Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor
Objective: Identifying the correct asset pricing model has long been an important topic in the thematic literature of financial economics. Such a model not only explains stock returns but also increases the ability to predict abnormal returns. The first models for estimating returns date back to the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2022-02-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_86310_ca975d6ff53a98358d773de32f497794.pdf |