نتایج جستجو برای: and capm had relative success over all tests jel classification g12
تعداد نتایج: 17049578 فیلتر نتایج به سال:
We investigate if asset return volatility is predictable by macroeconomic and financial variables and shed light on the economic drivers of financial volatility. Our approach is distinct due to its comprehensiveness: First, we employ a data-rich forecast methodology to handle a large set of potential predictors in a Bayesian Model Averaging approach, and, second, we take a look at multiple asse...
tennessee williams (1911-1983), the modern american dramatist, had his own unique school of dramaturgy. the dramas which he depicted are populated by characters who are lonely, desperate, in anxiety, alienated and in one word lost. they face challenges which they may overcome or not, through the choices they make. all these moods and conditions are clearly seen and explained in the theory of ex...
The downside risk CAPM (DR-CAPM) can price the cross section of currency returns. The market-beta differential between high and low interest rate currencies is higher conditional on bad market returns, when the market price of risk is also high, than it is conditional on good market returns. Correctly accounting for this variation is crucial for the empirical performance of the model. The DR-CA...
الگوی قیمت گذاری داراییهای سرمایه ای ، یک الگوی تعادلی برای نشان دادن رابطهی بین ریسک و بازده داراییهای منفرد است. به عبارت دیگر، capm نشان می دهد که داراییها چگونه با توجه به ریسکشان قیمت گذاری می شوند. اساس capm بر این فرض استوار است که سرمایه گذاران برای یافتن پرتفوی کارا ، نظریه ی پرتفوی و کاهش ریسک نظام مند از طریق تنوع بخشی را می دانند و به آن عمل می کنند و هر یک بنا به درجه ی ریسک گر...
Financial frictions affect the way in which different macroeconomic series respond to a monetary policy shock. We embed the financial accelerator of Bernanke, Gertler and Gilchrist (1999) into a medium-scale DSGE model and evaluate the relative importance of financial frictions in explaining monetary transmission. Specifically, we apply minimum distance estimation based on impulse responses for...
the present study is an attempt to investigate the potential impact of inspirational quotes on improving english abstract vocabulary recall. to achieve this goal, a multiple choice language proficiency test of 60 items including vocabulary and grammar component was administered to a sample of 63 second-semester male and female students whose age ranged between 17 to 22 and they were studying en...
abstract pragmatics is the study of communicative action in its sociocultural context. communicative action includes not only using speech acts (such as apologizing, complaining, complimenting, and requesting), but also engaging in different types of discourse and participating in speech events of varying length and complexity. the present study aimed to investigate the assessment of pragm...
this study sought to examine the effect of cooperative game on iranian students achievements in english alphabet learning. cooperative games are games, in which players or teams work together towards a common goal without defeating someone. the methodology used in this study was experimental. the population of the study was 60 female students from the grade one in secondary school in tabriz, ir...
We document that within industry relative valuations implicit in analyst target prices do provide investors with valuable information although the implied absolute valuations themselves are much less informative. Importantly, our findings are not merely a small stock phenomenon but apply to the sample of S&P 500 stocks and do not rely on trading at the exact time of announcement. Using a large ...
abstract previous researches have shown success of growth hormones usage on flower production increase, pod and prevention of abscission of them in some of the pulses. two tests were done, in order to find out the effects of growth hormones to on flower production increase, pod and chick pea yield composites in farmer conditions (2010-11) and green house conditions as factorial on the proje...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید