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The paper investigates the relationship between stock returns and beta, firm size, book-to-market equity ratio and earnings-price ratio in the Iranian stock market using the Fama and French (1992) methodology following the Dimson’s (1979) approach for estimating beta. Similar to previous studies in...
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| Format: | Article |
| Language: | fas |
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University of Tehran
2006-02-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_18606_f31b2ee06a9e194add4f3b116fc0dc6d.pdf |