Relationship of Stock Returns with Firm Size, Book-to -Market Equity Ratio and Earning-to-Price Ratio in Tehran Stock Exchange
The capital asset pricing model (CAPM) states the equilibrium relationships between risk and expected return. This model argues that only systematic risk should be priced in the market; specific or idiosyncratic risk does not get a risk premium. Despite the CAPM being a more useful model in the fina...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2007-12-01
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| Series: | مطالعات تجربی حسابداری مالی |
| Subjects: | |
| Online Access: | https://qjma.atu.ac.ir/article_4251_6f4349bf7aeba0c1a4954b9319a98025.pdf |