نتایج جستجو برای: market return and trade frequency
تعداد نتایج: 16922452 فیلتر نتایج به سال:
This paper deals with the impact of nine categories of scheduled and unscheduled news announcements on the Euro/Dollar return volatility. We highlight and analyze the pre-announcement, contemporaneous and postannouncement reactions. Using high-frequency intraday data and within the framework of ARCH-type and realized volatility models, we show that volatility increases in the pre-announcement p...
This paper aimed to evaluate Water Use Efficiency (WUE) indices for crops and horticulture productions. In doing so, after gathering data from 164 farmers, we investigated water withdrawal cost indices and monetary return per cubic meter of water through two econometric and managerial approaches . Besides, water shadow pricesand dry matters of per cub meter of water were calculated. The results...
Within the framework of a dynamic Computable General Equilibrium model this paper analyses the impact of trade restrictions on regional rates of return on capital, marginal costs of abatement and optimal climate policy. It will be shown that regional differences both in marginal costs of abatement and in the marginal productivity of capital are driven by market imperfection. With restrictions o...
This paper deals with the impact of nine categories of scheduled and unscheduled news announcements on the Euro/Dollar return volatility. We highlight and analyze the pre-announcement, contemporaneous and postannouncement reactions. Using high-frequency intraday data and within the framework of ARCH-type and realized volatility models, we show that volatility increases in the pre-announcement p...
reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...
WHAT MAKES SPECULATORS TO TRADE MORE OFTEN? EMPIRICAL ANALYSIS ON TSE DATA Abstract In this paper we investigate, how the value of transaction costs (TC) and the frequency of investment decision-making can influence the perception of market efficiency. The profit performance of four types of investors is evaluated under the schedule of TC. Hypothetical results for several high-frequency time se...
The purpose of this study is to investigate the effect of bank loan portfolio diversification and market structure on the financial stability of banks in the countrychr('39')s capital market. In order to achieve the above goal, the financial data of 17 banks have been used as unbalanced panels in the period from 2005 to 2018. In this study, data analysis was performed using fixed effects model...
We develop a monopolistically competitive model of trade with firm heterogeneity in terms of productivity differences and endogenous differences in the 'toughness' of competition across markets in terms of the number and average productivity of competing firms. We analyze how these features vary across markets of different size that are not perfectly integrated through trade; we then study the ...
هدف محوری این مقاله بررسی ارتباط ساختاری میان بازارهای مالی( بازار سرمایه، بازار ارز، بازار نفت) و بازار تجاری در اقتصاد ایران می باشد. به عبارت دیگر مدل سازی ماتریس ساختاری میان قیمت سهام، نرخ ارز ، قیمت نفت و رابطه مبادله(TOT) و ارتباط سیستماتیک این متغیرها براساس توابع کاپیولای شرطی بررسی خواهد شد. نتایج برآورد اندازه وابستگی بین شاخصهای بازاری که با تاو کندل (τ) سنجیده شده، نشان می دهد که ...
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