An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange

This paper presents an empirical investigation to predict future cash flows using present cash flow and accruals using the information of 96 selected firms listed on Tehran Stock Exchange over the period 2007-2011. The proposed study uses linear regression techniques to forecast future cash flow and...

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Main Authors: Roghayeh Ahmdi Panah Banad Koki, Iman Jokar
Format: Article
Language:English
Published: Growing Science 2014-03-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/Vol4/msl_2014_17.pdf
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author Roghayeh Ahmdi Panah Banad Koki
Iman Jokar
author_facet Roghayeh Ahmdi Panah Banad Koki
Iman Jokar
author_sort Roghayeh Ahmdi Panah Banad Koki
collection DOAJ
description This paper presents an empirical investigation to predict future cash flows using present cash flow and accruals using the information of 96 selected firms listed on Tehran Stock Exchange over the period 2007-2011. The proposed study uses linear regression techniques to forecast future cash flow and the results indicate that cash flow and accruals together could provide more power to forecast cash flow. In addition, accrual provides future cash flow better than cash flow. The survey also performs an investigation on discretionary accrual and finds that the firms with higher accruals maintain lower return compared with firms with lower return. This means there is a clear evidence of discretionary accruals on Tehran Stock Exchange.
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institution DOAJ
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publishDate 2014-03-01
publisher Growing Science
record_format Article
series Management Science Letters
spelling doaj-art-2565a00d790340c49d5342b482a9cdb52025-08-20T03:17:46ZengGrowing ScienceManagement Science Letters1923-29341923-93432014-03-014350350610.5267/j.msl.2014.1.017An investigation on how to estimate future cash flows: Evidence from Tehran Stock ExchangeRoghayeh Ahmdi Panah Banad KokiIman JokarThis paper presents an empirical investigation to predict future cash flows using present cash flow and accruals using the information of 96 selected firms listed on Tehran Stock Exchange over the period 2007-2011. The proposed study uses linear regression techniques to forecast future cash flow and the results indicate that cash flow and accruals together could provide more power to forecast cash flow. In addition, accrual provides future cash flow better than cash flow. The survey also performs an investigation on discretionary accrual and finds that the firms with higher accruals maintain lower return compared with firms with lower return. This means there is a clear evidence of discretionary accruals on Tehran Stock Exchange.http://www.growingscience.com/msl/Vol4/msl_2014_17.pdfDiscretionary AccrualsTehran Stock ExchangeFuture Cash flow
spellingShingle Roghayeh Ahmdi Panah Banad Koki
Iman Jokar
An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange
Management Science Letters
Discretionary Accruals
Tehran Stock Exchange
Future Cash flow
title An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange
title_full An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange
title_fullStr An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange
title_full_unstemmed An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange
title_short An investigation on how to estimate future cash flows: Evidence from Tehran Stock Exchange
title_sort investigation on how to estimate future cash flows evidence from tehran stock exchange
topic Discretionary Accruals
Tehran Stock Exchange
Future Cash flow
url http://www.growingscience.com/msl/Vol4/msl_2014_17.pdf
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AT roghayehahmdipanahbanadkoki investigationonhowtoestimatefuturecashflowsevidencefromtehranstockexchange
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