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Idiosyncratic risk Pricing: Evidence from Tehran Stock Exchange

Mohammad Arabmazar Yazdi; Ahmad Badri; Maryam Davallou

Volume 12, Issue 47 , October 2016, , Pages 23-46

https://doi.org/10.22054/qjma.2015.2535

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 More