Autumn 2017, Volume 1 - Number2
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A Multiscale Pricing Model with the Wavelet Analysis Approach, Fama-French Three-Factor Model, and Nonliquidity in Tehran Stock Exchange
نویسنده : Rostami، Mohammadreza ؛ Pouyanfard، Reyhane ؛ Hashempour، Maryam ؛
(15 صفحه - از 6 تا 20 )
کلیدواژه ها: beta company size wavelet analysis BV/MV (The ratio of book value to market value)
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Reviewing Accounting Conservatism and Earnings Value Relevance Across the Business Cycle in Tehran Stock Exchange
نویسنده : Aghayee، Mohamad Ali ؛ Samiee Tabrizi، Kamyar ؛
(18 صفحه - از 21 تا 38 )
کلیدواژه ها: Business Cycles Accounting Conservatism value relevance of earnings
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Measuring Diversification and Information Risk in Iran’s Mutual Funds
نویسنده : Foroughnejad، Heidar ؛
(18 صفحه - از 65 تا 82 )
کلیدواژه ها: size accruals quality beta Return on assets Diversification debt ratio Cost of Capital
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange
نویسنده : Salimi، Mohammad Javad ؛ Fallah، Mir Feiz ؛ Khajezadeh Dezfuli، Hadi ؛
(22 صفحه - از 83 تا 104 )
کلیدواژه ها: fuzzy logic Modern Portfolio Theory Post Modern Portfolio Theory Financial Modeling Optimize Portfolio Selection Evolutionary Multi-Objective Algorithm
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Investigation the strength of Five-factor model of Fama and French (2015) in describing fluctuations in stock returns
نویسنده : Mirzaei، Roya ؛ Sahebgharani، Amir Abbas ؛ Hashemi، Nazanin ؛
(16 صفحه - از 105 تا 120 )
کلیدواژه ها: Volatility Excess Return Anomaly Five Factor model of Fama and French