نتایج جستجو برای: and rational market risk hypothesis that says value stocks areinherently riskier than growth stocks rational market riskhypothesis has two different explanations leverage effect andvolatility feedback we use asymmetric garch
تعداد نتایج: 18130480 فیلتر نتایج به سال:
on this project we try to calculated power of hydrogen on dycarbonil compound in different ways ; the first way is shoster way , for sain power of hydrogen notice the different power between central conforms on it and main conform that’s didn’t have hydrogen joint . or in other way different of energy between open and close form. second way, is average way? this is for way that studied conf...
Correlations between U.S. stocks and the aggregate U.S. market are much greater for downside moves, especially for extreme downside moves, than for upside moves. We develop a new statistic for measuring, comparing, and testing asymmetries in conditional correlations. Conditional on the downside, correlations in the data differ from the conditional correlations implied by a normal distribution b...
Many stockholders irrationally believe that high recent market returns predict high future market returns. I argue that the presence of these extrapolative investors can help resolve the equity premium puzzle if the elasticity of intertemporal substitution (EIS) is greater than unity. Extrapolators’ overreaction to dividend news generates countercyclical expected returns. Rational investors res...
abstract: in this thesis, we focus to class of convex optimization problem whose objective function is given as a linear function and a convex function of a linear transformation of the decision variables and whose feasible region is a polytope. we show that there exists an optimal solution to this class of problems on a face of the constraint polytope of feasible region. based on this, we dev...
The cross-section of returns of stock portfolios sorted along the book-to-market dimension can be understood with a one-factor model. The factor is the nominal bond risk premium, best measured as the Cochrane-Piazzesi (2005, CP) factor. This paper ties the pricing of stocks in the cross-section to the pricing of government bonds of various maturities, two literatures that have been developed la...
in this study reference as one of the five cohesive devices in the achievement of textuality in english and persian narrative/descripitive written texts is focused on and analysed . to do so , the theoretical framework elaborated by halliday and hasan (1976) and its version adapted by the writer to match the sub-types of reference in farsi are applied to the analysis of reference in english and...
Asymmetric GARCH models were developped for equity stocks to take into account the larger response of the conditional variance to negative price shocks. We show that these asymmetric GARCH models are also relevant for modelling commodity prices. Contrary to the equity case, positive shocks are the main contributors to the conditional variance of commodity prices. The theory of storage, by relat...
what miller wants is a theatre of heightened consciousness. he speaks of two passions in a man, the passion to "feel" and the passion "know". he belives that we can have more of the latter. he says: drama is akin to the other inventions of man in that it ought to help us know more and not merely to spend our feelings. the writing of the crucible shows us that he is trying to give more heightene...
the present study was concerned with exploring the frequency and linguistic focus of corrective feedback types given by novice and experienced female teachers working with young learners and compared it with those of elementary classes for adults. moreover, it aimed at measuring learners’ acknowledgement of teachers’ corrective feedback in the form of uptake in relation to linguistic coverage o...
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
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