Prediction of stock returns has always been one of the most important issues in finance. Investors have attracted to use of Fama-French Five-Factor Model (FFFFM) as one of the powerful methods for pricing financial assets and predicting the stock returns. This research investigates the predictability of stock returns by including some important firms features namely cash holdings, dividend rate...

investing in stock markets usually is involved in more risks than the bounds and bank deposits. it is expected that resulting returns (capital gain plus yields) from trading in a stock market to be more than those of in a risk free investment. therefore, developing accurate techniques of estimation and forecasting in volatility analysis of financial markets is inevitable. sum squares of weekly ...

This paper investigates the relationship between Bitcoin returns and frequency of daily abnormal over period from June 2013 to February 2020 using a number regression techniques model specifications including standard OLS, weighted least squares (WLS), ARMA ARMAX models, quantile regressions, Logit Probit piecewise linear non-linear regressions. Both in sample out-of-sample performance various ...

this paper investigates the informational content of abnormal volume trading of shares listed at tehran stock exchange (tse) using an event study methodology. the results for a sample of 48 iranian firms during 1385-1388 show that there are abnormal returns before and after the abnormal trading volume dates. regression analysis also shows that there is a significant relationship between trading...

fleets must shrink. But this needs to be set against a rise in catches, an overall climb in incomes for coastal communities and companies, improvements in the health of the marine environment and ultimately hundreds of millions of people whose incomes and livelihoods are linked to fishing, " he said. The report estimates that there are currently 35 million people fishing for a livelihood and mo...

in this study, 3 models of time-varying parameters (tvp), dynamic model selection (dms) and dynamic model averaging (dma) and a comparison with the ordinary least squares (ols) method in matlab in the time period 2003-2013 (with data on a monthly basis) are discussed. in the present study, the variables of unofficial exchange rate changes, interest rate changes and inflation in oil price foreca...

The world’s largest dinosaur skeleton is back on show with other spectacular remains in Berlin’s Natural History Museum after decades of neglect of a building damaged by bombing in the Second World War. Its reappearance marks the highlight of a 128 million euro renovation project to repair the building. The skeleton, of a Brachiosaurus, which is more than 13 metres high, almost reaches the glas...

in the recent decade, supply of labour force has increased which may causes theovereducation. overeducation is potentially costly for any economy. in this study,we examine the effective factors on overeducation, undereducation and returns ofyears of schooling, by using the mean realized match method, over iscoclassification data from household socio-economic survey in year 2003 usinglogit,mince...