In this study, we investigate the relationship between the management performance and conservatism according to two conservatism scales, namely the profit time- asymmetry scale and the market to book value ratio. The objective of the current study is to survey the conservative relationship between intangible assets and management performance ratios. To achieve this goal, two hypotheses are being posed. To test the study hypothesis, the data from 108 companies, accepted in the Tehran's stock exchange market between the years from 2005 to 2011, was used by taking advantage of targeted systematic sampling method. The company's management performance is related to two factors, intangible assets and conservatism and in fact intangible assets and conservatism are regarded as two independent variables in the present study which have an influence on the management performance. In the present study, the Basu model has been used to measure the conservativeness from the profit and loss perspective and the book to market value ratio has been taken advantage of as well, which is a balance sheet model. The current study methodology is functional from the objective point of view and it is correlation-descriptive from the type perspective. The results obtained are indicative of the direct and significant relationship between the intangible assets and the conservativeness in the intangible assets with management performance.

In the present study, we deal with the survey of the relationship between the management forecasted profits and disclosure quality with the market surprise in Tehran's securities market. Since managers, analysts and investors pay a greater attention to the companies' reported profit in a way that they use it to evaluate the company's performance and also because the decision-making for purchasing, maintain, or the sale of the stock shares is of a great importance for the investors, and from among other evidences and information, the capability to forecast the stock return rate has a greater influence on such decision-making, the aim of the present study is the survey of the relationship between the management forecasted profits and the disclosure quality with market surprise in the companies accepted in Tehran's Securities Exchange.
To reach the aforementioned objective three hypotheses are being proposed in which it has been dealt with the profit forecast accuracy, getting surprised with the management announced profit and systematic risk with stock price response. To test the study hypotheses, the data from 116 companies accepted in Tehran's Securities Exchange was selected based on the goal-oriented systematic sampling method and the data from the time span from 2001 to 2011 was used to statistically test the hypotheses in the form of multiple-regression and the data panel was used in two softwares, namely SPSS17 and Eviews7.
The obtained results are suggestive of a significant and reverse relationship between the profit forecast accuracy and the stock price response and there is a direct relationship between getting surprised from the management announced profit and the systematic risk with stock price response.

Stock market has a close relationship with the economical structure of every country and its weakness or strength can be indicative of the country's economical status; therefore, the recognition of the factors affecting it and the amount of this effect can be of a significant value. One of these factors is monetary policy, which is adopted by the central bank, and is the focus of the current study. The current study objective is to investigate the monetary policies effects exerted by the central bank on the stock price and stock returns in the Tehran's stock market during the years from 1999 to 2010. The hypotheses test method in the current study is the linear regression in the form of combinational data time panel, and time series which is conducted by making use of Eviews software. The study results implies that in the firm level, liquidity has a negative and significant relationship with stock returns and it has a positive and significant relationship with the firm stock price at the end of the period. In the market level, unexpected changes in the monetary policies does not show an effect on the stock returns, but the expected changes have a negative and significant relationship with the stock returns. Also, the effect of the monetary policies and the stock returns is asymmetric. Overall, the evidence lends support to the notion that the monetary policy announcements have a significant effect on stock market.