Testing the arbitrage pricing theory on the Tehran stock exchange
The equilibrium-pricing model using Arbitrage Pricing Theory (APT) has become one of the central models of modern financial theory. However, the APT is too general in determining the factors which influences expected returns. Many empirical studies on the APT have already been conducted in free ent...
| मुख्य लेखक: | Sabetfar, Pooyar |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
2011
|
| विषय: | |
| ऑनलाइन पहुंच: | http://psasir.upm.edu.my/id/eprint/39660/2/FEP%202011%2019R.pdf |
समान संसाधन
Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
द्वारा: Zakaria, Azhar
प्रकाशित: (2006)
द्वारा: Zakaria, Azhar
प्रकाशित: (2006)
Arbitrage Opportunities in the Klibor Futures Market in Malaysia
द्वारा: Shahbudin, Shakirah
प्रकाशित: (2006)
द्वारा: Shahbudin, Shakirah
प्रकाशित: (2006)
Real exchange rate and economic fundamentals : the case of a developing economy
द्वारा: Rasouli, Azam
प्रकाशित: (2004)
द्वारा: Rasouli, Azam
प्रकाशित: (2004)
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
द्वारा: Abdullah, Mahdhir
प्रकाशित: (2001)
द्वारा: Abdullah, Mahdhir
प्रकाशित: (2001)
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
द्वारा: Selamat, Zarehan
प्रकाशित: (2001)
द्वारा: Selamat, Zarehan
प्रकाशित: (2001)
Co-movement and performance of conventional and Islamic stock markets in selected countries
द्वारा: Sahabuddin, Mohammad
प्रकाशित: (2020)
द्वारा: Sahabuddin, Mohammad
प्रकाशित: (2020)
Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
द्वारा: Erfanian, Azadeh
प्रकाशित: (2015)
द्वारा: Erfanian, Azadeh
प्रकाशित: (2015)
Economic values of natural resources along Tehran-Shomal Freeway, Iran
द्वारा: Hejazi, Rokhshad
प्रकाशित: (2012)
द्वारा: Hejazi, Rokhshad
प्रकाशित: (2012)
The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
द्वारा: Md Nassir, Annuar
प्रकाशित: (1991)
द्वारा: Md Nassir, Annuar
प्रकाशित: (1991)
Exchange Rate Volatility And Macroeconomic Fundamentals In Four ASEAN Countries
द्वारा: Chong, Lee Lee
प्रकाशित: (2006)
द्वारा: Chong, Lee Lee
प्रकाशित: (2006)
Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
द्वारा: Choo, Wei Chong
प्रकाशित: (1998)
द्वारा: Choo, Wei Chong
प्रकाशित: (1998)
Relationships between personal, environmental, organisational factors and citizen participation in neighborhood council Tehran, Iran
द्वारा: Barati, Zeinab
प्रकाशित: (2012)
द्वारा: Barati, Zeinab
प्रकाशित: (2012)
Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
द्वारा: Thuraisingham, Jeyanthi
प्रकाशित: (2001)
द्वारा: Thuraisingham, Jeyanthi
प्रकाशित: (2001)
Social capital and empowerment among squatter settlers in Tehran, Iran
द्वारा: Babaei, Hamidreza
प्रकाशित: (2012)
द्वारा: Babaei, Hamidreza
प्रकाशित: (2012)
Market Efficiency in the Kuala Lumpur Stock Exchange:
Further Evidence Using Garch Model
द्वारा: Aru Bol, Victoria Samuel
प्रकाशित: (2001)
द्वारा: Aru Bol, Victoria Samuel
प्रकाशित: (2001)
Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
द्वारा: Pek, Thian Kor
प्रकाशित: (2001)
द्वारा: Pek, Thian Kor
प्रकाशित: (2001)
Female Broodstock Reproductive Output, Larval Rearing And Spat Survival Of Black Lipped Oyster (Pinctada Margaritifera)
द्वारा: Ehteshami, Fariborz
प्रकाशित: (2010)
द्वारा: Ehteshami, Fariborz
प्रकाशित: (2010)
An Econometric Analysis of the Japanese Demand for Indonesian Tuna
द्वारा: Farradia, Yuary
प्रकाशित: (1995)
द्वारा: Farradia, Yuary
प्रकाशित: (1995)
Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
द्वारा: Mohamad Anwar, Nazratul Aina
प्रकाशित: (2015)
द्वारा: Mohamad Anwar, Nazratul Aina
प्रकाशित: (2015)
Effects of child-parent relationship therapy on maternal parenting style and children's behavior problems in Tehran, Iran
द्वारा: Alizadeh, Shahla
प्रकाशित: (2012)
द्वारा: Alizadeh, Shahla
प्रकाशित: (2012)
An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
द्वारा: Haniff, Mohd Nizal
