نتایج جستجو برای: fractal market hypothesis

تعداد نتایج: 421577  

The main objective of this study was to investigate weak efficient market hypothesis of Tehran stock exchange. For this purpose, total  price index, financial index, industry index and the index's top 50 companies data for the period 2013:7-2009:5 daily basis as well as data on prices and yields for the period 2013:2 - 2000:3 are applied on a monthly basis. In this study, the hypothesis of the ...

The unsmooth boundary will greatly affect motion morphology of a shallow water wave, and a fractal space is introduced to establish a generalized KdV-Burgers equation with fractal derivatives. The semi-inverse method is used to establish a fractal variational formulation of the problem, which provides conservation laws in an energy form in the fractal space and possible solution structures of t...

2012

We introduce a new measure for capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term memory), local herding behavior (information dimension) and uncertainty in the process (entropy). The efficiency measure is then taken as a distance from an ideal efficient market situation. Methodology is applied to a portfolio of 41 stock indices. ...

Journal: Journal of Tethys 2017

This study aims to evaluate the efficiency of the concentration-number (C-N) fractal model for discrimination of soil horizon regarding the depth distribution profile. In this regard, soil parameters such as pH, organic carbon content, calcareous mineral content, electrical conductivity and available phosphorus of Ziarat forestland in Golestan Province, north of Iran, has been investigated. The...

Journal: :تحقیقات مالی 0
دکتر محمد نمازی زکیه شوشتریان

the purpose of this article is to present the summary of all the research done on the weak form of efficient market hypothesis. these tests include normality test of return distribution, auto correlation test. run test and filter tests.

Amir Gholam Abri Naser Sheikh Seyed Mohammad Taghi Hosseiniki

This paper studies the effects of psychological, individual, product strategy, and situational factors on the impulse purchase behavior of customers in all Refah stores located in Tehran. The paper uses Betty and Ferrell Model to set forward and to test 4 hypothesis. All four hypothesis were confirmed. The results indicated that the selected factors had impact on the impulse behavior of the con...

The unequal allocation of economic resources, or other resources of wealth, regarding to the efficiency among the factors of production, is considered as one of the most important condition of optimal resource allocation in the market system. In other words, the market mechanism in the process of allocating resources among the factors of production rewards to the resources with higher returns. ...

ژورنال: گلجام 2015
بصام, سید جلال‌الدین, حسن پور‌نامی, جواد, میرزا‌کریمی اصفهانی, نجمه,

Diversity in the design of hand-knotted carpet may satisfy different tastes in the market as well as cause a boost in the purchase of the product. Isfahan hand-knotted carpet has a unique quality and originality in its design, but these characteristics are almost solely well-known in Isfahan market, so that in the national level, most buyers of Isfahan carpet comprises of Isfahani people. In th...

Journal: :آب و خاک 0
محمدمهدی چاری بیژن قهرمان کامران داوری علی اصغر خشنود یزدی

introduction: water and soil retention curve is one of the most important properties of porous media to obtain in a laboratory retention curve and time associated with errors. for this reason, researchers have proposed techniques that help them to more easily acquired characteristic curve. one of these methods is the use of fractal geometry. determining the relationship between particle size di...

2014
Marina Vladimirovna Zueva

This paper presents the author’s scientific hypothesis on the effect of fractal flickering, which exhibits scale invariance with time, on the evoked responses of the retina [electroretinogram (ERG)] and visual cortex [visual-evoked cortical potentials (VEP)] in norm and neurodegenerative disorders. A new approach for ERG and VEP studies is proposed. In the proposed approach, standard stimuli ar...

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