Considering the importance of behavioral finance issues and investors' decision making in the stock market, the study investigated the effective factors on online investments in shares between Iranian men and women active in Tehran Stock Exchange. The factors investigated in the study are technology knowledge, financial knowledge, attitude towards money and social and economic status. Data gathering tool in the research was a questionnaire consisting of 25 specialized questions and 3 individual profile questions . The statistical population includes Iranian men and women active in the Tehran Stock Exchange. 347 questionnaires were collected from investors. Meanwhile, Spss20 software has been used to analyze all of the data. The results show that, in men's opinion, the most important factor is technology knowledge and then financial knowledge while women are more likely to believe in social and economic status and then consider to financial knowledge , attitude towards money and technology knowledge.