The Relationship between Systematic Risk, Previous Returns and Expected Stock Returns in Iranian Companies

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The purpose of this study was to examine the relationship between systematic risk criteria, previous return and expected return of Iranian companies. This study is a library and analytical-causal research based on the analysis of panel data. In this research, financial data of 105 firms accepted in Tehran Stock Exchange during the period of 2010-2015 has been investigated.

The results of the research regarding the confirmation of the first hypothesis of the research showed that there is a significant and direct relationship between the systemic risk criteria and the previous returns of the firms.


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