نتایج جستجو برای: cross sectional relative price variability
تعداد نتایج: 1093565 فیلتر نتایج به سال:
In this paper we assess the role of capital-embodied technology shocks in explaining properties of the cross section of stock returns. Existing theories seem to disagree on the sign and magnitude of the price the market demands for bearing the risk of such shocks: while a negative price is necessary to justify the value premium or the cross-sectional predictability of returns by firm characteri...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
background and aims: internet addiction is one of the problems emerged with the development of technology. considering the potential negative effects of internet addiction on health, the present study aimed to determine the prevalence of internet addiction in university students in ilam, west of iran, in 2014. methods:in this cross– sectional study, 1066 university students in both public and ...
carpal tunnel syndrome (cts) is the most common entrapment neuropathy. it accounts 90% of all entrapment neuropathies all over the world. ultrasound is a non-invasive, cost effective and available para-clinical method which could be applied for cts diagnosis. cross-sectional area of the median nerve at the level of the inlet is considered as a diagnostic criterion in cts cases. in this study, t...
purpose: to determine the prevalence of refractive errors in the students of mashhad university of medical sciences, iran methods: in this cross-sectional study, we used cluster sampling for selecting participants from every department of mashhad university of medical sciences, proportional to the number of students in each department. each participant received refraction examination with an au...
purpose: to determine the prevalence of uncorrected refractive errors and its determinants in tehran in 2002. methods: a total of 6497 citizens representing a cross-section of the population of tehran were sampled using a stratified random cluster sampling strategy. of these, 4565 (70.3%) subjects participated in the study and were transferred to a clinic for an extensive eye examination and in...
All opinions expressed here are those of the author and not those of the Economics Education and Research Consortium Research dissemination by the EERC may include views on policy, but the EERC itself takes no institutional policy positions The paper studies a possibility to construct a price index (" core inflation " index) for Russia, which is more appropriate for assessing monetary policy th...
In this paper I conduct tests of an intertemporal asset pricing model using variables that forecast stock returns as the risk factors. I document that the forecasting variables are priced so that expected excess returns are related to their conditional covariances with the forecasting variables. The variability in the covariance risk fails to explain the cross-sectional and time-series variatio...
The worldwide turndown in coffee revenue to the majority of resource poor primary producers has become a serious threat to sustainable development. There is however inadequate knowledge with respect to mechanisms used by resource poor coffee farmers to stave off situations of economic hardship. Using cross-sectional household survey data from southwest Ethiopia, the present study investigates w...
This paper re-examines evidence relating mean inflation to cross-sectional inflation asymmetry, and investigates longitudinal asymmetry in disaggregated price series. The asymmetry test used possesses two important characteristics: it has high power, and it is not dominated by outliers. In contrast to Bryan and Cecchetti (1996), the results here suggest that there does exist significant positiv...
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