How to cite this paper
Motamedi, P. (2013). Investigating different factors influencing on return of private banks.Management Science Letters , 3(9), 2467-2472.
Refrences
Acharya, V. V., & Pedersen, L. H. (2005). Asset pricing with liquidity risk. Journal of Financial Economics, 77(2), 375-410.
Baker, M., & Stein, J. C. (2004). Market liquidity as a sentiment indicator. Journal of Financial Markets, 7(3), 271-299.
Beaver, W. H., & Ryan, S. G. (2000). Biases and lags in book value and their effects on the ability of the book-to-market ratio to predict book return on equity. Journal of Accounting Research, 38(1), 127-148.
Billings, B. K., & Morton, R. M. (2001). Book?to?market components, future security returns, and errors in expected future earnings. Journal of Accounting Research, 39(2), 197-219.
Bortolotti, B., De Jong, F., Nicodano, G., & Schindele, I. (2007). Privatization and stock market liquidity. Journal of Banking & Finance, 31(2), 297-316.
Chan, H. W., & Faff, R. W. (2003). An investigation into the role of liquidity in asset pricing: Australian evidence. Pacific-Basin Finance Journal, 11(5), 555-572.
Chen, J. (2005). Pervasive liquidity risk and asset pricing. Unpublished Working Paper, Columbia University.
Chordia, T., & Swaminathan, B. (2000). Trading volume and cross?autocorrelations in stock returns. The Journal of Finance, 55(2), 913-935.
Datar, V. T., Y Naik, N., & Radcliffe, R. (1998). Liquidity and stock returns: An alternative test. Journal of Financial Markets, 1(2), 203-219.
Demir, I., Muthuswamy, J., & Walter, T. (2004). Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation. Pacific-Basin Finance Journal, 12(2), 143-158.
Fama, E. F., & French, K. R. (1992). The cross?section of expected stock returns. Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (1995). Size and book?to?market factors in earnings and returns. The Journal of Finance, 50(1), 131-155.
Jensen, G. R., Johnson, R. R., & Mercer, J. M. (1997). New evidence on size and price-to-book effects in stock returns. Financial Analysts Journal, 34-42.
Kiel, G. C., & Nicholson, G. J. (2003). Board composition and corporate performance: how the Australian experience informs contrasting theories of corporate governance. Corporate Governance: An International Review, 11(3), 189-205.
Liu, W. (2006). A liquidity-augmented capital asset pricing model. Journal of financial Economics, 82(3), 631-671.
Loukil, N., Zayani, M. B., & Omri, A. (2010). Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market. Macroeconomics and Finance in Emerging Market Economies, 3(2), 261-283.
Marshall, B. R., & Young, M. (2003). Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market. International Review of Financial Analysis, 12(2), 173-188.
Mart?nez, M. A., Nieto, B., Rubio, G., & Tapia, M. (2005). Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market. International Review of Economics & Finance, 14(1), 81-103.
Penman, S. H. (1996). The articulation of price-earnings ratios and market-to-book ratios and the evaluation of growth. Journal of Accounting Research,34(2), 235-259.
Baker, M., & Stein, J. C. (2004). Market liquidity as a sentiment indicator. Journal of Financial Markets, 7(3), 271-299.
Beaver, W. H., & Ryan, S. G. (2000). Biases and lags in book value and their effects on the ability of the book-to-market ratio to predict book return on equity. Journal of Accounting Research, 38(1), 127-148.
Billings, B. K., & Morton, R. M. (2001). Book?to?market components, future security returns, and errors in expected future earnings. Journal of Accounting Research, 39(2), 197-219.
Bortolotti, B., De Jong, F., Nicodano, G., & Schindele, I. (2007). Privatization and stock market liquidity. Journal of Banking & Finance, 31(2), 297-316.
Chan, H. W., & Faff, R. W. (2003). An investigation into the role of liquidity in asset pricing: Australian evidence. Pacific-Basin Finance Journal, 11(5), 555-572.
Chen, J. (2005). Pervasive liquidity risk and asset pricing. Unpublished Working Paper, Columbia University.
Chordia, T., & Swaminathan, B. (2000). Trading volume and cross?autocorrelations in stock returns. The Journal of Finance, 55(2), 913-935.
Datar, V. T., Y Naik, N., & Radcliffe, R. (1998). Liquidity and stock returns: An alternative test. Journal of Financial Markets, 1(2), 203-219.
Demir, I., Muthuswamy, J., & Walter, T. (2004). Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation. Pacific-Basin Finance Journal, 12(2), 143-158.
Fama, E. F., & French, K. R. (1992). The cross?section of expected stock returns. Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (1995). Size and book?to?market factors in earnings and returns. The Journal of Finance, 50(1), 131-155.
Jensen, G. R., Johnson, R. R., & Mercer, J. M. (1997). New evidence on size and price-to-book effects in stock returns. Financial Analysts Journal, 34-42.
Kiel, G. C., & Nicholson, G. J. (2003). Board composition and corporate performance: how the Australian experience informs contrasting theories of corporate governance. Corporate Governance: An International Review, 11(3), 189-205.
Liu, W. (2006). A liquidity-augmented capital asset pricing model. Journal of financial Economics, 82(3), 631-671.
Loukil, N., Zayani, M. B., & Omri, A. (2010). Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market. Macroeconomics and Finance in Emerging Market Economies, 3(2), 261-283.
Marshall, B. R., & Young, M. (2003). Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market. International Review of Financial Analysis, 12(2), 173-188.
Mart?nez, M. A., Nieto, B., Rubio, G., & Tapia, M. (2005). Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market. International Review of Economics & Finance, 14(1), 81-103.
Penman, S. H. (1996). The articulation of price-earnings ratios and market-to-book ratios and the evaluation of growth. Journal of Accounting Research,34(2), 235-259.