How to cite this paper
Nasiri, H & Serkani, S. (2012). An empirical study on market timing theory: A case study of Tehran Stock Exchange.Management Science Letters , 2(8), 2863-2868.
Refrences
Antoniou, A., Zhao, H., & Zhou, B. (2009). Corporate debt issues and interest rate risk management: Hedging or market timing? Journal of Financial Markets, 12(3), 500-520.
Butler, A.W., Cornaggia, J., Grullon, G., & Weston, J.P. (2011). Corporate financing decisions, managerial market timing, and real investment. Journal of Financial Economics, 101(3), 666-683.
Elliott, W.B., Koëter-Kant, J., & Warr, R.S. (2007). A valuation-based test of market timing. Journal of Corporate Finance, 13(1), 112-128.
Elliott, W.B., Koëter-Kant, J., & Warr, R.S. (2008). Market timing and the debt–equity choice. Journal of Financial Intermediation, 17(2), 175-197.
Hu, Z., Han, L., & Guo, X. (2011). An empirical analysis on the relationship between IPO waves and market timing on the basis of product market competition in China. Procedia Environmental Sciences, 11(A), 218-226.
Jasemi, M., Kimiagari, A.M., & Memariani, A. (2011). A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick. Expert Systems with Applications, 38(4), 3884-3890.
Mahajan, A., & Tartaroglu, S. (2008). Equity market timing and capital structure: International evidence. Journal of Banking & Finance, 32(5), 754-766.
Butler, A.W., Cornaggia, J., Grullon, G., & Weston, J.P. (2011). Corporate financing decisions, managerial market timing, and real investment. Journal of Financial Economics, 101(3), 666-683.
Elliott, W.B., Koëter-Kant, J., & Warr, R.S. (2007). A valuation-based test of market timing. Journal of Corporate Finance, 13(1), 112-128.
Elliott, W.B., Koëter-Kant, J., & Warr, R.S. (2008). Market timing and the debt–equity choice. Journal of Financial Intermediation, 17(2), 175-197.
Hu, Z., Han, L., & Guo, X. (2011). An empirical analysis on the relationship between IPO waves and market timing on the basis of product market competition in China. Procedia Environmental Sciences, 11(A), 218-226.
Jasemi, M., Kimiagari, A.M., & Memariani, A. (2011). A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick. Expert Systems with Applications, 38(4), 3884-3890.
Mahajan, A., & Tartaroglu, S. (2008). Equity market timing and capital structure: International evidence. Journal of Banking & Finance, 32(5), 754-766.