نتایج جستجو برای: market return and trade frequency
تعداد نتایج: 16922452 فیلتر نتایج به سال:
this paper investigates the nature of volatility characteristics of stock returns in the bangladesh stock markets employing daily all share price index return data of dhaka stock exchange (dse) and chittagong stock exchange (cse) from 02 january 1993 to 27 january 2013 and 01 january 2004 to 20 august 2015 respectively. furthermore, the study explores the adequate volatility model for the stoc...
This study aims to identify the determinants of FDI from previous literature. It can be concluded that infrastructure have a positive effect on FDI. also conclude trade openness cause escalate. Inflation give negative results Higher inflation may return lower. Hence drops. said there is and link between corruption inflows. Market size positively significantly influence Therefore, government sho...
Several anomalies have been documented indicating that capital markets do not behave as rational as “modern portfolio theory” states in other words a set of emotional, psychological and irrational behaviors are common in capital markets. Several tests have been conducted to address this issue. A large number of these tests have justified the effect of behavioral factors on securities prices. On...
Trade promotions are temporary price cuts that manufacturers offer retailers to encourage them to reduce retail prices. While trade promotion spending as a percentage of marketing budget has increased dramatically, the inefficiency of trade promotion represents the ‘‘number-one concern’’ among manufacturers, as indicated by recent trade surveys. At the heart of this dissatisfaction lies manufac...
In the analysis of the stock market and its market indices, instead of estimating returns and their distributions at a given time interval, it is possible to extract optimal time to achieve a certain return. In this study, the distribution of investment horizons and optimal investment horizons through inverse gamma statistics method for the indices of automobile, sugar, pharmaceutical, financia...
According to traditional trade theories, foreign trade affects economic growth via several channels such as knowledge and technology spillover, improvement of resources allocation, increasing productivity and competitiveness. Within the framework of new trade theories, the effect of foreign trade on economic growth is ambiguous, and this effect depends on the combination of the different effect...
this study investigates the effects of macroeconomic variables and their role in development of foreign exchange market. the foreign exchange market is the mechanism by which a person of firm transfers purchasing power form one country to another, obtains or provides credit for international trade transactions, and minimizes exposure to foreign exchange risk. the foreign exchange transaction i...
â â â â â the paper uses economic and energy data analysis and econometric modeling to study the prospects and challenges of koreaâs 2003 fta roadmap (mofat 2013) in the form of potential comprehensive partnerships with its major trade and energy partners. it first reviews koreaâs international economic and trade relations in recent years with a focus on its major merchandise export desti...
In this article the relationship between market return and volatility is examined by applying out- of- sample methodology and ARCH (M) class models in the Tehran Stock Exchange (TSE) and international stock exchanges. The results are inconsistent with portfolio theory implications in NASDAQ, ISE and TSE. However I found only negative relationship between unexpected volatility and monthly return...
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