AN ANALYSIS OF CAPITAL ASSET PRICING MODEL IN TEHRAN STOCK EXCHANGE

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HEJAZI REZVAN; GOLAMHOSSAYNI MEHRI

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Journal: The Financial Accounting and Auditing Researches Year:2010 | Volume:2 | Issue:5 Page(s): 65-94

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Title

AN ANALYSIS OF CAPITAL ASSET PRICING MODEL IN TEHRAN STOCK EXCHANGE

Author(s)

HEJAZI REZVAN | GOLAMHOSSAYNI MEHRI | Issue Writer Certificate

Keywords

RISKQ3

RETURNQ2

POROTFOLIOQ2

CAPITAL ASSET PRICING MODELQ2

Abstract

This study tends to present the result of CAPITAL ASSET PRICING MODEL in tehran stock exchange (TSE) market.It tends to use CAPM to lead portfolio managers and other investors to optimize their investments in TSE market.The result shows that CAPITAL ASSET PRICING MODEL is able to describe the behavior of RETURNs in short term tehran exchange. The relation between RISK and RETURNs in Tehran Stock Exchange in condition of using weekly data will prove the claim of CAPM that there is a positive liner relationship between expected RETURNs and beta.

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APA: Copy

HEJAZI, REZVAN, & GOLAMHOSSAYNI, MEHRI. (2010). AN ANALYSIS OF CAPITAL ASSET PRICING MODEL IN TEHRAN STOCK EXCHANGE. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, 2(5), 65-94. SID. https://sid.ir/paper/198012/en

Vancouver: Copy

HEJAZI REZVAN, GOLAMHOSSAYNI MEHRI. AN ANALYSIS OF CAPITAL ASSET PRICING MODEL IN TEHRAN STOCK EXCHANGE. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES[Internet]. 2010;2(5):65-94. Available from: https://sid.ir/paper/198012/en

IEEE: Copy

REZVAN HEJAZI, and MEHRI GOLAMHOSSAYNI, “AN ANALYSIS OF CAPITAL ASSET PRICING MODEL IN TEHRAN STOCK EXCHANGE,” THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, vol. 2, no. 5, pp. 65–94, 2010, [Online]. Available: https://sid.ir/paper/198012/en

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