نتایج جستجو برای: this study indicated volatility spillovers from low trading volume (small size) portfolio to high trading volume (big size) portfolio returns. these findings are just opposite of the results documented by bartosz gebka. additionally

تعداد نتایج: 24476916  

Journal: :تحقیقات مالی 0
حسن قالیباف اصل دانشگاه الزهراء سمیه کلبری دانشگاه الزهراء

this research analyze the resource and structure of cross-autocorrelation in returns and volatility of stocks that listed in the tehran stock exchange during the period farvardin 1382–eisfand 1386, with employing the garch model. at the first, the results show that, in down(bear) market, return on high trading volume portfolio lead return on low trading volume portfolio, when controlled for fir...

Journal: :تحقیقات اقتصادی 0
شیوا زمانی استادیار دانشگاه صنعتی شریف داوود سوری استادیار دانشگاه صنعتی شریف محسن ثنائی اعلم کارشناس ارشد اقتصاد - دانشگاه صنعت شریف

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...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی عمران 1391

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اراک - دانشکده علوم انسانی 1389

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...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اصفهان - دانشکده زبانهای خارجی 1389

this study was conducted to investigate the impact of portfolio assessment as a process-oriented assessment mechanism on iranian efl students’ english writing and its subskills of focus, elaboration, organization, conventions, and vocabulary. out of ninety juniors majoring in english literature and translation at the university of isfahan, sixty one of them who were at the same level of writing...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مازندران - دانشکده علوم انسانی و اجتماعی 1390

teachers beliefs have usually been left unattended in the realm of educational research in iranian context. one of those beliefs which seems to impact teachers performance in the classroom is their sense of self-efficacy, which refers to teachers belief in their ability to enhance student achievement and in bringing about positive learning outcomes. the present study aimed to investigate the pr...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اصفهان - دانشکده زبانهای خارجی 1389

this study investigates the strategies native english and persian speakers employ for expressing gratitude in different situations. the strategies of persian efl learners are also compared with english strategies in order to find the differences that may exist between these two languages. social status and size of imposition of the favor are social variables which are investigated in detail for...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه ارومیه - دانشکده علوم 1391

nanotechnology is a general term which is related with field of all advanced science term that generally predicates with all modern technologies which consider nanoscales. improvement in the quality of products by adding some nanoparticles and study of their behavior in the presence of these nanoparticles have been obtained in many researches. on the other hand numerous demands for sowing ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید مدنی آذربایجان - دانشکده ادبیات و زبانهای خارجی 1389

according to coates’s (2004, as cited in zhang, 2010) definition of "conversational dominance" (p.111), it refers to the phenomenon of a speaker dominating others in interaction. specifically, it means how a speaker makes use of certain strategies to get the floor and maintain the floor. thus, the amount of talk is the main measurement for the dominance of the conversation. whether a speaker do...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده منابع طبیعی و علوم دریایی 1388

this research was conducted in two protect and destroy region in the middle zagros, in illam province. in order to identification of ecological species group and evaluate density of regeneration, effect of many factors such as protection, vegetation, physiographic factors, physical and chemical properties of soil in study locations were studied. to achieve these purpose number of 54 plots using...

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