Evaluating the Efficiency and Robustness of Beta and Stochastic Discount Factor Methods in Iranian Stock Market

Extensive applications of asset pricing in the fields of finance and economics lead to an increasing importance of this issue, which has attracted more attentions of researchers in theoretical and empirical aspects. Due to this issue, the main purpose of this paper is to compare two asset pricing me...

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Auteurs principaux:	Hossein Talakesh Naeini, Reza Taleblou, Teymor Mohammadi, Parisa Mohajeri
Format:	Artigo
Langue:	Persa
Publié:	Allameh Tabataba'i University Press 2022-12-01
Collection:	فصلنامه پژوهش‌های اقتصادی ایران
Sujets:	bata method stochastic discount factors method generalized method of moments efficiency stability
Accès en ligne:	https://ijer.atu.ac.ir/article_13940_1bed375e6a9014bea8f4a65630dcc497.pdf
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