Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Reza Talebloo"'
Publikováno v:
اقتصاد باثبات, Vol 4, Iss 4, Pp 127-156 (2024)
Oil prices and other oil-products prices are connected and their price volatilities are parallel. Firms that are using crude oil in their products are facing the risk of price volatility which has different reactions in each era and is known under di
Externí odkaz:
https://doaj.org/article/4a3a1990ab7d43eaa7cbee5e38db280d
Publikováno v:
اقتصاد باثبات, Vol 3, Iss 2, Pp 1-35 (2022)
In recent years, the use of effective risk management techniques in financial institutions, especially banks, has become more important. One of the methods related to this approach, which is very important for effective risk management; It is stress
Externí odkaz:
https://doaj.org/article/cb46e70822114f5d8b5c48b6f42a6831
Publikováno v:
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, Vol 22, Iss 84, Pp 67-101 (2022)
The purpose of this article is to investigate the effect of behavioral deviations on the pricing of financial assets with the assumption that sentiment is an important and relevant risk factor in the Iranian capital market. This paper also examines t
Externí odkaz:
https://doaj.org/article/bb97cc2e5e6841b0b421f3b522f809a1
Publikováno v:
مدلسازی اقتصادسنجی, Vol 6, Iss 2, Pp 119-146 (2021)
O One of the most critical issues in financial economics is identifying the factors affecting companies' capital structure. It seems that the existence of significant differences between the capital structure of companies listed on the Tehran Stock E
Externí odkaz:
https://doaj.org/article/0ad7f78e455544e3a5a18434fd1ae930
Publikováno v:
فصلنامه پژوهشهای اقتصادی ایران, Vol 24, Iss 78, Pp 1-29 (2019)
Easley and O'Hara (1992) introduce Probability of Informed Trading (PIN) concept to measure the degree of asymmetric information in market. Since then there has been a lot of debate on the accuracy of the calculations for PIN. Lin and Ke (2011) by us
Externí odkaz:
https://doaj.org/article/d8581c6e3fff4b64823c76fe78a3935f
Publikováno v:
مدلسازی اقتصادسنجی, Vol 3, Iss 1, Pp 135-163 (2018)
One of the most usage of evaluating Empirical Validity of Asset-pricing Models is GRS test. In this paper we implement the GRS test for CAPM and Fama-French 3-factor asset pricing models with explicit consideration of statistical power, by employing
Externí odkaz:
https://doaj.org/article/3dae56ebdf7f453b9c57c8562579d731
Autor:
Reza talebloo, Hossein Sheikhi
Publikováno v:
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, Vol 7, Iss 25, Pp 61-94 (2017)
he purpose of this paper is to test the CAPM and APT pricing model for pricing petrochemical companies in Tehran Stock Exchange. In this regard, seasonal data related to stock returns of 18 active chemical and petrochemical companies in the stock mar
Externí odkaz:
https://doaj.org/article/246d0029586e4b1caa66d70414f6857a
Publikováno v:
مدلسازی اقتصادسنجی, Vol 2, Iss 3, Pp 159-186 (2017)
The purpose of this paper is to investigate the effect of macroeconomic variables on stock returns of chemical and petrochemical companies. In this regard, the seasonal data related to stock returns of 18 active chemical and petrochemical companies i
Externí odkaz:
https://doaj.org/article/b680df2a040f43cba6d8c6201629ffa0
Publikováno v:
فصلنامه پژوهشهای اقتصادی ایران, Vol 20, Iss 65, Pp 93-128 (2016)
The association between money and prices has long been debated in various economic schools. Although there are different views, most economists agree that in the long run, inflation is a monetary phenomenon and its main cause is liquidity growth. Sev
Externí odkaz:
https://doaj.org/article/fabe9df8a93043e8b0922cc8f254f5f0
Autor:
Reza Talebloo, Moloud Rahmaniani
Publikováno v:
فصلنامه پژوهشهای اقتصادی ایران, Vol 20, Iss 64, Pp 117-150 (2015)
In a risky situation probabilities of states are available.Until recently, normal distribution has been used widely in financial applications for a risky situation. Recent studies have shown that normal distribution is not appropriate for financial d
Externí odkaz:
https://doaj.org/article/c0758a2db2ab44b483fd914e3c900696