نتایج جستجو برای: book risk to market
تعداد نتایج: 10967171 فیلتر نتایج به سال:
This paper offers a new mathematical formulation that addresses the relationship between expected price-to-book ratio, dividend per share, dividend payout ratio, systematic and unsystematic risks. The sample includes the non-financial firms in the DJIA covering the period 1997-2006. The general results show that the expected price-to-book ratios are: (a) positively associated with the expected ...
Objective: One of the common tools used to make pre-trade transparency in financial markets is the Limit Order Book. In spite of several researches on the Limit Order Book, there is no consensus about the impact of increasing pre-trade transparency on market quality. Increasing the number of Limit Order Book levels from 3 to 5 levels, in May 2017, for online traders in Tehran Stock Exchange, ga...
The Anatomy of Fluctuations in Book/Market Ratios We analyze trading activity accompanying equities' year-to-year switches from " growth " (low book-to-market ratios) to " value " (high book-to-market ratios), and vice versa. We find that a large book/market ratio increase, i.e., a shift from growth to value, is accompanied by a strongly negative small-trade order imbalance. Large-trade imbalan...
abstract: country’s fiber optic network, as one of the most important communication infrastructures, is of high importance; therefore, ensuring security of the network and its data is essential. no remarkable research has been done on assessing security of the country’s fiber optic network. besides, according to an official statistics released by ertebatat zirsakht company, unwanted disconnec...
study of cohesive devices in the textbook of english for the students of apsychology by rastegarpour
this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...
This research examines the effect of the Capital Buffer, on banks as a regulatory and controlling factor on the relationship between liquidity risk and banks' risk aversion. In this study, eight banks were surveyed for the period of 2011-2014. In order to measure the Capital Buffer criterion, the legal deposit rates of central bank of the Islamic Republic of Iran has been used. For measuring...
abstract al- muntazam by ibn al -jawzi is one of the greatest the book ancient book of texts on history of islam in the 6th century.it is very important one;because of including rare reports which are not found any where.in addition to historical reports,his outlook , in which embodies information on mythologies, milal wa nihal (sects and creeds), geography, and political, social and religiou...
Abstract The main objective of this study was to examine the relationship between Value at Risk (VaR) and expected returns from 2002 to 2013 in Tehran’s Stock Exchange. In this study parametric value at risk, which considers the distribution of returns as normal and the historical value at risk as abnormal, was used to test the presence of the volatility anomaly in the companies listed i...
Existing studies find that size, book-to-market, momentum and liquidity explain the crosssection of average returns, but debate continues over whether these variables are risk factors. We propose a new test of whether a candidate variable is a priced risk factor. Specifically, we test whether there is a relationship between the conditional mean and conditional variance of the return on the cand...
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