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This study investigates the relationship between PE and macroeconomic variables. In this paper, 21 macroeconomic variables are selected with decomposition to nominal and real variables. Also for detrending, trend variable is entered in model as an independent variable and multiple regression and fac...
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| Format: | Article |
| Language: | fas |
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University of Tehran
2007-08-01
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| Series: | بررسی‌های حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_18551_55ed1a9113138a1d4959598bd3207405.pdf |
| _version_ | 1811297118340513792 |
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| author | محمد حسین قائمی محمد علی معینی |
| author_facet | محمد حسین قائمی محمد علی معینی |
| author_sort | محمد حسین قائمی |
| collection | DOAJ |
| description | This study investigates the relationship between PE and macroeconomic variables. In this paper, 21 macroeconomic variables are selected with decomposition to nominal and real variables. Also for detrending, trend variable is entered in model as an independent variable and multiple regression and factorial analysis are used for surveying research hypothesis. The multiple regression analysis result indicates that there is strict correlation between selected variables. However, it is confirmed the relationship between the independent variables and dependent variable (PE) by using factorial analysis and major component method. |
| first_indexed | 2024-04-13T05:59:21Z |
| format | Article |
| id | doaj.art-3b4d38af46a74ad49e4e32c7e0e57063 |
| institution | Directory Open Access Journal |
| issn | 2645-8020 2645-8039 |
| language | fas |
| last_indexed | 2024-04-13T05:59:21Z |
| publishDate | 2007-08-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | بررسی‌های حسابداری و حسابرسی |
| spelling | doaj.art-3b4d38af46a74ad49e4e32c7e0e570632022-12-22T02:59:29ZfasUniversity of Tehranبررسی‌های حسابداری و حسابرسی2645-80202645-80392007-08-0114118551-محمد حسین قائمیمحمد علی معینیThis study investigates the relationship between PE and macroeconomic variables. In this paper, 21 macroeconomic variables are selected with decomposition to nominal and real variables. Also for detrending, trend variable is entered in model as an independent variable and multiple regression and factorial analysis are used for surveying research hypothesis. The multiple regression analysis result indicates that there is strict correlation between selected variables. However, it is confirmed the relationship between the independent variables and dependent variable (PE) by using factorial analysis and major component method.https://acctgrev.ut.ac.ir/article_18551_55ed1a9113138a1d4959598bd3207405.pdfArbitrage Pricing Theory (APT)Business cyclesCapital Assets Pricing Model (CAPM)Efficient Market Hypothesis (EMH)Macroeconomic Variables (nominal and Real)monetary policiesPE Factor |
| spellingShingle | محمد حسین قائمی محمد علی معینی - بررسی‌های حسابداری و حسابرسی Arbitrage Pricing Theory (APT) Business cycles Capital Assets Pricing Model (CAPM) Efficient Market Hypothesis (EMH) Macroeconomic Variables (nominal and Real) monetary policies PE Factor |
| title | - |
| title_full | - |
| title_fullStr | - |
| title_full_unstemmed | - |
| title_short | - |
| title_sort | |
| topic | Arbitrage Pricing Theory (APT) Business cycles Capital Assets Pricing Model (CAPM) Efficient Market Hypothesis (EMH) Macroeconomic Variables (nominal and Real) monetary policies PE Factor |
| url | https://acctgrev.ut.ac.ir/article_18551_55ed1a9113138a1d4959598bd3207405.pdf |