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

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
Subjects:
HG Finance
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spelling my-mmu-ep.17542010-11-10T10:16:42Z Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange 2010-08 Falavarjani, Majid Fazeli HG Finance 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). 2010-08 Thesis http://shdl.mmu.edu.my/1754/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Research Library
institution Multimedia University
collection MMU Institutional Repository
topic HG Finance
spellingShingle HG Finance
Falavarjani, Majid Fazeli
Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
description 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).
format Thesis
qualification_level Master's degree
author Falavarjani, Majid Fazeli
author_facet Falavarjani, Majid Fazeli
author_sort Falavarjani, Majid Fazeli
title Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
title_short Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
title_full Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
title_fullStr Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
title_full_unstemmed Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
title_sort relevance of fama-french three factor model to the tehran stock exchange
granting_institution Multimedia University
granting_department Research Library
publishDate 2010
_version_ 1747829447474544640

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