Designing and explaining the stock price forecasting model in real estate mass construction companies in Tehran Stock Exchange using data panel

Keshmiri Shahab (2016). Stock price forecasting using a combined neural network model, Markov hidden model, and genetic algorithm. Thesis. Non-Governmental - Islamic Azad University - Islamic Azad University, Central Tehran Branch - Faculty of Management and Accounting. 2016. Masters.
2) Ebadi Omid (2009). Predicting the total stock price index in the Tehran Stock Exchange using artificial neural networks. Thesis. Government - Ministry of Science, Research, and Technology - Bu Ali Sina University - Faculty of Economics and Social Sciences. 2009. Masters.
3) Asgari Kamyar (2004). Predicting stock returns using neural networks in the Tehran Stock Exchange. Master Thesis.
4) Jaafari Mohammad Ali (2019). Price forecasting using stochastic differential equations and time series. Government, Ministry of Science, Research, and Technology - Kharazmi University - Faculty of Economics, 1398, M.Sc.
5) Beygzadeh Abbasi Amir Hossein; Beygzadeh Abbasi Farzane; Poorkiani Massoud (2016). Predicting stock prices using genetic algorithms Evidence from Tehran Stock Exchange. International Conference on New Research in Management, Economics, and Accounting.
6) Khaloozade Hamid; Khaki Seddigh Ali (2004). Modeling and forecasting stock prices using stochastic differential equations. Economic Research Summer 2005 No. 69
7) Molaei, Saber; Waez Barzani, Mohammad; Samadi, Saeed; (2016). Modeling stock price behavior using stochastic differential equations with random fluctuations. Financial Knowledge of Securities Analysis, Volume 9, Number 32, Winter 2016, Page 1-13
8) Farnoosh, Rahman; Nabati, Parisa; Azizi, Maasoomeh; (2015). Simulation and forecasting of OPEC oil prices using stochastic differential equations. Journal of New Research in Mathematics (Former Basic Sciences) »Fall 2016 No. 7.
9) Mihani nia (2012). Predicting stock prices using unobserved component models with random fluctuations. Ministry of Science, Research and Technology, University of Science and Culture, Faculty of Engineering, 2012, M.Sc.
10) Khoochiani et al. (2016) in a study entitled "Comparison of linear and nonlinear model predictions for pharmaceutical industry stock prices based on stochastic differential equations" compare pharmaceutical industry stock price forecasts using the ARIMA model and GBM random model in the period of 09/23/ 1387 to 02/12/1396. Random model estimation of R software and the ARIMA regression method was performed with EVIEWS9 software. The results showed that the ARIMA model is superior to GBM random model.
11) Khoochani, Ramin; Hosseini, Seyed Mohammad; Shojaei, Fatemeh; (2018). Comparison of linear and nonlinear model predictions for pharmaceutical industry stock prices based on stochastic differential equations. Conference on National Production and Sustainable Employment, Challenges and Solutions.
12) Ahmed Kamran, Hasan Tanweer, Karim Waves(2007)." Reliability of ManagementEarnings forecasts in IPO prospectuses": Evidence from an Emerging Market.
13) Beaver W. and Cornell B. and Landsman W. and Stubben R. S. (2008) "The Impact of Analysts: Forecast Errors and Forecast Revisions on Stock Prices", Journal of Business Finance & Accounting, 35(5), pp.709–740.
14) Brown, L. D. (1993). "Earnings forecasting research: Its implications for capital markets
154 / Designing and explaining the stock price forecasting model in real estate mass construction ...
Vol.8 / No.31 / Autumn 2023
research", International Journal of Forecasting, 9, pp.295–320.
15) Chan, K., Chan, L., Jegadeesh, N., Lakonishok, J. (2006)." Earnings quality and stock returns".Journal of Business, 79, 1041-108.
16) Cheng, T.Y., & Firth, M. (2000). "An Empirical Analysis of the Bias and Rationality of profit Forecasts Published in New Issue Prospectuses". Journal of business finance & Accounting. 27 (3) & (4) April/May 2000. pp: 423 – 446.
17) Clarkson P.P. et al. (1992). "The Voluntary Inclusion of Earnings Forecasts in IPO Prospectuses". Contemporary Accounting Research Vol 8 No. 2 Spring 1992.
18) Clarkson, P.M., Dontoh, A., Richardson, G and Sefeik, S. (2002), "The voluntary inclusion of earnings forecasts in IPO prospectuses". Journal of Contemporary Accounting Research.14: 601- 626.
19) C.N.V.Krishnan. "Does Venture Capital Reputation Matter?, (2007)". Evidence from subsequent IPOs. 25:702-780.
20) Firth, M., and Liau-Tan, C.K.(2001), "Signalling models and the valuation of new issues": An examination of IPOs in Singapore, Pacific-Basin Finance Journal; 27: 511-526.
21) Firth, M.,(1998), IPO profit forecasts and their role in signaling firm value and explaining post-listing returns, Applied Financial Economics; 41:29-39.
22) Georgia, Siougle, (2003), "Information Content of Earnings Forecast Disclosures "; 1-53.
23) Hartnett, N., & J. Romcke,(2000), "The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures". Multinational Finance Journal, 2000, vol. 4, no. 1&2, pp. 101–1.
24) Husnan, S. (1993). "The First Issues Market: The Case of the Indonesian Bull Market". Indonesian Economic Journal. Vol 2. No 1. hal.16-32.
25) Hutagaol Y, Siauw F, (2009)," the determinates of management forecasts error and the IPO underpricing: A case study of Indonesian IPO", electronic copy available at: http//ssrn.com/abstract =1513727
26) Lonkani Ravi and Michael Firth,(2005), "The accuracy of IPO earnings forecasts in Thailand and their relationships with stock market valuation», Journal of Accounting and Business Research, Vol.35, No.3.p 269-286,2005.
27) Bai, X., Russell, J. R., & Tiao, G. C. (2003). Kurtosis of GARCH and stochastic volatility models with non-normal innovations. Journal of Econometrics, 114(2), 349 - 360.