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
Pages
8
From page
1090
To page
1097
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
Serial Year
2014
Journal title
Management and Administrative Sciences Review
Record number
2040482
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