نتایج جستجو برای: show that capital productivity in tehran stock exchange tse couldbe a source of excess return too
تعداد نتایج: 25879221 فیلتر نتایج به سال:
Genetic network programming (GNP) as an evolutionary computation method has been used for stock trading recently. Former researches confirm the efficiency of trading rules which are created by GNP. In this paper, GNP has been applied for stock portfolio optimization by generating risk-adjusted trading rules. There are two main novelties in this paper: 1) we use conditional Sharp ratio as a risk...
Several anomalies have been documented indicating that capital markets do not behave as rational as “modern portfolio theory” states in other words a set of emotional, psychological and irrational behaviors are common in capital markets. Several tests have been conducted to address this issue. A large number of these tests have justified the effect of behavioral factors on securities prices. On...
The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...
in this paper we examine the effect of the oil volatility, consumer price index (cpi) and industrial production on the stock market return in tehran stock exchange (tse). we used seasonal data in period 1378-1390 and auto regressive distributed method (ardl) for the short-term and long-term relationship between the variables. as results of research indicate, we find that there is positive short...
one of the reasons that companies avoid paying their taxes is that they choose to use debts for their funding. in other words, tax saving, an activity of companies to avoid taxpaying, can be used to finance corporate projects. furthermore, since institutional owners are more inclined to supervise, they may shrink managerial behaviors to avoid taxpaying. in this study, institutional owners’ supe...
Working capital management is an essential part of the short-term finance of a firm. With an efficient working capital management, a firm can release capital for more strategic objectives, reduce the financial costs, and improve profitability. The present research studies the relationship of working capital management on performance of firms Listed in Tehran Stock Exchange (TSE). Average Collec...
in chapter 1, charactrizations of fragmentability, which are obtained by namioka (37), ribarska (45) and kenderov-moors (32), are given. also the connection between fragmentability and its variants and other topics in banach spaces such as analytic space, the radone-nikodym property, differentiability of convex functions, kadec renorming are discussed. in chapter 2, we use game characterization...
capital asset pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. this model has many applications in the field of finance. one of anomalies in the capital asset pricing model is the value premium that its proponents believe this risk premium is compensation for a risk not mentioned in origin...
abstract:assume that y is a banach space such that r(y ) ? 2, where r(.) is garc?a-falset’s coefficient. and x is a banach space which can be continuously embedded in y . we prove that x can be renormed to satisfy the weak fixed point property (w-fpp). on the other hand, assume that k is a scattered compact topological space such that k(!) = ? ; and c(k) is the space of all real continuous ...
Investigating the relationship between risk and return and determining the effective factors on the return have always been an interesting subject for finance researchers. By using a capital asset pricing model (CAPM), Sharp (1963) and Linter (1965) investigated that the whole market return is the only effective factor on stocks returns. Chen, Roll and Ross (1986) mentioned that there are indee...
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