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: | Falavarjani, Majid Fazeli |
|---|---|
| Format: | Thesis |
| Published: |
2010
|
| Subjects: | |
| Online Access: | http://shdl.mmu.edu.my/1754/ |
Similar Items
Comparison of Performance of CAPM vs Fama and French Three-Factor Model vs Fama and French Five-Factor Model for Shanghai Stock Index
by: Afgun, Mohammad Hassam
Published: (2020)
by: Afgun, Mohammad Hassam
Published: (2020)
Fear and the Fama-French factors
by: Durand, Robert, et al.
Published: (2011)
by: Durand, Robert, et al.
Published: (2011)
RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL
by: WANSHA, CHEN
Published: (2022)
by: WANSHA, CHEN
Published: (2022)
Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
by: Monfared, Mahdi Mohammadzadeh
Published: (2011)
by: Monfared, Mahdi Mohammadzadeh
Published: (2011)
TESTING THE VALIDITY OF CAPITAL ASSET PRICING AND THE FAMA AND
FRENCH MODELS IN THE STOCK EXCHANGES OF G7 COUNTRIES
by: Ma, Lianjie
Published: (2021)
by: Ma, Lianjie
Published: (2021)
An examination of the Relationship Between Stock Return and Financial Ratios : Empirical Evidence From Tehran Stock Exchange
by: Kalhorpour, Elham
Published: (2010)
by: Kalhorpour, Elham
Published: (2010)
An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market
by: YEH, YU-JEN
Published: (2006)
by: YEH, YU-JEN
Published: (2006)
Testing Fama and French Three-Factor Model and Earnings-to-Price on Stock Excess Return
by: Ramdy, Zulmi
Published: (2011)
by: Ramdy, Zulmi
Published: (2011)
Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model
by: Rath, Subhrendu, et al.
Published: (2015)
by: Rath, Subhrendu, et al.
Published: (2015)
Evaluation Of Impact Of Privatization On Financial Performance In Accepted Companies In Tehran Stock Exchange
by: Mohebbifard, Saeid
Published: (2009)
by: Mohebbifard, Saeid
Published: (2009)
The Stocks Market Overreaction On The Kuala
Lumpur Stock Exchange (Klse)
by: Suw, Andi Tjan
Published: (2000)
by: Suw, Andi Tjan
Published: (2000)
The Microstructure of Fear, the Fama–French factors and the Global Financial Crisis of 2007 and 2008
by: Lim, D., et al.
Published: (2014)
by: Lim, D., et al.
Published: (2014)
The Relationship Between The Size Of Company And The Systematic Risk Of Accepted Companies In Tehran Stock Exchange
by: Nahich, Mohammad
Published: (2009)
by: Nahich, Mohammad
Published: (2009)
Investor sentiment, human capital and Fama French factors: measurement and performance in the Malaysian market
by: Gunathilaka, Chandana, et al.
Published: (2019)
by: Gunathilaka, Chandana, et al.
Published: (2019)
Performance of construction company listed in Kuala Lumpur Stock Exchange
by: Liow, Raymond Sang Loong
Published: (2010)
by: Liow, Raymond Sang Loong
Published: (2010)
Inter-counter linkage in Kuala Lumpur Stock Exchange returns
by: Faoziah Idris,, et al.
Published: (2004)
by: Faoziah Idris,, et al.
Published: (2004)
The impact of broker's recommendations in Kuala Lumpur stock exchange (KLSE)
by: Pui, Wan Bing
Published: (2003)
by: Pui, Wan Bing
Published: (2003)
Testing the arbitrage pricing theory on the Tehran stock exchange
by: Sabetfar, Pooyar
Published: (2011)
by: Sabetfar, Pooyar
Published: (2011)
Month-of-the-year effect of the Main Board stocks on the Kuala Lumpur Stock Exchange / Ong Ghee Poh.
by: Ong, Ghee Poh
Published: (1997)
by: Ong, Ghee Poh
Published: (1997)
Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)
by: Lim, Eng Kooi
Published: (1996)
The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia
by: Leong, Tony
Published: (2015)
by: Leong, Tony
Published: (2015)
Dividend Payout Policy and Operating Performance at Kuala Lumpur Stock Exchange
by: Mohamad, Jais
Published: (2007)
by: Mohamad, Jais
Published: (2007)
Valuation Of Convertible Loa.N Stocks On Kuala Lumpur Stock Exchange (KLSE)
by: Chong, Pak Kin
Published: (1995)
by: Chong, Pak Kin
Published: (1995)
Financial situation of PN17 companies listed in the Malaysian Stock Exchange
by: Mohammed, Ali Abusalah Elmabrok
Published: (2012)
by: Mohammed, Ali Abusalah Elmabrok
Published: (2012)
A Study of Sukuk Bond market-making at the London Stock Exchange, 2011-20
by: Ariff, Mohamed *, et al.
