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- W2189072678 abstract "The present research aims at studying the relationship between risk and stock return based on capital asset pricing model with multi-scale approach through wavelet analysis in Tehran stock exchange market. To investigate on the relationship between stock return and its systematic risk in different time periods, and with adopting wavelet analysis in a sample consisting of 38 active stocks in Tehran stock exchange market from 2006 to 2010, which were included in the first 50 companies of Tehran stock exchange from 2009 to 2011, released every three months, it was proved that the relationship between stock return and its beta is stronger in a short scale (2-4 days). The results of this study indicate that CAPM prediction with multi-scale essence for Tehran stock exchange is more likely to be expanded to the other horizons in short run." @default.
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- W2189072678 date "2013-01-01" @default.
- W2189072678 modified "2023-09-27" @default.
- W2189072678 title "Systematic Risk estimation in the First Companies of Tehran Stock Exchange Market by Wavelet" @default.
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