evaluating the stability of systematic risk in Tehran stock exchange
This study aims at testing the degree of stability for beta coefficient across time, depending on the information available from Tehran bourse. Where beta coefficient was calculated using the market model developed by Sharp on 1963, which applies by performing a simple linear regression between the...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2007-05-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_27211_14a1da20f55df8851c83a9860a104f19.pdf |