تحديد العوامل المؤثرة على عائد السهم في سوق العراق للأوراق المالية باستعمال أنموذج المؤشر الأحادي شبه المعلمي

Abstract

Aim this article toidentify an important the Financial factors Affecting on returning of share for some companies the listed in Iraq stock Exchange during the years (2012) . As it has been used semi parametric single index regression model to measure this the trace and statistical data analysis and studying of relation ships between Financial factors (share turn over ratio(%), Book value (ID) , market avalu (ID) , Number of .Traded shares(share) , highest price(ID) and lowest price(ID) Related and the dependent variable represented by returning of share for companies where Done estimation vector of parameters and Link function for model ( SSIM) from through using minimum average variance estimation method . and was reached to be there two variables effect significantly on returning of share forcompanies which (Book value andmarket value) and was obtained on the results from through by using R- Package program. Keywords: Semi parametric Regression, Single index model, Minimum average variance estimation method, Kernel function , Bandwidth.