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
Parents who give their sons arole in making parental decisions and admiring their views are the ones who build confidence and the feeling of competence within themselves and then their edgiest- rent with themselves becones better .
The (A.B) person-ality type is the core base of most psychological and educational studies because it is one of the most important subjects Concerning with the study of growth aspects whether they are physical, mental or Social. The present Study ains to measure the level of parental treatment among high School students, measure the level of (A) Personality type concept among them, recognize Statistically Significant differences in the level of parentaltreatment according gender variable and recognize the C
The present study evaluated the anti- Helicobacter pylori IgG, IgA and the role of virulence factor of H. pylori Vacuolating associated cytotoxin gene (Vac A) as a risk factors for CAD. The levels of serum IgG and IgA was done by indirect immunofluorescent (IIF) whereas Vac A measured by enzyme linked immunosorbent assay (ELISA). Ibn Al-Bitar specialist center for cardiac surgery laboratory and Ministry of Health/ Baghdad/ Iraq, between May and October 2018. Seventy Iraqi patients with CAD were enrolled in this study, their ages ranged between 40-84 years ; and 20 individuals as a control group which was divided into 2 subgroups: 10 apparently healthy volunteers (negative control) and the other subgroup contained 10 with normal coronary art
... Show MoreThe main objective of this paper is to study the behavior of Non-Prismatic Reinforced Concrete (NPRC) beams with and without rectangular openings either when exposed to fire or not. The experimental program involves casting and testing 9 NPRC beams divided into 3 main groups. These groups were categorized according to heating temperature (ambient temperature, 400°C, and 700°C), with each group containing 3 NPRC beams (solid beams and beams with 6 and 8 trapezoidal openings). For beams with similar geometry, increasing the burning temperature results in their deterioration as reflected in their increasing mid-span deflection throughout the fire exposure period and their residual deflection after cooling. Meanwhile, the existing ope
... Show MoreChronic renal failure (CRF) is progressive irreversible destruction of kidney tissue by disease which, if not treated by dialysis or transplant, will result in patient's death. This study was carried out on 30 patients (17 male and 13 female) with chronic renal failure. The aim of this research was studied the changes in the level of total protein ,albumin, calcium ,ionized calcium, phosphorous , iron ,ALP, LDH ,CK and FFA in patients with CRF before and after hemodialysis .The obtained results have been compared with 30 healthy subjects as control group (18male and 12 female). The results showed that there was significant increase in the level of calcium ,ionized calcium, phosphorous ,iron ,ALP,LDH,CK and FFA ,while there was a signifi
... Show MoreRenal function tests are commonly used in clinical practice to look for renal disease, the most common includes the serum urea, uric acid and creatinine. Heart failure patients have a higher incidence of renal function test abnormalities than individuals who do not have heart failure disease. Fifty subjects of adults (male) were divided in to two groups, 25 subjects (healthy) as control (group1) and 25 subjects with heart failure (group 2). Our results indicate that serum uric acid, urea, and creatinine values were significantly elevated (P≤0.05) in patients group (2) compared with healthy group (1). The results also showed, the effect of age categories on uric acid blood urea nitrogen and creatinine values (P≤0.05) and there were no si
... Show MoreThe study was carried out to detection of H. pylori in (218) patients who attended two teaching hospitals in Baghdad. The diagnosis was done by Immunochromatography methods. Stools and blood samples were taken from each patient as well as other (30) healthy control matching in age. The study included measurement the Levels of Interleukin-32, Interleukin-33, and Acid phosphatase in sera of patients and control .The result indicated presence of H pylori antigen in 115 cases 59 cases of males and 51 of females , Also, the result indicated increasing levels of IL-32 and IL-33 and Acid phosphatase in patients sera in comparison with healthy control.
This paper deals with numerical study of the flow of stable and fluid Allamstqr Aniotina in an area surrounded by a right-angled triangle has touched particularly valuable secondary flow cross section resulting from the pressure gradient In the first case was analyzed stable flow where he found that the equations of motion that describe the movement of the fluid
A total of 33 Iraq male positive for Toxoplasmosis and Iraq male negative for Toxoplasmosis (controls) were studies to Evaluation of some biochemical and immunological parameters changes.The parameters included lipid profile such as (Cholesterol(C), Triglycerides(TG), High-Density Lipoprotein (HDL), Low-Density Lipoprotein (LDL) and very Low-Density Lipoprotein (VLDL) and complement component C3 and C4. The results revealed significant decrease in the total cholesterol, Triglycerides, LDL and non-significant in vLDL (129.96±1.63, 130.69± 2.80, 87.19±1.97, 29.24± 0.83 mg/dl respectively) and non-significant increase in HDL(24.22 ±0.62) mg/dl compared with control group(152.07± 1.63, 156.48± 6.55, 99.26 ±1.39, 31.49± 1.30 and 21.31±
... Show MoreThis study was established to investigate the correlation between the expression of matrix metalloproteinases (MMP-1) and the pathogenesis of osteoarthritis (OA). Blood samples were collected from 55 female patients with inflammatory OA and controls for estimation of serum (MMP-1) levels. In the current study, there is significant increase (p<0.001) in the mean of serum MMP-1 levels in osteoarthritis females (4027.73 ± 1345.28 pg/ml) than that in control females (798.76 ± 136.79 pg/ml). It was concluded that MMP-1 may be associated with the pathogenesis of osteoarthritis.