نتایج جستجو برای: and 0036 respectivelyjel classification g12
تعداد نتایج: 16870324 فیلتر نتایج به سال:
We estimate various SVAR models for the US in order to assess the importance of fundamental shocks in explaining stock price movements. The results show that models using real activity variables place more weight on fundamental shocks than models using dividends or earnings. However, according to all models fundamental shocks became substantially less important during the period 1982-2002 if co...
We present a simple example where the use of σ-algebras as a model of information leads to a paradoxical conclusion: a decision maker prefers less information to more. We then explain that the problem arises because the use of σ-algebras as the informational content of a signal is inadequate. We provide a characterization of the different models of information in the literature in terms of Blac...
The paper analyses a simplified version of a Glosten-Milgrom style specialist security trading model with trade-timing. In a setting where traders are differentially informed, if the best-informed investors have a sufficiently strong or weak impact on prices then the investors with the strongest impact on prices delay their investment strategically, pretending to be the low-impact types. JEL Cl...
A Frequency-Domain Alternative to Long-Horizon Regressions with Application to Return Predictability
This paper aims at improved accuracy in testing for long-run predictability in noisy series, such as stock market returns. Long-horizon regressions have previously been the dominant approach in this area. We suggest an alternative method that yields more accurate results. We find evidence of predictability in S&P 500 returns even when the confidence intervals are constructed using model-free me...
Three rare human G12 strains were detected from diarrheic clinical samples of children (<8 months of age) in Calcutta during a routine surveillance study of rotaviral diarrhea in India. The VP7 genes of G12 strains and their products showed maximum homology (97 to 99% at the nucleotide level and 98% at the amino acid level, respectively) with those of two recently reported G12 strains (from the...
assigning premium to the insurance contract in iran mostly has based on some old rules have been authorized by government, in such a situation predicting premium by analyzing database and it’s characteristics will be definitely such a big mistake. therefore the most beneficial information one can gathered from these data is the amount of loss happens during one contract to predicting insurance ...
This article examines institutions’ investment strategies towards environmental and social (E&S) stocks in the first quarter of 2020, coinciding with COVID-19 pandemic outbreak. Backed both institutional- firm-level analyses, we find that institutional investors shift higher E&S performance. The high portfolios exhibit lower risk return characteristics, outperforming (underperforming) t...
Metals are toxic agents for which genotoxic effects are often difficult to demonstrate. To study metal mutagenesis, we have used two stable hprt/gpt+ transgenic cell lines that were derived from Chinese hamster V79 cells. Both the G12 and G10 cell lines are known to be very sensitive to clastogens such as X-rays and bleomycin, with the mutagenic response of the integrated xanthine guanine phosp...
آب حاصل از بارش منبع تأمین نیازهای بی شمار جانداران به ویژه انسان است و هرگونه کاهش در کم و کیف آن مستقیماً حیات موجودات زنده را تحت تأثیر منفی قرار می دهد. نوسان سال به سال بارش از ویژگی های اساسی و بسیار مهم بارش های سالانه ایران محسوب می شود که آثار زیان بار آن در تمام عرصه های اقتصادی، اجتماعی و حتی سیاسی- امنیتی به نحوی منعکس می شود. چون میزان آب ناشی از بارش یکی از مولفه های اصلی برنامه ...
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