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CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
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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

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Publication Date
Wed Apr 01 2020
Journal Name
2020 International Conference On Computer Science And Software Engineering (csase)
Implementing a Super Decisions Software (SDS) in a Transport Sector
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Publication Date
Wed Dec 30 2015
Journal Name
College Of Islamic Sciences
Acquisition provisions in Islamic jurisprudence: A model - a comparative study
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Acquisition provisions in Islamic jurisprudence

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Publication Date
Thu Jan 26 2006
Journal Name
Acta Crystallographica Section E
(OC-6-13)-Bis[5-bromo-2-(4-bromo­phenyl­diazenyl)phen­yl]dicarbonyl­ruthenium(II) with mutually transN-donor atoms
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The title compound, [Ru(C12H7Br2N2)2(CO)2], possesses a distorted octa­hedral environment about the Ru atom, with two cyclo­metallated 4,4′-dibromo­azobenzene ligands and two mutually cis carbonyl ligands. The donor atoms are arranged such that the N atoms are mutually trans and the aryl C atoms are trans to carbonyl ligands.

Publication Date
Mon Dec 01 2014
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The Impact of Applying the Percentage of Complete Method or the Complete Contract One on the Taxation of the Long – Term Construction Contracts: بحث تطبيقي في الهيئة العامة للضرائب – قسم الشركات
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The research aims to shed light on the amount of proceeds annual tax for each of the way the contract total and percentage of completion method - see which is better - as well as the current problems arising from the application method of the contract in full in settling accounts tax - to identify problems - related to postpone settling accounts tax in accordance with the way the contract fully and determine the advantages and disadvantages of each of the methods through practical application , and then use the results as inputs to help in the decision to confirm the continuation of the GCT using a full decade in settling accounts tax for long-term construction contracts or forgo them.

Were the result of research the existence of

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Publication Date
Sun Jul 09 2023
Journal Name
Journal Of Engineering
Solving Time-Cost Tradeoff Problem with Resource Constraint Using Fuzzy Mathematical Model
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Scheduling considered being one of the most fundamental and essential bases of the project management. Several methods are used for project scheduling such as CPM, PERT and GERT. Since too many uncertainties are involved in methods for estimating the duration and cost of activities, these methods lack the capability of modeling practical projects. Although schedules can be developed for construction projects at early stage, there is always a possibility for unexpected material or technical shortages during construction stage. The objective of this research is to build a fuzzy mathematical model including time cost tradeoff and resource constraints analysis to be applied concurrently. The proposed model has been formulated using fuzzy the

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Publication Date
Wed Mar 08 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Mesomorphic and Dielectric Properties of Heterocyclic Liquid Crystals with Different Terminal Groups
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  A new hetrocyclic liquid crystal compounds containing 1,3,4-oxadiazole with different substituted in para position (Bromo, Chloro, Nitro and Methyl) were synthesized and characterized by melting points, FTIR Spectroscopy and 1HNMR spectroscopy for [Cl-SR6] and [NO2-SR6] compounds. The liquid crystalline properties of the synthesized compounds were studied by using hot-stage polarizing optical microscopy (POM), so they determined the transition enthalpies and entropies by using differential scanning calorimetery (DSC). All of the compounds show mesomorphic properties. The compounds [Br-SR6], [Cl-SR6] and [NO2SR6] exhibit an enantiotropic dimorphism smectic (Sm) phase, while the compounds [MeSR6] showed nematic (N) phase throw cooli

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Publication Date
Wed Apr 07 2021
Journal Name
Egyptian Journal Of Chemistry
Copolymers of Castor and Corn Oils with Lauryl Methacrylate as Green Lubricating Additives
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During the last few years, the greener additives prepared from bio-raw materials with low-cost and multifunctional applications have attracted considerable attention in the field of lubricant industry. In the present work, copolymers derived from sunflower and linseed oils with decyl methacrylate were synthesized by a thermal method using benzoyl peroxide (BPO) as a radical initiator. Direct polymerization of fatty acid double bonds in the presence of a free radical initiator results in the development of environmentally friendly copolymeric additives (Co-1 and Co-2). Fourier Transform Infrared (FTIR) and Proton Nuclear Magnetic Resonance (1H-NMR) were used to characterize the resulting copolymers. Thermal decomposition of copolymers was de

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Publication Date
Tue Oct 02 2018
Journal Name
Iraqi Journal Of Physics
Study photometric properties of spiral galaxy NGC 4448 using CCD camera with multiband filters
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The goal of our study is to perform detailed multiband surface photometry of the spiral galaxy NGC 4448 and its brightest star-forming regions. The structure and composition of the stellar population in the surface brightness galaxy NGC 4448 was studied using BVR CCD photometry. The observations were obtained on the 1.88 m optical telescope of Kottamia Astronomical Observatory (KAO), Egypt. A two-dimensional decomposition of the galaxy bulge and disk components is carried out. A powerful star forming region is observed near the galactic center. Based on the positions of the various components of the galaxy in two color diagrams. From the observations, the surface brightness profiles, Ellipticity profiles, position angle profiles and colo

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Crossref
Publication Date
Sat Jul 01 2023
Journal Name
Journal Of Engineering
Material Selection for Unmanned Aerial Vehicles (UAVs) Wings Using Ashby Indices Integrated with Grey Relation Analysis Approach Based on Weighted Entropy for Ranking
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The designer must find the optimum match between the object's technical and economic needs and the performance and production requirements of the various material options when choosing material for an engineering application. This study proposes an integrated (hybrid) strategy for selecting the optimal material for an engineering design depending on design requirements. The primary objective is to determine the best candidate material for the drone wings based on Ashby's performance indices and then rank the result using a grey relational technique with the entropy weight method. Aluminum alloys, titanium alloys, composites, and wood have been suggested as suitable materials for manufacturing drone wings. The requirement

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Crossref (3)
Crossref
Publication Date
Thu Nov 01 2012
Journal Name
Journal Of Cosmetics, Dermatological Sciences And Applications
Treatment of Acne Vulgaris with 5-Alpha Avocuta Cream 2% in Comparison with Tretinion Cream 0.025%(Single Blind Comparative Study)
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KE Sharquie, HR Al-Hamamy, AA Noaimi, AF Tahir, Journal of Cosmetics, Dermatological Sciences and Applications, 2012 - Cited by 2

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