I am a MBA student at Sharif University of Technology, currently working as a data analyst for SnappFood Corporation. I am an avid reader with a passion for mathematics, statistics and computer programming.
Persian (native), English(fluent), French(basic)
Python, SQL, Microsoft Office Package, C++, Visual basic, Matlab, LaTeX, HTML, CSS
Problem-Solving, Critical Thinking, Communication, Teamwork
An event study, in economics/finance/accounting research, is an analysis of whether there was a statistically significant reaction in financial markets to past occurences of a given type of event that is hypothesized to affect public firms' market values. the project presented here is an event study based on the paper "When an event is not an event: the curious case of an emerging market" by Bhattacharya et al (2000) and the programming language used for analyzing the data is Python. Similar to what the article has aimed for, the conducted event study was looking for evidence of insider trading in the Iranian stock market. one interesting question here is "Is it possible to have a stock market where a firm's stock price does not react to firm-specific news announcements?". the article provides four scenarios where this Indifference to firm-specific news may occur: 1. informational inefficiency , 2. lack of value-relevant news, 3. the news may be completely anticipated, 4. insider trading. the results of this project demonstrate that stock prices in Tehran stock exchange react properly to firm-specific news and therefore, none of the scenarios mentioned earlier are true for the TSE. for a detailed description of the project and the Python code, you can follow the link below.
If you have scrolled down this far, you are eligible to know more about me and my personal interests. My primary interest is reading, especially mythology and philosophy. The book that I really liked is the epic of Gilgamesh and I highly recommend everyone to read it. The Epic of Gilgamesh is an epic poem from ancient Mesopotamia that is often regarded as the earliest surviving great work of literature and gives you a glance of how people thought and behaved 4000 years ago. Believe me, it’s an astonishing book, don’t hesitate and read it. Another activity that I engage in frequently, is hiking and landscape photography as an amateur photographer. I relish going out into the nature with friends and socialize while savoring the great vistas in the way. Another hobby that I enjoy often, is listening to classical music. Chopin is my preferred musician in this genre and he is a real genius. Besides that, I really like French music and culture. Stromae, Zaz and L.E.J are some great starting points for listening to modern French music but some older artists like Joe Dassin are the real deal.