A Multiscale Pricing Model with the Wavelet Analysis Approach, Fama-French Three-Factor Model, and Nonliquidity in Tehran Stock Exchange
The aim of this paper is to analyze the multiscale pricing model with the wavelet analysis approach, Fama-French three-factor model, and nonliquidity in Tehran Stock Exchange. It was also desirable to figure out how stock returns, Fama-French factors, and nonliquidity were related in different inter...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Iran Finance Association
1999-12-01
|
Series: | Iranian Journal of Finance |
Subjects: | |
Online Access: | https://www.ijfifsa.ir/article_59768_4995430ce9bc5f032c1011c800dc0719.pdf |