Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange

This study applied the Fama French Three-Factor Model in the Tehran Stock Exchange (TSE). The purpose of this study is to find the explanatory power of the Three-Factor model in predicting return and risk on Tehran Stock Exchange (TSE).

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Bibliographic Details
Main Author: Falavarjani, Majid Fazeli
Format: Thesis
Published: 2010
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