pooya Sabetfar

[ 1 ] - Identification of Risk Factors by Using Macroeconomic and Firm-Specific Variables Simultaneously in Tehran Stock Exchange by Applying Canonical Correlation Analysis

The main objective of this study is to give the insight of describing mixing accounting ratios and macroeconomic variables as the risk factors in Iran. The results indicate a significant relationship between book to market ratio, financial leverage, size factors and expected stock returns in the Iranian market. In consistent with the other studies, we came to the conclusion that the term struct...