Empirical Examination of the Explanatory Power of Stock Returns by Fama and French Model ill Tehran Stock Exchange
The present study empirically examines the explanatory power of portfolio returns by Fama and French three-factor model (including systematic risk of portfolio, size of portfolio and book-to-market value of portfolio) in Tehran Stock Exchange (TSE). This study is to answer the question that whether...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Persa |
| Udgivet: |
Allameh Tabataba'i University Press
2007-09-01
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| Serier: | مطالعات تجربی حسابداری مالی |
| Fag: | |
| Online adgang: | https://qjma.atu.ac.ir/article_4247_4e6d867bc7fb2f722167945c4c346a65.pdf |
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