Investigating the Relationship between Accounting Ratios and Skewness of Stock Return to Explain the Growth and Value Stocks Anomaly
This research aims to explain the growth and value stocks anomaly by the relationship between accounting ratios and skewness of stock return distribution. Then, the data of 89 companies listed in the Tehran Stock Exchange are collected and analyzed for 2009 to 2013. Furthermore, the fixed effect pan...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-02-01
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| Series: | بررسیهای حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_60855_199c6dfaf477a1c6a6416b95ad8681a0.pdf |