[PDF] Top 20 Estimate of Market Risk Premium by Considering the Market Leverage in Tehran Stock Exchange

... study, the method of calculating the market risk premium with respect to the market leverage was presented and it was studied which method has the ... See full document

... regressions, the author demonstrated that only institutional sentiment forecasts stock market returns correctly for intermediate ...sentiment. The authors found that consumer confidence and ... See full document

... studied the equity market timing hypothesis of capital structure in major industrialized (G-7) countries and reported that leverage of firms was negatively associated with ... See full document

... potential market variables that can explain the movements in the Brazilian market equity risk premium and, therefore, stock market ...used in ... See full document

... exploit the suboptimal behavior of the typical investor and not because these strategies would be fundamentally ...studied the relative risk of value and growth stocks and ... See full document

... identified the critical influencing factors on risks proposed in Audit Risk Model (ARM), in Iranian audit environment of Iran by using 60 audit partners and ...managers. ... See full document

... growth in the short period of time. One reason of rapid spread has been legislators' emphasis on use of methodology of value at risk in financial institutions, ... See full document

... Today, the financial system is evolving and developing at a rapid pace. The most important factors driving this transformation are time and technology, which lead to the market data display a ... See full document

... projects in emerging markets, fundamentally through new long term partnerships where the market is rich in opportunities, are capable of boosting NVQ’s revenue in the ... See full document

... manages the natural resources and regulates the commercial activity. The Makhtoum family has been leading Dubai and today the Sheikh Mohammed al Rashid al Makhtoum is the Prime Minister ... See full document

... Motivated by these issues, we investigate the common pattern of a broad range of developed markets and emerging markets using a sta- tistical factor analysis ...to the complexity ... See full document

... However, the increased importance played by risk and uncertainty considerations has recently spurred a vast literature on modelling and forecasting return's ...volatility. The trade-o between ... See full document

... body of literature that confirms the existence of value adding momentum strategies in stock trading consisting in buying past winners and selling past losers and that the ... See full document

... dispersion of returns, given by the average squared deviation from their ...symmetric risk measure, penalizing the uncertainty on the upside in the same way that it ... See full document

... interests. The relations between these two countries are continuously developing up to ...member of EU and Turkey is a candidate member to ...that stock markets of these countries are ... See full document

... on the significance of macroeconomic factors in explaining the volatility of stock ...affect the demand side and causes shifts in the price of ... See full document

... structure in available TSE to create other approved tools for helping investors and other users as adapting economical invest mental ...studying stock trend. The first study on this subject is ... See full document

... One of the most powerful effects manifested on the stock markets is the tendency exhibited by stocks issued by small companies (measured by their market ... See full document

... Italian stock returns in the same ...seen in the Portuguese market, the local TS variable (size of the trade sector) for Italy is also statistically ... See full document

... recommendation of integration of the two departments is clearly supported by the input problem that was identified through the means of the questionnaire and ... See full document