प्रकाशित: (2000)
द्वारा: Haniff, Mohd Nizal
प्रकाशित: (2000)
Effects of therapeutic interventions on mental health of women experiencing domestic violence in Tehran, Iran
द्वारा: Arzani, Parand
प्रकाशित: (2012)
द्वारा: Arzani, Parand
प्रकाशित: (2012)
Foreign ownership and the liquidity of Malaysian stocks
द्वारा: Thian, Tze Chung
प्रकाशित: (2012)
द्वारा: Thian, Tze Chung
प्रकाशित: (2012)
Simulated optimization of reservoir operations of the Zayandehrud dam, Iran
द्वारा: Ziaei, Mina
प्रकाशित: (2010)
द्वारा: Ziaei, Mina
प्रकाशित: (2010)
Mediating effects of internal dynamics between parental attachment and delinquency among adolescents in Tehran, Iran
द्वारा: Manouchehri, Mahshid
प्रकाशित: (2012)
द्वारा: Manouchehri, Mahshid
प्रकाशित: (2012)
Foreign ownership and the informational efficiency of Malaysian stocks
द्वारा: Chang, Kwok Boon
प्रकाशित: (2012)
द्वारा: Chang, Kwok Boon
प्रकाशित: (2012)
Relationships between emotional intelligence, parent-child relationship, deviant peer affiliation, and aggressive behavior among adolescents in Tehran, Iran
द्वारा: Homauni, Masoumeh
प्रकाशित: (2014)
द्वारा: Homauni, Masoumeh
प्रकाशित: (2014)
Effects of financial leverage on stock returns in Bursa Malaysia
द्वारा: Lau, Wei Theng
प्रकाशित: (2016)
द्वारा: Lau, Wei Theng
प्रकाशित: (2016)
Stock market and economic growth of Malaysia, Thailand and Indonesia
द्वारा: Hii Hie Ping
प्रकाशित: (2016)
द्वारा: Hii Hie Ping
प्रकाशित: (2016)
Detection of Rational Speculative Bubbles in the Malaysian Stock Market
द्वारा: Mokhtar, Suraya Hanim
प्रकाशित: (2006)
द्वारा: Mokhtar, Suraya Hanim
प्रकाशित: (2006)
Investment model of marital commitment among married postgraduate students in Tehran, Iran
द्वारा: Seyedsalehi, Shideh
प्रकाशित: (2021)
द्वारा: Seyedsalehi, Shideh
प्रकाशित: (2021)
Rainfall time series modeling for a mountainous region in West Iran
द्वारा: Mekanik, Fatemeh
प्रकाशित: (2010)
द्वारा: Mekanik, Fatemeh
प्रकाशित: (2010)
A multidimensional study of weak-form efficiency for finance stocks in Malaysia
द्वारा: Kok, Sook Ching
प्रकाशित: (2017)
द्वारा: Kok, Sook Ching
प्रकाशित: (2017)
Relationships Between Management Functions and Family Economic Status Among Kerman Households in Iran
द्वारा: Yadollahi, Mehdi
प्रकाशित: (2011)
द्वारा: Yadollahi, Mehdi
प्रकाशित: (2011)
Information and Communication Technology Usage among High School Teachers in Tehran, Iran.
द्वारा: Shahverdian, Nahid
प्रकाशित: (2010)
द्वारा: Shahverdian, Nahid
प्रकाशित: (2010)
A System Dynamics Investigation of Employment in the Iranian Agricultural Production
द्वारा: Haghighi, Mohammad Hashem Moosavi
प्रकाशित: (2007)
द्वारा: Haghighi, Mohammad Hashem Moosavi
प्रकाशित: (2007)
Economic Valuation of Ecosystems in Shadegan International Wetland, Iran
द्वारा: Kaffashi, Sara
प्रकाशित: (2010)
द्वारा: Kaffashi, Sara
प्रकाशित: (2010)
Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
द्वारा: Sarmidi, Tamat
प्रकाशित: (1998)
द्वारा: Sarmidi, Tamat
प्रकाशित: (1998)
Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
द्वारा: Saizal Pinjaman
प्रकाशित: (2017)
द्वारा: Saizal Pinjaman
प्रकाशित: (2017)
Relationships between personality, gender role, social support and severity of wife abuse among women in Tehran, Iran
द्वारा: Motevaliyan, Seyed Mehdi
प्रकाशित: (2013)
द्वारा: Motevaliyan, Seyed Mehdi
प्रकाशित: (2013)
समान संसाधन
-
Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
द्वारा: Zakaria, Azhar
प्रकाशित: (2006) -
Arbitrage Opportunities in the Klibor Futures Market in Malaysia
द्वारा: Shahbudin, Shakirah
प्रकाशित: (2006) -
Real exchange rate and economic fundamentals : the case of a developing economy
द्वारा: Rasouli, Azam
प्रकाशित: (2004) -
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
द्वारा: Abdullah, Mahdhir
प्रकाशित: (2001) -
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
द्वारा: Selamat, Zarehan
प्रकाशित: (2001)