FINANCIAL ASSET PRICING TEST IN CHEMICAL AND PETROCHEMICAL COMPANIES: COMPARE FACTOR PATTERNS

he purpose of this paper is to test the CAPM and APT pricing model for pricing petrochemical companies in Tehran Stock Exchange.In this regard, seasonal data related to stock returns of 18 active chemical and petrochemical companies Accessories in the stock market and some important macroeconomic variables as risk factors in the period 1395-1386 we

Monitoring the ratio of two correlated normal random variables is often used in many industrial manufacturing processes.At the same time, measurement errors inevitably exist in most processes, which have different effects on the performance of various charting schemes.This paper comprehensively analyses the impacts of measurement errors on the dete