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Keywords = Asset Pricing
Number of Articles: 3
Idiosyncratic risk Pricing: Evidence from Tehran Stock Exchange
Volume 12, Issue 47 , October 2016, , Pages 23-46
Abstract
The purpose of this research is the empirical test of idiosyncratic risk pricing in Tehran Stock Exchange during 1378 to 1389. The research is considered as “Ex-post facto” that has been done using “portfolio study approach” and is based on observational data. The statistical ... Read MoreIdiosyncratic risk Pricing : Evidence from Tehran Stock Exchange
Volume 12, Issue 47 , October 2016, , Pages 23-47
Abstract
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . .. .. . . . . . . . . . . . . . . The purpose of this research is empirical test of idiosyncratic risk pricing in Tehran Stock Exchange during 1378 to 1389. The current research is considered ... Read MoreComparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE)
Volume 8, Issue 31 , October 2010, , Pages 143-157