نتایج جستجو برای: and capm had relative success over all tests jel classification g12

تعداد نتایج: 17049578  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده علوم انسانی 1390

supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه پیام نور - دانشگاه پیام نور استان تهران - دانشکده علوم انسانی 1390

in the new age, in regard to human success in education in the globalizing world, one can consider english proficiency and individual differences as two important issues. in efl settings, reading skill plays an important role in education. it seems that using multiple intelligences theory in efl classes which values individual differences by tapping different intelligences, can be rewarding. as...

ژورنال: تحقیقات اقتصادی 2010

الگوی قیمت‌گذاری دارایی‎های سرمایه‌ای ، یک الگوی تعادلی برای نشان دادن رابطه‎ی بین ریسک و بازده دارایی‎های منفرد است. به عبارت دیگر، CAPM نشان می‌دهد که دارایی‎ها چگونه با توجه به ریسکشان قیمت‌گذاری می‌شوند. اساس CAPM بر این فرض استوار است که سرمایه‌گذاران برای یافتن پرتفوی کارا ، نظریه‌ی پرتفوی و کاهش ریسک نظام‌مند از طریق تنوع بخشی را می‌دانند و به آن عمل می‌کنند و هر یک بنا به درجه‌ی ریسک‌گ...

2015
John Hunter Feng Wu

a r t i c l e i n f o JEL classification: C52 E44 G12 Keywords: Consumption based asset pricing model Multi-factor model Panel estimation Fixed effects This article considers a panel framework to test consumption based asset pricing models driven by a US stock market reference for a number of developed economies. Specifically, we focus on a linearized form of what might be seen as a consumption...

2006
Javier Estrada

The negative relationship between market P/E ratios and government bond yields seems to have become conventional wisdom among practitioners. Both (limited) empirical evidence and a (misleading) suggestion that the model originated in the Fed are used to support the model’s plausibility. The evidence in this note, from 20 international markets, seriously questions the wide acceptance and use of ...

2004
Mathias Binswanger

We estimate various SVAR models for the US in order to assess the importance of fundamental shocks in explaining stock price movements. The results show that models using real activity variables place more weight on fundamental shocks than models using dividends or earnings. However, according to all models fundamental shocks became substantially less important during the period 1982-2002 if co...

2010
Esteban Pérez Matías Vernengo

The conceptually unified theoretical core of modern finance, which includes the efficient market hypothesis, the CAPM, the Modigliani-Miller theorem and the Black-Scholes-Merton approach to option pricing, has been instrumental in the growth of the financial services industry, financial innovation, globalisation, and deregulation. The elevation of finance to the stature of a scientific discipli...

2007
FRANCIS A. LONGSTAFF

We examine how the empirical implications of the Capital Asset Pricing Model (CAPM) are affected by the length of the period over which returns are measured. We show that the continuous-time CAPM becomes a multifactor model when the asset pricing relation is aggregated temporally. We use Hansen's Generalized Method of Moments (GMM) approach to test the continuous-time CAPM at an unconditional l...

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

abstract lexical knowledge of complex english words is an important part of language skills and crucial for fluent language use (nation, 2001). the present study, thus, was an attempt to assess the role of morphological decomposition awareness as a vocabulary learning strategy on learners’ productive and receptive recall and recognition of complex english words. so 90 sophomores (female and ma...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1389

abstract this study was carried out to compare disinfecting effects of nanosilver with other feed disinfectants on layer hen performance, immune system, gastrointestinal microflora and intestinal morphology. total of 90 layers (lsl) were divided into five groups consisting: 1-control, 2- formalin (200 ppm), 3- formaycin (200 ppm), 4- nanosilver in drinking water (7.5 ppm) and 5-nanosilver in f...

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