Asset Pricing Modeling Test Based on Behavioral Stochastic Discount Factor (SDF):
A Case Study of Tehran Stock Exchange
Asset Pricing Modeling Test Based on Behavioral Stochastic Discount Factor (SDF): A Case Study of Tehran Stock Exchange

Reza Talebloo; Teimoor Mohammadi; Habib Morovvat; Mohammad Mehdi Bagheri Toodeshki

Volume 9, Issue 2 , January 2023, , Pages 112-83

Abstract
  In this paper, we estimate the asset pricing model based on random discount factor (SDF) according to traditional and behavioral approach in the Tehran Stock Exchange by extending the ...  Read More