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
The present paper discusses morphological and syntactic structures of time in Russian language. The morphological and syntactic structures are considered part component of time category in Russian language.
The morphological categories of time are formed through a various types of expressions .Tenses generally express time relative to the moment of speaking. In some contexts, however, their meaning may be relativized to a point in the past ,present or future which is established in the discourse .Some languages have different verb forms or constructions and that are opposed in meaning not in syntactic category. Hence, the present study traces and compares the syntacti
... Show MoreA roundabout is a highway engineering concept meant to calm traffic, increase safety, reduce stop-and-go travel, reduce accidents and congestion, and decrease traffic delays. It is circular and facilitates one-way traffic flow around a central point. The first part of this study evaluated the principles and methods used to compare the capacity methods of roundabouts with different traffic conditions and geometric configurations. These methods include gap acceptance, empirical, and simulation software methods. Previous studies mentioned in this research used various methods and other new models developed by several researchers. However, this paper's main aim is to compare different roundabout capacity models for acceptabl
... Show MoreThe study aimed to reveal the possibility of predicting academic procrastination through both Cognitive distortions and time management among students of Al-Aqsa Community College, as well as to reveal the level of both cognitive distortions, time management, and academic procrastination. Additionally, it aimed to identify the size of the correlation between cognitive distortions, time management, and academic procrastination. The study sample consisted of (250) students from Al-Aqsa community college students. The results of the study concluded that the mean for each level of cognitive distortions and academic procrastination is average. The mean level of time management is high. There is a statistically significant positive relationshi
... Show Moreנושא הדאיקסיס בצורה כללית הוא אחד הנושאים הלשוניים החשובים, הנושא הזה שייך לתחום הפרגמאטיקה, חשיבותו טמונה בכך שהוא אמצע הבעה חשוב בחיי היומיום שלנו, מכיוון שהוא נחשב אחד מאמצעי התקשורת בין האנשים. נושא זה קשור בקשר הדוק בהקשר, משום שהוא עוזר להסיר הדו-משמעות שבאמצעותו אנו מגיעים לרפרנטים המכוונים בצורה מדוייקת.
In this work, a weighted H lder function that approximates a Jacobi polynomial which solves the second order singular Sturm-Liouville equation is discussed. This is generally equivalent to the Jacobean translations and the moduli of smoothness. This paper aims to focus on improving methods of approximation and finding the upper and lower estimates for the degree of approximation in weighted H lder spaces by modifying the modulus of continuity and smoothness. Moreover, some properties for the moduli of smoothness with direct and inverse results are considered.
Copula modeling is widely used in modern statistics. The boundary bias problem is one of the problems faced when estimating by nonparametric methods, as kernel estimators are the most common in nonparametric estimation. In this paper, the copula density function was estimated using the probit transformation nonparametric method in order to get rid of the boundary bias problem that the kernel estimators suffer from. Using simulation for three nonparametric methods to estimate the copula density function and we proposed a new method that is better than the rest of the methods by five types of copulas with different sample sizes and different levels of correlation between the copula variables and the different parameters for the function. The
... Show MoreIn this paper has been building a statistical model of the Saudi financial market using GARCH models that take into account Volatility in prices during periods of circulation, were also study the effect of the type of random error distribution of the time series on the accuracy of the statistical model, as it were studied two types of statistical distributions are normal distribution and the T distribution. and found by application of a measured data that the best model for the Saudi market is GARCH (1,1) model when the random error distributed t. student's .
With the advancement of technology ,the study of cross-cultural communication via on line has become an important and researchable topic in linguistic theory and its applications.The aims of this study are two- fold (a) exploring the influence of cultural diversity on on-line interaction between American native speakers (NSs) and Iraqi non-native speakers (NNSs) of English which, together with other factors might potentially lead to what Thomas(1983) calls "pragmatic failure" (PF), a main cause of communication breakdowns and (b) specifying which type of PF occurs more frequently between the two groups along with the reasons behind such failures. To achie
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