International Business Management

Year: 2016
Volume: 10
Issue: 12
Page No. 2355 - 2363

The Relation Between Asset Growth and the Cross-Section of Stock Return in Tehran Stock Exchange

Authors : Leila Rezaei and Amirhoushang Jangi

References

Ahmadivar, A. and A.M. Amirhosein, 2012. Studying the relationship between asset growth and stock return in Tehran stock exchange. J. Econ. Res., 61: 22-62.

Ang, A., R.J. Hodrick, Y. Xing and X. Zhang, 2009. High idiosyncratic volatility and low returns: International and further U.S. evidence. J. Financial Econ., 91: 1-23.
CrossRef  |  Direct Link  |  

Cochrane, J.H., 1991. Production-based asset pricing and the link between stock returns and economic fluctuations. J. Finance, 46: 209-237.
CrossRef  |  Direct Link  |  

Cooper, M., H. Gulen and M. Schill, 2009. The asset growth effect in stock returns. Darden Business School Working Paper No. 1335524, January 30, 2009. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1335524.

Darabi, V. and K. Karimi, 2010. Studying the relationship between operating cash flow and liquidity ratios and stock return in firms enlisted in Tehran stock exchange. Quart. J. Financial Account., 1: 60-75.

Khaki, G., 1999. Research Method in Dissertation. 1st Edn., Research Center of the Country by the help of Derayat Publications, Tehran, Iran.

Mashayekhi, B., M.E. Fadaeinejhad and R.K. Rahmani, 2013. Capital costs, accruals and stock return. J. Financial Account., 1: 77-92.

Wang, Y., C. Liu, J.S. Lee and Y. Wang, 2015. The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market. Econ. Modell., 44: 59-67.
CrossRef  |  Direct Link  |  

Watanabe, A., Y. Xu, T. Yao and T. Yu, 2013. The asset growth effect: Insights from international equity markets. J. Financial Econ., 108: 529-563.
CrossRef  |  Direct Link  |  

Design and power by Medwell Web Development Team. © Medwell Publishing 2024 All Rights Reserved