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

Citation

Falavarjani, Majid Fazeli (2010) Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange. Masters thesis, Multimedia University.

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Abstract

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).

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Management (FOM) > MBA Programme
Depositing User: Users 27 not found.
Date Deposited: 10 Nov 2010 10:16
Last Modified: 10 Nov 2010 10:16
URII: http://shdl.mmu.edu.my/id/eprint/1754

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