Investigating the Relationship between Systematic Risk and Stock Returns in Tehran Stock Exchange (From 1387 to 1392) Using the Capital Asset Pricing Model (CAPM)

One of the most important issues in the capital market is assessing the risk level of companies, especially “systemic risk” that can affect stock returns, and therefore plays a significant role in decision-making. The present study examined the relationship between stock returns and systematic risk...

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Bibliographic Details
Main Authors: Mohsen Mehrara, Nazi Heidari Zahiri, Zabihallah Falahati
Format: Article
Language:fas
Published: Alzahra University 2014-02-01
Series:سیاست‌گذاری پیشرفت اقتصادی
Subjects:
Online Access:http://edp.alzahra.ac.ir/article_60_d768b421d84507af524222f73ae3daf9.pdf