Relationship of Stock Returns with Firm Size, Book-to -Market Equity Ratio and Earning-to-Price Ratio in Tehran Stock Exchange

The capital asset pricing model (CAPM) states the equilibrium relationships between risk and expected return. This model argues that only systematic risk should be priced in the market; specific or idiosyncratic risk does not get a risk premium. Despite the CAPM being a more useful model in the fina...

وصف كامل

التفاصيل البيبلوغرافية

الحاوية / القاعدة:	مطالعات تجربی حسابداری مالی
المؤلفون الرئيسيون:	Majid Shariat Panahi, Farman Khosravi
التنسيق:	مقال
اللغة:	الفارسية
منشور في:	Allameh Tabataba'i University Press 2007-12-01
الموضوعات:	capital asset pricing model cross-section of stock returns firm size book-to-market ratio earning-to-price ratio
الوصول للمادة أونلاين:	https://qjma.atu.ac.ir/article_4251_6f4349bf7aeba0c1a4954b9319a98025.pdf