نتایج جستجو برای: average returns value portfolios tend to rise in the years after portfolio formation

تعداد نتایج: 22231458  

Journal: :تحقیقات مالی 0
مهدی میاوقی استادیار و عضو هیئت علمی دانشگاه پیام نور، گروه حسابداری فرخ دهدار کارشناس ارشد حسابداری

this study examines the empirical validity of claims that value stocks (stocks with high ratios of book value to price) have higher average returns than growth stocks (stocks with low book-to-market ratios). the analyses are performed using data pertaining to 70 firms for the period 1381-1389 and used the panel data methodology. this paper contains significant and consistent results. the result...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده ادبیات و زبانهای خارجی 1390

abstract the current study set out to address the issue as to whether the implementation of portfolio assessment would give rise to iranian pre-intermediate efl learner autonomy. participants comprised 60 female in pre-intermediate level within the age range of 16-28.they were selected from among 90 language learners based on their scores on language proficiency test -key english test. then, t...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید چمران اهواز - دانشکده مهندسی علوم آب 1393

drought is transient phenomenon , slow , repetitive and integral part of the climate of each region. drought begins with a substantial reduction in precipitation over the long-term average rainfall and over time, reduced soil moisture and surface and ground water resources will continue to decrease. this phenomenon is the most important in bakhtegan basin because of its importance in strategic ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده علوم اجتماعی و اقتصادی 1390

بررسی تطبیقی بازده حاصل از کاربرد تحلیل های تکنیکال و روش خرید و نگهداری در بورس اوراق بهادار تهران چکیده در این پژوهش بازدهی حاصل از روش های تجزیه و تحلیل تکنیکی و روش خرید و نگهداری در فرض قابل پیش بینی بودن قیمت ها و عدم وجود شکل ضعیف فرضیه بازار کارا که توسط فاما در سال 791 مطرح گردیده است ، فعالیت میکند . در این مطالعه چهار روش از پر کاربردترین و معتبر ترین روش های تحلیل تکنیکی مورد بر...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بیرجند 1388

a significant problem in multicarrier communication systems is the necessity to reduce the value of papr (peak-to-average power ratio) of transmitting signal. in this thesis we study the effect of the system parameters such as coding and modulation types on papr and ultimate ber in a mc-cdma system. in this study we consider fading channel as well as the nonlinearity of transmitter’s amplifier ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه یزد - دانشکده جغرافیا 1392

the west of esfahan province, iran, is one of the most important agricultural areas throughout the country due to the climate variability and life-giving water of zayanderood river. rice is one of the major and economic crops in this area. the most important climatic elements in agricultural activities which should be considered include temperature, relative humidity, precipitation and wind. so...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز - دانشکده ادبیات و زبانهای خارجی 1391

building on previous studies on intellectual features and learners’ grammar learning, the present study aimed at investigating whether intelligence criterion had any impact on efl learners’ english grammar learning across two intelligence levels. in the current study, the participants were divided into two experimental and control groups by administration of raven i.q. test. this led to the for...

پایان نامه :0 1391

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...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده زبانهای خارجی 1391

different researchers in different parts of the world have investigated the strategies used to translate written works ranging from novels to classroom assignments. however, by the significant increase in the number of postgraduate students in iran in the last few years, a very common kind of translation in iran includes translating abstracts of master’s theses. in this work, the researcher hav...

In this research, overreaction and underreaction have been studied by assessing profitability and excess returns of investment strategies and evaluating price adjustment speed in short and long terms. The results showed that the momentum investment strategies had higher annual returns in comparison to contrarian strategies in all short and long periods which led to confirmation of underreaction...

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