The purpose of this paper is investigating the effect of the Four Fundamentals variables including E/P, B/M, size and C/P on The stock portfolio return in Tehran stock exchange. Underlying this variables 54 firms were arranged and grouping in the portfolios for 5 years period (2002-2006) monthly by the within – groups method. Results of the seemingly unrelated regression (SUR) indicate that E/P and B/M have significant negative impact on the stock portfolio returns. But size and C/P variables have not significant impact on the portfolio return.
Abbasi,E and Alidoost Agdam,M . (2012). The Effect of The fundamentals on portfolio returns in. Accounting and Auditing Research, 4(16), 152-165. doi: 10.22034/iaar.2012.104588
MLA
Abbasi,E , and Alidoost Agdam,M . "The Effect of The fundamentals on portfolio returns in", Accounting and Auditing Research, 4, 16, 2012, 152-165. doi: 10.22034/iaar.2012.104588
HARVARD
Abbasi E, Alidoost Agdam M. (2012). 'The Effect of The fundamentals on portfolio returns in', Accounting and Auditing Research, 4(16), pp. 152-165. doi: 10.22034/iaar.2012.104588
CHICAGO
E Abbasi and M Alidoost Agdam, "The Effect of The fundamentals on portfolio returns in," Accounting and Auditing Research, 4 16 (2012): 152-165, doi: 10.22034/iaar.2012.104588
VANCOUVER
Abbasi E, Alidoost Agdam M. The Effect of The fundamentals on portfolio returns in. Accounting and Auditing Research. 2012;4(16):152-165 (In Persian). doi: 10.22034/iaar.2012.104588
