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Author = Barakchian, Seyed Mehdi

Number of Articles: 1
The Application of Augmented Fama-French Three Factor Model in Explaining Tehran Stock Exchange’s Firms Return Changes

Seyed Mehdi Barakchian; Hosein Joshaghani; Ehsan Azarmsa; Saber Ahmadi Renani; Sepehr Ekbatani

Volume 24, Issue 80 , October 2019, , Pages 1-36

https://doi.org/10.22054/ijer.2019.11111

Abstract
  Fama and French (1993) show that systematic risk of market, size, and book to market value constitute the common risk factors in the United States exchange market. In this study, we examine the explaining power of their model in Tehran stock exchange (TSE) for the period of 1991-2015, and explore the ...  Read More