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:
in this thesis, barium ferrite nano particles were prepared by sol-gel method. their structural and magnetic properties of samples have been investigated using thermo gravimetric analysis (tg-dta), x-ray powder diffractometer (xrd), fourier transform infrared (ftir), scanning electron microscopy (sem), field emission scanning electron microscopy (fesem), ac susceptometer, vibrating sample magne...
In this article the relationship between market return and volatility is examined by applying out- of- sample methodology and ARCH (M) class models in the Tehran Stock Exchange (TSE) and international stock exchanges. The results are inconsistent with portfolio theory implications in NASDAQ, ISE and TSE. However I found only negative relationship between unexpected volatility and monthly return...
abstract compound is a word-formation process that are made two free morpheme (independent) and forms a new word with a new meaning that consists of meaning of both two component of compound. avestan language is one of the ancient iranian languages that is one of the indo-iranian languages. indo-iranian languages is one branch of indo-european languages. structure of compound noun and adjectiv...
the present study investigated the effect of the two vocabulary teaching techniques in est, namely the use of translation and the use of visual aids as two separate vocabulary teaching techniques. to answer the question of the study, a pretest (michigan test) was administered to the 58 randomly selected est students at khajeh nasiredin tusi university, faculty of mechanics. after the homogeneit...
the study reflected in this thesis aims at finding out relationships between critical thinking (ct), and the reading sections of tofel and ielts tests. the study tries to find any relationships between the ct ability of students and their performance on reading tests of tofel and academic ielts. however, no research has ever been conducted to investigate the relationship between ct and the read...
Considering the inverse relationship between the value and momentum factors and the lack of simultaneous use of them in capital asset pricing models as well as non-use of stock quality as representative of profitability ans investment factors such as CAPM and Fama and French's three-factor models, the basis of this study is to provide a new functional model has been replacing pricing models o...
among the low–dimensional allotropes of carbon, nanotubes and graphene have attracted very much attention from nano–science and nanotechnology specialists. they have been proposed as building blocks in nanometer device engineering. however, these structures are not defect–free. in this thesis, we focused on defective carbon nanotubes and graphene, and studied the effect of couple of very common...
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...
S ize and book-to-market ratios have emerged as the two prominent variables that are significantly related to stock returns. Fama and French [1992] find that stock returns are negatively related to size and positively related to book-to-market ratios. They also find that the relationship between stock returns and beta is not statistically significant. The Fama and French research caps earlier s...
One of the features of a financial market, the stock market, in particular, is the market sentiment which is the overall attitude of investors toward a particular security or financial market. Investors always seek to create a portfolio with minimum risk while maintaining the expected return level. Therefore, perceiving the relationship between the stock returns and markets returns can be helpf...
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