Appraising Expected Return Prediction on Corporate Using the Carhart Four-Factor Model

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

IMAN MASOUD; POORZAMANI ZAHRA

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH) Year:2017 | Volume:9 | Issue:35 Page(s): 57-70

Download Full-Text

Persian Verion

View:

690

Download:

Cites:

Information Journal Paper

Title

Appraising Expected Return Prediction on Corporate Using the Carhart Four-Factor Model

Author(s)

IMAN MASOUD | POORZAMANI ZAHRA | Issue Writer Certificate

Keywords

Ratio of Book Value to Market ValueQ2

Forecasted Expected ReturnQ1

Carhart Four-factor ModelQ1

Abstract

The aim of this study is to compare the ability to predict the expected return of the company by using Carhart Four-factor Model. This research is of library study and analytical-scientific kind and is based on the analysis of panel data. In this study, the financial information of 102 companies listed on the Stock Exchange in Tehran, during the period of 2003 to 2014 is studied (1224 companies-year). To analyze the results obtained from the study software's like Spss 20, Eviews7 and Minitab 16 have been used. The results in connection with the confirmation of the first hypothesis of the study showed that the expected returns forecasted using Carhart Four-factor Model is close to the actual one.

Multimedia

No record.

Cites

No record.

References

No record.

Cite

APA: Copy

IMAN, MASOUD, & POORZAMANI, ZAHRA. (2017). Appraising Expected Return Prediction on Corporate Using the Carhart Four-Factor Model. JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH), 9(35 ), 57-70. SID. https://sid.ir/paper/157393/en

Vancouver: Copy

IMAN MASOUD, POORZAMANI ZAHRA. Appraising Expected Return Prediction on Corporate Using the Carhart Four-Factor Model. JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH)[Internet]. 2017;9(35 ):57-70. Available from: https://sid.ir/paper/157393/en

IEEE: Copy

MASOUD IMAN, and ZAHRA POORZAMANI, “Appraising Expected Return Prediction on Corporate Using the Carhart Four-Factor Model,” JOURNAL OF ACCOUNTING AND AUDITING RESEARCHES (ACCOUNTING RESEARCH), vol. 9, no. 35 , pp. 57–70, 2017, [Online]. Available: https://sid.ir/paper/157393/en

Related Journal Papers