نتایج جستجو برای: book risk to market
تعداد نتایج: 10967171 فیلتر نتایج به سال:
Article history: Received 16 May 2009 Accepted 29 July 2010 Available online 6 August 2010 The Chinese stock market is an order-driven market and hence its characteristics are structurally different from quote-driven markets. There are no studies that consider the role of the market liquidity risk factor in determining cross-sectional stock returns in a model including financial market anomalie...
Recent studies have used the value spread as a predictor of aggregate stock returns to construct cash-flow betas that appear to explain the size and value anomalies. Our evidence suggests that the value spread is not a useful predictor of returns. Two related variables, the book-to-market spread — the book-to-market of value stocks minus that of growth stocks — and the market-to-book spread — t...
Considering the Tehran stock exchange’s status after the Covid-19 pandemic; it is essential to assess the role of different assets as a risk hedge and safe haven of the stock market during the pandemic. In this study, the trend of the gold and US dollar was evaluated and compared using EGARCH and quantile regression methods before (2018/6/19-2020/2/19) and after Covid-19 (2020/2/23-2021/10/12)....
The puzzle is that spreads on corporate bonds are about twice as large as can be explained by defaults, taxes and illiquidity. The higher a bond’s rating and the shorter its maturity, the greater is the puzzle. We use a large dataset of bonds to identify the relevant risk factors. Systematic factors fail to generate large spreads, regardless of whether they are conventional (market covariance, ...
Noise traders as one of the key elements of the market play a significant role in determining the market volatilities, returns, and stock market mispricing. Hence, this study attempts to scrutinize the role of noise trading in capital asset pricing. Therefore, by using daily data, samples including 14105 data of 200 companies listed on stock exchange were selected and noise trading index was es...
Abstract Hossein Payandeh translated Literary Analysis: The Basics in to Farsi on 1396, by that time the original book had been on the market for 8 months. This book includes theoretical discussions and practical evidence on theory, literary criticism, and their relation to literary analysis. Although the author has presented his analysis in three distinct chapters and in the form of three met...
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...
Complexity, Risk, and Financial Markets completes a trilogy of books on chaos and fractal analysis. Fractal analysis examines self-similarity or scale invariance, a structure that is often present in seemingly random and otherwise complex processes. Time series, for example, exhibit self-similarity if subsamples resemble compressed versions of longer samples. Pioneered by engineers, mathematici...
The paper reviews the trends in poverty, economic policies and growth in a sample of African countries during the 1990s, drawing on the better household data now available. Overall, experiences have varied: some countries have seen sharp falls in income poverty, while others have witnessed marked increases. In some countries economic growth has in the aggregate been ‘pro-poor’, and in others no...
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