Profitability of Momentum and Contrarian Strategies Based on Trading Volume in Tehran Stock Exchange: A Comparison of Emerging Market

Mahmood Yahyazadehfar; Shahabeddin shams; Saeideh Lorestani

Volume 1, Issue 4 , October 2011, Pages 171-184

  In this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. The stocks were categorized into three parts (high, middle and low) at the outset. Then, the relationship between excess return with three components such as cross-sectional risk, ...  Read More

Process of Risk Analysis for Iranian Insurance Companies

Hadis Zeydabadi Nejad; Reza Samizadeh; Alireza Hajji

Volume 1, Issue 4 , October 2011, Pages 185-198

  The main challenge for any insurer/reinsurer has proved to be underwriting major refinery/Petrochemical risk. Insurers have already considered process risk management measures while accepting and evaluating the risks all over the world. Erstwhile petrochemical tariff was adopting experiencing methodology ...  Read More

A Robust Scenario Based Approach in an Uncertain Condition Applied to Location-Allocation Distribution Centers Problem

Mahdi Bashiri; Amir Moslemi

Volume 1, Issue 4 , October 2011, Pages 199-210

  The paper discusses the location-allocation model for logistic networks and distribution centers through considering uncertain parameters. In real-world cases, demands and transshipment costs change over the period of the time. This may lead to large cost deviation in total cost. Scenario based robust ...  Read More

The Effect of Exchange Rate Uncertainty on Import with TARCH Approach

Teimour Mohammadi; Mehdi Taghavi; Abolghasem Bandidarian

Volume 1, Issue 4 , October 2011, Pages 211-220

  This paper investigates the effect of exchange rate uncertainty on the Iran’s import trade. The exchange rate ‎uncertainty series were generated utilizing the TARCH model. This model analyzes the asymmetric effects. The analysis of uncertainty and asymmetry ‎of the exchange rate shows significant ...  Read More

Cyber Risk Exposure and Prospects for Cyber Insurance

Ismaila Adeleke; Ade Ibiwoye; Folake Olowokudejo

Volume 1, Issue 4 , October 2011, Pages 221-230

  This study draws attention to the ubiquitous and borderless nature of cybercrime. It examines the prospect of introducing customized cyber insurance policy in the Nigerian market. As secondary data was not available, the study conducted a survey by administering three sets of questionnaire to purposively ...  Read More

A Framework for Evaluating Cloud Computing User’s Satisfaction in Information Technology Management

Nazanin Pilevari; Abbas Toloie Eshlaghy; Maryam Sanaei

Volume 1, Issue 4 , October 2011, Pages 231-240

  Cloud computing is a new discussion in enterprise IT. It has already become popular in terms of distributed technology in some companies. It enables managers to setup and run the intended businesses by avoiding excessive spending on computers, software and hiring expert staff, which proves to be cost ...  Read More

Total Factor Productivity of Manufacturing Sector in India: A Regional Analysis for the State of Haryana

Shallu Sehgal; Suparn Kumar Sharma

Volume 1, Issue 4 , October 2011, Pages 241-256

  The present study used different categories of organized sector manufacturing industries pooled data for the periods of 1981-82 and 2007-08 in Haryana state (India). The present undertaking seeks to analyze the inter-temporal and inter-industry comparison of total factor productivity (TFP) measured by ...  Read More