Comparison of the Seven-Factor Model with the Capital Assets Pricing Model and the Fama and French Three-Factor Model to Predict the Expected Returns of Stock in the Tehran Stock Exchange
Understanding why and how asset prices rise is a major concern for industry, policymakers and investors. This has attracted the attention of researchers to the issue of asset pricing, especially high-risk assets such as stocks. The single-factor capital asset pricing model (CAPM) and the Fama and Fr...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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Alzahra University
2022-12-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | https://jfm.alzahra.ac.ir/article_6559_4121b4d6471076d16db5b72456e8ce19.pdf |