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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
Thu Mar 01 2012
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Predicting changes on budget expenditures using Markov chains with practical application
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The researchers have a special interest in studying  Markov  chains as one of the probability samples which has many applications in different fields. This study comes to deal with the changes issue that happen on budget expenditures by using statistical methods, and Markov chains is the best expression about that as they are regarded reliable  samples in the prediction process. A transitional matrix is built for three expenditure cases (increase ,decrease ,stability) for one of budget expenditure items (base salary) for three directorates (Baghdad ,Nineveh , Diyala) of one  of the ministries. Results are analyzed by applying  Maximum likelihood estimation  and Ordinary least squares  methods resulting

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Publication Date
Mon Mar 25 2024
Journal Name
International Journal Of Drug Delivery Technology
Solubility and Dissolution Enhancement of Candesartan Cilexetil by Complexation with Cyclodextrin
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At present, numerous novel chemical compounds face challenges related to their limited solubility in aqueous environments. These compounds are classified under the Biopharmaceutical Classification System (BCS) as either class II or class IV substances. Different carriers were used to increase their solubility. Candesartan cilexetil (CC) is one of the most widely used antihypertensive drugs, which belongs to class II drugs. The aim of this research was to enhance the solubility and dissolution rate of CC through a complexation approach involving β-cyclodextrin and its derivatives, specifically hydroxypropyl beta cyclodextrin (HP-β-CD), methyl beta cyclodextrin (M-β-CD), and sulfonyl ether beta-cyclodextrin (SBE-β-CD), serving as

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Publication Date
Wed Nov 01 2023
Journal Name
Iop Conference Series: Earth And Environmental Science
Replacing Formalin with Alcohol and its Effect on Preserved Fish Specimens
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Abstract<p>This study aims to formulate an alternative solution for Formalin for preserving fish as study specimens for long periods. The main reason for finding a solution instead of formalin is to get rid of the negative effects of this solution on those who work with it, as well as to better preserve the bodies of fish. Hence, three new solutions were proposed to replace formalin. Thus, Formalin, in turn, may enter the composition of a small part of these solutions to give better results and for long periods of keeping specimens. All solutions prepared in this study participated in being acidic as in formalin. Two solutions succeeded in compensating for the use of formalin in preserving fish </p> ... Show More
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Publication Date
Wed Mar 29 2017
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
Measurements of HbA1c for Patients with Diabetes Mellitus and Foot Ulceration
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People with diabetes can develop different foot problems. In the blood stream glucose reacts with hemoglobin to make a glycosylated hemoglobin molecule called hemoglobin A1c or HbA1c, the more glucose in the blood the more hemoglobin A1c will be present in the blood. The HbAlc test is currently one of the best ways to check diabetes to be under control.  The aim of study is to compare between the blood investigations which includes the fasting blood sugar and HbAlC (glycosylated hemoglobin), and to evaluate the benefit of  HbAlc (measurement for diabetic patients with foot ulcer,  to be a good indicator for controlling blood glucose). Sixty patients with type2 diabetes mellitus from the outpatient clinic of Baghdad Teachin

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Publication Date
Sun Jun 04 2017
Journal Name
Baghdad Science Journal
Synthesis of Pure Nano semiconductor Oxide ZnO with Different AgNO3 Concentrations
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Zinc oxide nanoparticles sample is prepared by the precipitation method. This method involves using zinc nitrate and urea in aqueous solution, then (AgNO3) Solution with different concentrations is added. The obtained precipitated compound is structurally characterized by X-ray diffraction (XRD), Scanning electron microscopy (SEM), Atomic force microscopy (AFM) and Fourier transform infrared spectroscopy (FTIR). The average particle size of nanoparticles is around 28nm in pure, the average particle size reaches 26nm with adding AgNO3 (0.05g in100ml =0.002 M) (0.1g in100ml=0.0058M), AgNO3 (0.2g in 100ml=0.01M) was 25nm. The FTIR result shows the existence of -CO, -CO2, -OH, and -NO2- groups in sample and oxides (ZnO, Ag2O).and used an

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Publication Date
Thu Feb 01 2024
Journal Name
Iop Conference Series: Earth And Environmental Science
Survey of Insects Associated with some Species of Cucurbitaceae in Iraq
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Abstract<p>Due to the spread of insect pests that destroys the crops belonging to the Cucurbitaceae family and led to deterioration in crop productivity in Iraq due to various reasons, the most important of which is Climate fluctuation and extreme weather events have a major impact on this problem. So, this paper was proposed to identify those species pests and prevalence. Insects were collected during the period from March 1. 2022 to October 30, 2022 from the several regions of Iraq, including: Baghdad, Babylon, Basra, Karbala, Wasit, Diyala, Saladin, and Duhok Provinces. The results showed 19 important species under 17 genera with 13 families, and five orders. The most common synonyms and dist</p> ... Show More
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Publication Date
Wed Sep 02 2020
Journal Name
International Journal Of Pharmaceutical Research
Prevalence of Bacterial Species Associated With Infants Meningitis Patients in Iraq
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Publication Date
Tue Aug 16 2016
Journal Name
International Journal Of Computer Applications
Experimental Study of CLARK-Y Smoothed Inverted Wing with Ground Effect
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Publication Date
Mon Mar 08 2021
Journal Name
Baghdad Science Journal
Hair Is An Indicator Oe Human Pollutants With The Toxic Substances
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Hair is an excellent indicator for abnormal concentration of toxic elements , In this study a random samples from girls hair of 12 cm long were irradiated by a flux of neutrons (4x10^ n/ cm^.s) obtained from an Am-Be neutron source of 5-Ci activitity . The y-ray activity measurements were carried out by using a " 5x5 " well- type Nal (Tl) detector. The study indicates clearly that the maximum concentration of elements was at about 7 cm hair length.

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Publication Date
Sun Mar 01 2009
Journal Name
Baghdad Science Journal
Some Results On Lie Ideals With (&#963;,&#964;)-derivationIn Prime Rings
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In this paper, we proved that if R is a prime ring, U be a nonzero Lie ideal of R , d be a nonzero (?,?)-derivation of R. Then if Ua?Z(R) (or aU?Z(R)) for a?R, then either or U is commutative Also, we assumed that Uis a ring to prove that: (i) If Ua?Z(R) (or aU?Z(R)) for a?R, then either a=0 or U is commutative. (ii) If ad(U)=0 (or d(U)a=0) for a?R, then either a=0 or U is commutative. (iii) If d is a homomorphism on U such that ad(U) ?Z(R)(or d(U)a?Z(R), then a=0 or U is commutative.

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