار: دومین کنفرانس بین المللی مدیریت

تعداد صفحات: ۱۲

نویسنده(ها):

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

چکیده:

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.