How to cite this paper
alroaia, Y., Nabavi, S & Mofidabadi, H. (2012). Surveying effects of forward-backward P/E ratios on stock's return and fluctuation in Tehran's stock exchange.Management Science Letters , 2(5), 1731-1740.
Refrences
Badrinath, S.G., Kale, J.R., Neo, T.H. (1995). Of shephard, sheep, and the cross-autocorrelations in equity returns. Review of Financial Studies, 8, 401-430.
Banz, R.W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9, 3-18.
Bodie, Z. (2005). Investments. Boston, Mass:McGraw-Hill Irwin.
Boudoukh, J., Richardson, M.P., & Whitelaw, R.F. (1994). A tale of three schools: insights on autocorrelations of short horizon stock returns. Review of Financial Studies, 7, 539-573.
Brooks, C. (2008). Introductory to Financial Markets. Cambridge University Press, 2nd ed.
Brennan, M.J., Choridia, T., & Swamminathan, B. (1998). Alternative actor specification security characteristics and the cross-section of stock return. Journal of Financial Economics, 49, 345-373.
Chang, E. C., McQueen, G.R., & Pinegar, J.M. (1999). Cross-autocorrelation in Asian stock markets. Pacific-Basin Finance Journal, 5, 471-493.
Chordia, T., & Swaminathan, B. (2001). Trading volume and cross-autocorrelations in stock returns. Journal of Finance, 55, 913-935.
Emadzadeh, M.K., Zareie, F., & Toresian, A. (2009). Indicators of Micro and macro effective on stock exchange. Journal of Auditing, Isfahan University.
Gebka, B. (2008). Volume-and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw stock exchange. International Review of Financial Analysis, 17(1), 134 – 155.
Ghalibaf, A.H., Asmaeli, A., & Bagheri, A. (2009). The study of forward-password in size and pulsation of Tehran stock exchange. Research Finance, 1, Spring and Summer.
Fama Eugene, F., & Kenneth. R. F. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3-56.
Lo, A, & MacKinlay, A.C. (1990). When are contrarian profits due to stock market overreaction? Review of Financial Studies, 3, 175-205.
McQueen, G., Pinegar, M., & Thorley, S. (1996). Delayed reaction to good news and cross-autocorrelation of portfolio returns. Journal of Finance, 51, 889-920.
Rahmani, A., & Saeedi, F. (1998). The evaluation of logit model function in predicate of stock exchange. Journal of Stock Exchange, 1(2), 43-85.
Saey, M.J., Asmaeli, A., Bagheri, A. (2010). Empirical research on net profit in some companies. Journal of Knowledge and Development, 17, 30.
Sharpe, W.F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance. 19(3), 425–442.
Summers L, & Waldman R. (1990). Noise-trader risk in financial markets. Journal of Political Economy 98(4), 703–738.
Sharpe, W.F. (2007). Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice. Princeton: Princeton University Press.
Wang, Z., & Tan, S.H. (2010). Identifying idiosyncratic stock return indicators from large financial factor set via least angle regression. Expert Systems with Applications, 36(4), 8350–8355.
Banz, R.W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9, 3-18.
Bodie, Z. (2005). Investments. Boston, Mass:McGraw-Hill Irwin.
Boudoukh, J., Richardson, M.P., & Whitelaw, R.F. (1994). A tale of three schools: insights on autocorrelations of short horizon stock returns. Review of Financial Studies, 7, 539-573.
Brooks, C. (2008). Introductory to Financial Markets. Cambridge University Press, 2nd ed.
Brennan, M.J., Choridia, T., & Swamminathan, B. (1998). Alternative actor specification security characteristics and the cross-section of stock return. Journal of Financial Economics, 49, 345-373.
Chang, E. C., McQueen, G.R., & Pinegar, J.M. (1999). Cross-autocorrelation in Asian stock markets. Pacific-Basin Finance Journal, 5, 471-493.
Chordia, T., & Swaminathan, B. (2001). Trading volume and cross-autocorrelations in stock returns. Journal of Finance, 55, 913-935.
Emadzadeh, M.K., Zareie, F., & Toresian, A. (2009). Indicators of Micro and macro effective on stock exchange. Journal of Auditing, Isfahan University.
Gebka, B. (2008). Volume-and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw stock exchange. International Review of Financial Analysis, 17(1), 134 – 155.
Ghalibaf, A.H., Asmaeli, A., & Bagheri, A. (2009). The study of forward-password in size and pulsation of Tehran stock exchange. Research Finance, 1, Spring and Summer.
Fama Eugene, F., & Kenneth. R. F. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3-56.
Lo, A, & MacKinlay, A.C. (1990). When are contrarian profits due to stock market overreaction? Review of Financial Studies, 3, 175-205.
McQueen, G., Pinegar, M., & Thorley, S. (1996). Delayed reaction to good news and cross-autocorrelation of portfolio returns. Journal of Finance, 51, 889-920.
Rahmani, A., & Saeedi, F. (1998). The evaluation of logit model function in predicate of stock exchange. Journal of Stock Exchange, 1(2), 43-85.
Saey, M.J., Asmaeli, A., Bagheri, A. (2010). Empirical research on net profit in some companies. Journal of Knowledge and Development, 17, 30.
Sharpe, W.F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance. 19(3), 425–442.
Summers L, & Waldman R. (1990). Noise-trader risk in financial markets. Journal of Political Economy 98(4), 703–738.
Sharpe, W.F. (2007). Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice. Princeton: Princeton University Press.
Wang, Z., & Tan, S.H. (2010). Identifying idiosyncratic stock return indicators from large financial factor set via least angle regression. Expert Systems with Applications, 36(4), 8350–8355.