Title of article :
A Study of the Relationship between Exchange Rate and Specific Variables with the Return on Stock in the Firms Enlisted on Tehran Stock Exchange
Author/Authors :
Bavarsad، Belghis نويسنده Shahid Chamran University (SCU) Ahvaz, Iran , , Masoude، Omid نويسنده Shahid Chamran University (SCU) Ahvaz, Iran , , Mehrabi، Ali نويسنده Shahid Chamran University (SCU) Ahvaz, Iran ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2014
Abstract :
The purpose of the present paper is to explore the correlation between exchange rate and
return on stock (ROS) in an extended Fama and French model during an 8-year (2002-
2008) period. The sample includes 293 firms enlisted on Tehran Stock exchange (TSE). The
estimation results indicated that a significant relationship was present between changes in
exchange rate and ROS.
Journal title :
Management and Administrative Sciences Review
Journal title :
Management and Administrative Sciences Review
