نتایج جستجو برای: market return and trade frequency
تعداد نتایج: 16922452 فیلتر نتایج به سال:
chapter i provides an overview of structural linguistics and touches upon the saussurean dichotomies with the final goal of exploring their relevance to the stylistic studies of literature. to provide evidence for the singificance of the study, chapter ii deals with the controversial issue of linguistics and literature, and presents opposing views which, at the same time, have been central to t...
the present study was an attempt to conduct a contrastive analysis between general english (ge) and english for specific purposes (esp) texts in terms of cohesion and cohesive devices. to this end, thirty texts from different esp and ge textbooks were randomly selected. then they were analyzed manually to find the frequency of cohesive devices. cohesive devices include reference, substitution, ...
this study investigated the export status of stone fruits in iran during 1997 to 2010.export trends and revealed comparative advantage of indices, namely, revealedcomparative advantage (rca), revealed symmetric comparative advantage (rsca),and relative export advantage (rxa) as well as trade mapping (tm) were investigatedfor cherries, plums, peaches, and apricots. target markets for these produ...
The lack of sufficient information about the past and present performance of newly accepted companies at Tehran Stock Exchange, uncertainty in future perspective of these new companies, lack of precedent transactions for the stocks of these companies and also existence of information asymmetry between the suppliers of new stock and external investors have caused confusion in the process of pric...
Starting from November 20, 1998, Hong Kong Futures Exchange extends its trading hours of Hang Seng Index Futures (HSIF) by opening 15 minutes earlier in the morning session, and closes 15 minutes later in the afternoon session. The longer trading period of the index futures contracts provides an opportunity for investors to trade on any new information in the absence of the underlying spot mark...
We develop a market-wide illiquidity risk factor based on run lengths and find that it is priced using standard asset-pricing specifications. Our theoretical framework of equity returns derives the result that average run lengths are related to common measures of liquidity such as trading volume and trade price-impact. This relationship holds irrespective of the observation frequency in the com...
This paper applies an extended and generalised version of the recursive modelling strategy developed in Pesaran and Timmermann (1995) to the UK stock market. The focus of the analysis is to simulate investors' search in `real time' for a model that can forecast stock returns. We ®nd evidence of predictability in UK stock returns which could have been exploited by investors to improve on the ris...
This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...
This paper proposes a framework to evaluate the impact of longevitylinked securities on the risk-return trade-off for traditional portfolios. Generalized unexpected raise in life expectancy is a source of aggregate risk in the insurance sector balance sheets. Longevity-linked securities are a natural instrument to reallocate these risks by making them tradable in the financial market. This pape...
The present paper studies the effect of the choice of product quality on trade and location of firms. We discuss a model where consumers have preferences for the quality of a set of differentiated varieties. Firms do not only develop and sell manufacturing varieties in a monopolistic competitive market but also determine the quality level of their varieties by investing in research and developm...
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