نتایج جستجو برای: in return
تعداد نتایج: 16987218 فیلتر نتایج به سال:
studying risk and frequency analysis of flood is done in order to design structures located in floody lands. in hydrological and water resources engineering projects, first of all, we should determine frequency of this phenomenon- their return period. in this research, the method of planning, the cumulative freguency curve is explained and probability and return period and errors concerning sma...
In this paper we study closed-loop supply chain models for a high-tech product which is featured with a short life-cycle and volatile demand. We focus on the manufacturer's choice of three alternative reverse channel structures for collecting the used product from consumers for remanufacturing: (1) the manufacturer collects the used product directly; (2) the retailer collects the used product f...
This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...
return and volatility spillovers are important for portfolio selection, asset valuation and market efficiency investigation. using a var-bekk framework model, this paper investigates return and volatility spillover effects between three size-sorted equity indices in tehran stock exchange (tse). although daily return of large stocks leads small stocks (lead-lag effect), there wasn’t any spillove...
هدف اصلی این مقاله بررسی توانایی بازده مبتنی بر سبک گذشته در پیشبینی بازده آتی در مقایسه با بازده گذشته هست. بدین منظور با تشکیل سبکها بر اساس ارزش دفتری به بازار و اندازه شرکت، با کمک دادههای 150 شرکت پذیرفتهشده در بورس اوراق بهادار تهران رابطه بین بازده مبتنی بر سبک 6 و 12 ماه گذشته بهعنوان متغیر مستقل و بازده (6،3،1 و 12) ماه آتی بهعنوان متغیر وابسته پس از کنترل اندازه شرکت، ارزش دفتری...
crop rotation affect on crop nitrogen uptake and nitrogen use efficiency (nue). crop rotations with high nue decrease energy use and increase level of sustainability in agro ecosystems. the objectives of this research were to determine the suitable double cropping system for enhancing nue and evaluate the effects of crop rotation, n fertilizer rate and return of crop residue on nue. this study ...
There are various anomalies in the financial markets such as profitability, financial distress, lottery, volatility, and growth options, which origin and nature are unclear, ambiguous and apparently unrelated. In this study, we investigate the seemingly unrelated anomalies using the third and fourth moments of return’s distribution function and by isolating the expected skewness effect attribut...
Regional Flood Frequency Analysis (RFFA) is an efficient method in flood discharge estimation in ungauged watersheds or with short-term statistics. The purpose of the present study is to evaluate the hybrid method in RFFA and maximum flood discharge estimation in the Namak Lake watershed, Iran. For this purpose, 16 hydrometric stations were selected. The selected hydrometric stations were then ...
The importance of information in the field of stock returns predictions has promoted many researchers to follow and find the variables and the indexes which have significant relationship with stock returns. This information can be divided into two separate categories of financial and non-financial information. The final results obtained from several researches in this area confirm that both fin...
This article examines the effects of different external financing methods on stock price and corporation return in Tehran stock market during 1996-2000. The consequences of share issued and long term borrowing on the stock price and monthly return of corporation in Tehran stock exchange is examined first. Then the Annual return of corporations benefiting from the two external financing methods ...
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