Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach
Because of the heterogeneity in behavior, in the real world prices may deviate substantially and persistently from their fundamental values. Of course, if these heterogeneous elements play a rather minor role then asset prices and rates of return will be determined mainly by economic fundamentals an...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2011-08-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_23830_a5acdb7afec08bfa14d50168eff3b488.pdf |