This study investigates asset returns within the Iraq Stock Exchange by employing both the Fama-MacBeth regression model and the Fama-French three-factor model. The research involves the estimation of cross-sectional regressions wherein model parameters are subject to temporal variation, and the independent variables function as proxies. The dataset comprises information from the first quarter of 2010 to the first quarter of 2024, encompassing 22 publicly listed companies across six industrial sectors. The study explores methodological advancements through the application of the Single Index Model (SIM) and Kernel Weighted Regression (KWR) in both time series and cross-sectional analyses. The SIM outperformed the KWR approach in estimating time-varying beta coefficients, yielding a mean Root Mean Squared Error (RMSE) of 0.14316. Furthermore, the integrated KWR-SIM methodology achieved the lowest Adjusted Root Mean Squared Error (ARMSE) value of 0.08152 when modelling the association between risk factors and asset returns within the cross-sectional analytical framework. Statistical tests for significance produced heterogeneous responses of the returns on assets in the Iraqi financial market to the Fama-French posited economic variables. The estimated coefficients for the betas showed significant oscillations for all assets, confirming changes in economic conditions. The results add to our knowledge of the risk-reward relationship in the context of emerging markets and provide methodological insights into financial asset pricing. The evidence indicates that the KWR-SIM method has better capabilities for model fitting
In this research, nanofibers have been prepared by using an electrospinning method. Three types of polymer (PVA, VC, PMMA) have been used with different concentration. The applied voltage and the gap length were changed. It was observed that VC is the best polymer than the other types of polymers.
Background: Fibromyalgia syndrome (FMS) is the
most common rheumatic cause of diffuse pain and
multiple regional musculoskeletal pain and disability.
Objective: is to assess the contribution of serum
lipoprotein (A) in the pathogenesis of FMS patients.
Methods: One hundred twenty two FMS patients
were compared with 60 healthy control individuals
who were age and sex matched. All FMS features and
criteria are applied for patients and controls; patients
with secondary FMS were excluded. Serum
Lipoprotein (A): [Lp(A)], body mass index (BMI), &
s.lipid profile were determined for both groups.
Results: There was a statistical significant difference
between patients &controls in serum lipoprotein
The study was aimed to evaluate the marketing efficiency of dry Onion crop in Salah al-Deen, as estimate the impact of some quality and quantity factors in the efficiency of marketing process of crop using Tobit regression model. The average marketing efficiency of the research sample was 71.3686%. The marketing margins differed according to the marketing channel followed in marketing the crop. The qualitative and quantitative variables in the model are productivity, family size, distance from the market, educational level. The estimated model revealed that a variable productivity is the most important and influential in marketing efficiency, followed by the variable of the distance between the farm and the market, then the variable
... Show MoreThe study was aimed to evaluate the marketing efficiency of dry Onion crop in Salah al-Deen, as estimate the impact of some quality and quantity factors in the efficiency of marketing process of crop using Tobit regression model. The average marketing efficiency of the research sample was 71.3686%. The marketing margins differed according to the marketing channel followed in marketing the crop. The qualitative and quantitative variables in the model are productivity, family size, distance from the market, educational level. The estimated model revealed that a variable productivity is the most important and influential in marketing efficiency, followed by the variable of the distance between the farm and the market, then the variable
... Show MoreIn this paper, the reliability and scheduling of maintenance of some medical devices were estimated by one variable, the time variable (failure times) on the assumption that the time variable for all devices has the same distribution as (Weibull distribution.
The method of estimating the distribution parameters for each device was the OLS method.
The main objective of this research is to determine the optimal time for preventive maintenance of medical devices. Two methods were adopted to estimate the optimal time of preventive maintenance. The first method depends on the maintenance schedule by relying on information on the cost of maintenance and the cost of stopping work and acc
... Show MoreFusarium wilt causes economic losses on tomatoes every year. Thus, a variety of chemicals have been used to combat the disease. Pesticides have been effective in managing the disease, but they keep damaging the environment. Recently, eco-friendly approaches have been used to control plant diseases. This study aimed to achieve an environmentally safe solution using biological agents to induce systemic resistance in tomato plants to control Fusarium wilt disease caused by Fusarium oxysporum f.sp. lycopersici (FOL) in the greenhouse. The pathogen (FOL) has been molecularly confirmed and the biological agents have been isolated from the Iraqi environment. The effectiveness of the biological agents has been tested and confirmed. Results showed t
... Show MoreWeb testing is very important method for users and developers because it gives the ability to detect errors in applications and check their quality to perform services to users performance abilities, user interface, security and other different types of web testing that may occur in web application. This paper focuses on a major branch of the performance testing, which is called the load testing. Load testing depends on an important elements called request time and response time. From these elements, it can be decided if the performance time of a web application is good or not. In the experimental results, the load testing applied on the website (http://ihcoedu.uobaghdad.edu.iq) the main home page and all the science departments pages. In t
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