The Bethe-Salpeter equation is solved in the ladder approximation and in the heavy quark limit to find appropriate heavy meson wave functions. The current-induced transition matrix elements are evaluated for B--> D and D--> K semileptonic WEAK decay in the Bethe-Salpeter FORMula to give q(2)-dependence of the FORM factors. The results are consistent with the monopole FORM factor of the Korner-Schuler model, f(0)/(1-q(2)/q(c)(2)).

The present study investigated WEAK-FORM market inFORMation efficiency in Tehran security exchange (TSE) as an emerging market and in Dow Jones United States security exchange (DJUS) as a developed market based on random walk model. In each market, random walk model was examined using daily and monthly returns of a set of indices. The results of parametric and non-parametric tests indicated that daily returns are not independent and identically distributed in TSE. Moreover, according to the results of variance ratio test, a trending behaviour in daily returns and mean-reversion behaviour in monthly returns were observed. In DJUS, however, the daily returns were found to be independent and identically distributed and the results of variance ratio test did not confirm that the returns follow a particular pattern in this market.

One of the tools that can play a major role in the booming the stock market is the insurance investment companies which are of much importance due to financing the main part of flows of financial resources. According to Fama, an efficient market is one that the new incoming inFORMation affects the stock prices quickly. One way to examine the efficiency in WEAK FORM is to test for random walk hypothesis. In this paper, the efficiency of the insurance Industry investment company was examined with the Richardson & Smith variance ratio test, Belaire-Franch & Contreras variance ratio test, and Kim Bootstrap variance ratio test. The results indicated the insurance Industry investment company is inefficient in WEAK FORM for the period May 1999 to November 2010. Therefore, we can conclude that the efficiency of the insurance Industry investment company does not hold.

We prove that, for every complex Hilbert space H, every WEAK 2-LOCAL derivation on B(H) or on k(H) is a linear derivation. We also establish that every WEAK 2-LOCAL derivation on an atomic von Neumann algebra or on a compact C∗-algebra is a linear derivation.

The matrix elements of the semi-leptonic WEAK decays of Lambda(b) and of Sigma(b) (Omega(b)) to proton are calculated, in the Bethe-Salpeter FORMalism. We propose a protonic wave function in terms of its dynamically indistinguishable constituent quarks. We show that there are two universal FORM factors for Lambda(b) -->P and four for Sigma(b) (Omega(b)) -->P decays. Theydepend, as expected, on the Lorentz scalar upsilon(1) . upsilon(2), where upsilon(1) and upsilon(2) are the velocities of the baryons. In the first order perturbation approximation, however, the two and the four FORM factors degenerate to one expression for each of the two decays.

Capital market efficiency is an important concept, in terms of economic growth and development. The efficiency of the emerging markets assumes greater importance as the trend of investments is accelerating in these markets as a result of regulatory reFORMs and removal of other barriers for the international equity investments.According to previous study results that show inefficiency of Tehran stock exchange, investigation of WEAK-FORM Efficiency Barriers of this capital market will help identify existing limitations, reFORM future courses of action and eventually promote market efficiency.Therefore, the present research endeavors to study the WEAK-FORM Efficiency Barriers of Tehran stock exchange and to offer strategies towards improving efficiency and removing barriers. The study method is descriptive-analytical and data gathering is on the basis of literature and case study. In this study, we identified the effective barriers of WEAK-FORM efficiency using Delphi method and factor analysis. Thus, the factors which prevent Tehran stock exchange, albeit within BSC four dimensions, from attaining its strategic goals were recognized as barriers of WEAK-FORM efficiency. For ranking of the barriers importance, we applied some MADM techniques such as AHP and TOPSIS. We found that, generally, the barriers on the four dimensions of BSC have a significant effect on capital market WEAKFORM efficiency. In addition, findings of this study suggest that internal process perspective factors are the main barriers in Tehran stock exchange WEAK-FORM efficiency. Also, finally, suggestions meant for improvement and promotions of stock exchange have been given.