The predictability of value premiums in the Tehran stock exchange : evidence based on the prior returns of value and glamour stocks
Saeed Samadi, Ehsan Mohamadzade, Nematolah Akbari, Mahmoud Botshekan
| Year of publication: |
2024
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|---|---|
| Authors: | Samadi, Saeed ; Mohamadzade, Ehsan ; Akbari, Nematolah ; Botshekan, Mahmoud |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 28.2024, 3, p. 730-753
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| Subject: | Predictability | Style Timing | Value Premium | Value Investing | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Risikoprämie | Risk premium | Finanzanalyse | Financial analysis | Aktie | Share | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2024.343527.1007461 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015402848