The Role of Liquidity Factors and Illiquidity Risk on Excess Stock Return in Tehran Stock Exchange
Regarding the importance of the relationship between risk and return, the effect of illiquidity risk and liquidity factors such as excess market return, firm size and book to market value ratio on excess stock return are investigated in this research. By using time series method, this investigation...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2009-02-01
|
| Series: | بررسیهای حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_27755_4c0596f3e7771a8ff4070c1382fd576d.pdf |