Published: (2021)
by: Ariff, Mohamed *, et al.
Published: (2021)
The determinants of financial structure of firms in the Kuala Lumpur Stock Exchange / Ng Ser Heong
by: Ng, Ser Heong
Published: (1996)
by: Ng, Ser Heong
Published: (1996)
Corporate failure prediction : empirical evidence form the Kuala Lumpur stock exchange 2009-2013
by: Teoh, Tsui Ven
Published: (2015)
by: Teoh, Tsui Ven
Published: (2015)
Open-ended mixed fund performance in the Chinese fund market: An empirical analysis based on Fama-French five-factor model
by: JIAO, ZHENGHONG
Published: (2019)
by: JIAO, ZHENGHONG
Published: (2019)
Day-of-the-week effect of Second Board stocks on the Kuala Lumpur Stock Exchange / by Ho Peng Choong
by: Ho, Peng Choong
Published: (1996)
by: Ho, Peng Choong
Published: (1996)
Do fundamental factors explain stock returns
by: Tan, Juan Yi, et al.
Published: (2012)
by: Tan, Juan Yi, et al.
Published: (2012)
Stock prices, exchange rates and causality in Malaysia : a note
by: Azman Saini, W.N.W., et al.
Published: (2006)
by: Azman Saini, W.N.W., et al.
Published: (2006)
Stock prices, exchange rates and causality in Malaysia : a note
by: Azman Saini, W.N.W., et al.
Published: (2006)
by: Azman Saini, W.N.W., et al.
Published: (2006)
Day-of-the-week effect of 30 large market capital stocks on the Kuala Lumpur Stock Exchange / Lim Keh Chay
by: Lim, Keh Chay
Published: (1997)
by: Lim, Keh Chay
Published: (1997)
Tracing And Modelling Exchange Rate Volatility In Malaysia
by: Evan, Lau, et al.
Published: (2015)
by: Evan, Lau, et al.
Published: (2015)
Impact of Macroeconomic Factors on the Performance of Stock Market in Malaysia.
by: Tan, Hui Wei, et al.
Published: (2016)
by: Tan, Hui Wei, et al.
Published: (2016)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Dividend Policy Decisions: Theoretical Views and Relevant Issues
by: Panigrahi, Shrikant, et al.
Published: (2015)
by: Panigrahi, Shrikant, et al.
Published: (2015)
Long-run relationship between Islamic stocks returns and macroeconomic variables: An application of the autoregressive distributed lag model
by: Abd Majid, M. Shabri, et al.
Published: (2009)
by: Abd Majid, M. Shabri, et al.
Published: (2009)
An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
by: Ahmadi, Zahra
Published: (2009)
by: Ahmadi, Zahra
Published: (2009)
Similar Items
-
Comparison of Performance of CAPM vs Fama and French Three-Factor Model vs Fama and French Five-Factor Model for Shanghai Stock Index
by: Afgun, Mohammad Hassam
Published: (2020) -
Fear and the Fama-French factors
by: Durand, Robert, et al.
Published: (2011) -
RESEARCH ON THE STOCK RETURN IN CHINA-A-SHARE MARKET BASED ON THE FAMA-FRENCH THREE-FACTOR MODEL
by: WANSHA, CHEN
Published: (2022) -
Test Of The FAMA And French Three Factor Model And Its Variant In Bursa Malaysia
by: Monfared, Mahdi Mohammadzadeh
Published: (2011) -
TESTING THE VALIDITY OF CAPITAL ASSET PRICING AND THE FAMA AND
FRENCH MODELS IN THE STOCK EXCHANGES OF G7 COUNTRIES
by: Ma, Lianjie
Published: (2021)