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Tests Of The Fama And French Three Factor Model In Iran

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Figure

Figure 1: Number of companies
Figure 2: CAMP vs Fama and French Model: R- Squared
Figure 3: HML vs MSB: R- Squared
Table 3: Excess Returns on the Six Size-BE/ME Portfolios Regressed on Rm-Rf. Summary Statistics for the Dependent and Explanatory Returns: April (table 1) and monthly returns are calculated from April to the following March
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