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In this paper, we explore the relationship of firm-size and book-to-market equity with stock returns in the Tehran Stock Exchange (TSE). We apply two different popular asset pricing models, the one factor CAPM and the three-factor Fama and French (1993) model, to individual stock returns and to size...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2006-08-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_19083_fde79c1571994c3339485f5260772735.pdf |