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An Investigation of the Relationship between Market Return, Firm Size and Book-to-Market Value of Equity with Return of Equity in Tehran Stock Exchange

O. Pourheydari; M. Shahbazi

Volume 6, Issue 24 , January 2009, , Pages 35-51

Abstract
  This paper investigated the relationship between market return, firm size and book-to-market value of equity with return of equity in Tehran Stock Exchange (TSE). For this purpose we use Fama-French three factor model (1993) to investigate the effects of market return, firm size and book-to-market value ...  Read More