How to cite this paper
Akbari, P., Rostami, R & Veismoradi, A. (2012). A study of the effects of company size on systematic risk based on the capital asset pricing model among accepted companies in Tehran Stock Market.Management Science Letters , 2(4), 1445-1464.
Refrences
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Aghabigi, S. (2005). The study of market, company size and market value of stock, book value of stock. Unpublished MA thesis. Shahid Beheshti University. Iran (In Farsi).
Allen, D., & Bujang, I. (2009). Conditional Beta CAPM and duration dependence tests. 18th world IMACS Congress, Cains, 13-17.
Chariton, A., & Constantinidis, E. (2004). Size and book-to-market factors in earning and returns department of business administration. University of Cyprus, Working paper.
Dastgir, M., & Bazazzadeh, H.R. (2007). The effect of market value of stock on systematic risk. Economic Research Journal, 17, 173-211(In Farsi).
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. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56.
Gorjizadeh, D. (2010). The study of relationship between systematic risk and benefit growth of companies accepted in Tehran Stock Market. Research Journal. 7, 30-41 (In Farsi).
Jalilian (2011). A study of the effects of company size on systematic risk based on the capital asset pricing model among accepted companies in Tehran Stock Market. Unpublished MA thesis. Islamic Azad University, Kermanshah Branch. Iran (In Farsi).
Jnani, M., & and Hadi Zadeh, H. (2001). The study of relation between prices to income over achieved return income. Economical Stock Journal, 50, 311-318.
Markowitz, H. (1959). Portfolio Selection. 2nd ed., John Wiley & Sons Inc., 3-27.
Masihe, M., Alzahrani, M., & Al-titi, O. (2010). Systematic risk and time scales. International Review of Financial Analysis, 19, 10-18.
Mosavi Kashi, M. (1999). The effect of company size on return of investment rate in companies accepted in Tehran Stock Market. Unpublished MA thesis. Shahid Beheshti University. Iran.
Reilly, F. K., & Brown, K.C. (2011). Investment Analysis and Portfolio Management.2nd ed., South-Western College Pub.
Shabahang, R. (2008). Financial Management. 11th ed. First volume, Tehran. Special Accounting Research Center (In Farsi).
Sterada, M., & Sera, F. (2006). Financial Structure and Financial Strategy. Iuomal of Financial Research, 307(1), 221-243.
Vaez, M., Abzari, M., & Jamali, S.J. (2008). The predictability of the price of Tehran Stock Market price using the capital asset pricing model. Mashhad. Knowledge and Development Journal Series, 15(23), 49.
Yahyazadeh Far, M. & Khoramdin, J. (2008). Factors effecting liquidity and risk of illiquidity of Tehran stock market. Accounting Journal, 15(53), 101-118 (In Farsi).
Aghabigi, S. (2005). The study of market, company size and market value of stock, book value of stock. Unpublished MA thesis. Shahid Beheshti University. Iran (In Farsi).
Allen, D., & Bujang, I. (2009). Conditional Beta CAPM and duration dependence tests. 18th world IMACS Congress, Cains, 13-17.
Chariton, A., & Constantinidis, E. (2004). Size and book-to-market factors in earning and returns department of business administration. University of Cyprus, Working paper.
Dastgir, M., & Bazazzadeh, H.R. (2007). The effect of market value of stock on systematic risk. Economic Research Journal, 17, 173-211(In Farsi).
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. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56.
Gorjizadeh, D. (2010). The study of relationship between systematic risk and benefit growth of companies accepted in Tehran Stock Market. Research Journal. 7, 30-41 (In Farsi).
Jalilian (2011). A study of the effects of company size on systematic risk based on the capital asset pricing model among accepted companies in Tehran Stock Market. Unpublished MA thesis. Islamic Azad University, Kermanshah Branch. Iran (In Farsi).
Jnani, M., & and Hadi Zadeh, H. (2001). The study of relation between prices to income over achieved return income. Economical Stock Journal, 50, 311-318.
Markowitz, H. (1959). Portfolio Selection. 2nd ed., John Wiley & Sons Inc., 3-27.
Masihe, M., Alzahrani, M., & Al-titi, O. (2010). Systematic risk and time scales. International Review of Financial Analysis, 19, 10-18.
Mosavi Kashi, M. (1999). The effect of company size on return of investment rate in companies accepted in Tehran Stock Market. Unpublished MA thesis. Shahid Beheshti University. Iran.
Reilly, F. K., & Brown, K.C. (2011). Investment Analysis and Portfolio Management.2nd ed., South-Western College Pub.
Shabahang, R. (2008). Financial Management. 11th ed. First volume, Tehran. Special Accounting Research Center (In Farsi).
Sterada, M., & Sera, F. (2006). Financial Structure and Financial Strategy. Iuomal of Financial Research, 307(1), 221-243.
Vaez, M., Abzari, M., & Jamali, S.J. (2008). The predictability of the price of Tehran Stock Market price using the capital asset pricing model. Mashhad. Knowledge and Development Journal Series, 15(23), 49.
Yahyazadeh Far, M. & Khoramdin, J. (2008). Factors effecting liquidity and risk of illiquidity of Tehran stock market. Accounting Journal, 15(53), 101-118 (In Farsi).