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ANALYZING STOCKRETURN COMOVEMENT IN TEHRAN STOCK EXCHANGE USING APT APPROACH

pegah mazaheri far; HASSAN GHALIBAFASL; - -

Volume 16, Issue 1 , May 2012, , Pages 93-106

Abstract
  In this thesis we considered the effects of macro-economic factors on stock returns in order to estimate the risk free rate of return. For doing so, we used monthly returns of companies from 1383-1 to 1387-12.The sample of this thesis was consist of 48 companies which were present in stock market. Then ...  Read More