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Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm

کلیدواژه: The results show that applying the hybrid model increases the predictive power of realized return compared to other research models

نویسندگان: Asima Mehdi, Abbaszadeh Asl Amir Ali

ناشر: تحقیقات مالی - Financial Research Journal

Objective: Capital asset pricing model (CAPM) has been among the most common models to estimate the expected return. In the standard CAPM model, a) the beta coefficient is fixed and b) the relationship between stock returns and market returns is assumed to be linear. While in financial markets, it i... ادامه

سال:2019

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Investigating the Effect of Providing Banking Facilities within the Framework of Islamic Contracts on the Value Added of Economic Sectors: Application of the Bayesian Vector Autoregression Model (BVAR)

کلیدواژه: Banking contracts,Islamic banking,Islamic contracts,Value added of economic sectors,Bayesian vector autoregression model

نویسندگان: Nasr Esfahani Mohammad, GHAEMI ASL MEHDI, Zare Kordiani Ali Asghar

ناشر: معرفت اقتصاد اسلامی - Ma`rifat-e Eghtesad-e Islami

In the interest-free banking system, Islamic contracts, due to their operational nature and interactivity with other economic sectors, can help guide and organize private sectors of the economy. This paper studies the effect of banking facilities within the framework of the Islamic contracts of Ju'a... ادامه

سال:2019

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Moderating Effect of Firm Size on Relationship between Corporate Governance and Corporate Economic Performance

کلیدواژه: Corporate Governance,Corporate Economic Performance,Economic Value Added,Firm Size,Moderating Effect

نویسندگان: TAEBI NOGHONDARI AMIRHOSSEIN, TAEBI NOGHONDARI ALI, Abbaszadeh Mehri

ناشر: دانش حسابداری - JOURNAL OF ACCOUNTING KNOWLEDGE

This study aims to examine the relationship between corporate governance and corporate economic performance, regarding the moderating effect of firm size. To test the hypotheses, multivariate OLS method was used. The data consists of 118 companies listed in the Tehran Stock Exchange in the period 20... ادامه

سال:2017

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Evaluation of the Accuracy of Wavelet-Neuro-Fuzzy, Neuro-Fuzzy, and Wavelet Hybrid Models in Groundwater Level Prediction (Case Study: Birjand Plain)

کلیدواژه: Wavelet analysis, Groundwater Level, Birjand plain, Fuzzy Neural Network, Water resources management

نویسندگان: Dastuorani Mehdi, Khayat Amir, Akhondi Zahra

ناشر: آبخوان و قنات - Journal of Aquifer and Qanat

Given the scarcity of water resources and the importance of their optimal management, accurate prediction of groundwater level fluctuations is essential. Intelligent models such as time series, wavelet analysis, artificial neural networks, and support vector machines can help in the sustainable u... ادامه

سال:2024

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Place and Guarantees of the Principle of Innocence in Islamic and Public Law with Emphasis on the Judgment of the Administrative Justice Court

کلیدواژه: Islamic law,Innocence principle,Public law,Judgment of administrative justice court,Guarantees

نویسندگان: HEMMATI MOJTABA, zeynalzadeh mehdi, Sarmasti Amir

ناشر: پژوهش های فقه و حقوق اسلامی (فقه و مبانی حقوق اسلامی) - JOURNAL OF ISLAMIC LAW AND JURISPRUDENCE RESEARCHES

In Islamic law, in cases of doubt in the presence of the duty and failure to provide evidence of the conduct of the duty, the principle should be based on the absence of the duty and thus not imposing a responsibility on individuals. In the legal term, this principle is based on the requirements of ... ادامه

سال:2021

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Developing a Model to Measure the Corporate Governance Index in Usury-free Banking (Calculation in a sample Bank)

کلیدواژه: corporate governance index,assessment,typical bank,usury-free banking

نویسندگان: Ghasemi ali abadi Mehdi, NASIRI AGHDAM ALI

ناشر: پژوهش ها و سیاست های اقتصادی - Journal of Economic Research and Policies

Good implementation of corporate governance principles is considered an important tool for the stability and soundness of a financial institution. An extensive body of studies has done about the effects of corporate governance on firm performance. The majority of those studies have found a more corp... ادامه

سال:2018

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Effect of Corporate Governance on Banking Failure

کلیدواژه: Corporate Governance, Banking Failure,Logestic model

نویسندگان: AHMADYAN AZAM, Ghasemi ali abadi Mehdi

ناشر: - Advances in Mathematical Finance and Applications

We analyse the roles of bank Directors’,Effectiveness, Transparency and the Disclosure, Responsibility and total corporate governance indicator in bank failures during 2006-2019, using Logistic model and Kaplan-Meier method. This study completes other studies to make composite banking failure ... ادامه

سال:2022

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Corporate Governance and Iranian Banking Economic Value Added

کلیدواژه: Corporate governance,Age,Economic value added,GMM method

نویسندگان: AHMADYAN AZAM, Ghasemi ali abadi Mehdi

ناشر: IRANIAN JOURNAL OF FINANCE - IRANIAN JOURNAL OF FINANCE

Added over the period 2006-2018. We focused on different proxies of corporate governance indicators, such as the Directors' Effectiveness, the Transparency and the Disclosure, Responsibility. Basel Principles have been used to make corporate governance indicators and Stern & Stewart and Chew (1995) ... ادامه

سال:2021

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Providing a Pattern of the Impact of Political Connection and Corporate Governance on Banks Performance in Financial Crisis Condition

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نویسندگان: , ZOLFAGHARI MEHDI, VAEZ SEYYED ALI, Khoda Moradi Mohammad

ناشر: اقتصاد مالی - Financial Economics

The aim of the present study is to investigate and provide a model of the impact of political connection and corporate governance on banks' performance in the financial crisis condition. In order to achieve the objectives of the research, the information of 10 banks listed on Tehran Stock Exchange, ... ادامه

سال:2021

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Mutual Fund Transaction Costs and Their Effect on Funds Performance

کلیدواژه: Mutual funds,Trading costs,Price impact,Bid-ask spread,Fund performance

نویسندگان: Ebrahim Nejad Ali, Barakchian Seyyed Mehdi, Moradian Hamed

ناشر: تحقیقات مالی - Financial Research Journal

Objective: Iranian mutual funds’,average turnover rate stood at 330% in the years from 2001 to 2007. Such a high rate could lead to excessive trading costs for investors without necessarily bringing in high returns. The goal of this paper is to estimate transaction costs and examine their effe... ادامه

سال:2022

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