Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
This study applied the Fama French Three-Factor Model in the Tehran Stock Exchange (TSE). The purpose of this study is to find the explanatory power of the Three-Factor model in predicting return and risk on Tehran Stock Exchange (TSE).
| Main Author: | |
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| Format: | Thesis |
| Published: |
2010
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| Online Access: | http://shdl.mmu.edu.my/1754/ |
| _version_ | 1848789878244900864 |
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| author | Falavarjani, Majid Fazeli |
| author_facet | Falavarjani, Majid Fazeli |
| author_sort | Falavarjani, Majid Fazeli |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | This study applied the Fama French Three-Factor Model in the Tehran Stock Exchange (TSE). The purpose of this study is to find the explanatory power of the Three-Factor model in predicting return and risk on Tehran Stock Exchange (TSE). |
| first_indexed | 2025-11-14T18:03:43Z |
| format | Thesis |
| id | mmu-1754 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:03:43Z |
| publishDate | 2010 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-17542010-11-10T10:16:42Z http://shdl.mmu.edu.my/1754/ Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange Falavarjani, Majid Fazeli HG Finance This study applied the Fama French Three-Factor Model in the Tehran Stock Exchange (TSE). The purpose of this study is to find the explanatory power of the Three-Factor model in predicting return and risk on Tehran Stock Exchange (TSE). 2010-08 Thesis NonPeerReviewed Falavarjani, Majid Fazeli (2010) Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange. Masters thesis, Multimedia University. http://vlib.mmu.edu.my/diglib/login/dlusr/login.php |
| spellingShingle | HG Finance Falavarjani, Majid Fazeli Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange |
| title | Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange |
| title_full | Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange |
| title_fullStr | Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange |
| title_full_unstemmed | Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange |
| title_short | Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange |
| title_sort | relevance of fama-french three factor model to the tehran stock exchange |
| topic | HG Finance |
| url | http://shdl.mmu.edu.my/1754/ http://shdl.mmu.edu.my/1754/ |