@incollection{, 10DFA295B6E29081E6AC54CB8B854FB0 , author={{Dr. NajebMasoud} and {Dr. SuleimanAbuSabha} and {Middle East University Business School, Jordan}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}1431321 } @book{b0, , title={{Annual Reports}} , author={{ Arab Monetary Fund }} , year={2014} } @book{b1, , title={{The relationship between risk and return in Tehran Stock Market}} , author={{ SBakhshandeh }} , year={1990} , address={Tehran, Tehran University} , note={M.S. Thesis} } @incollection{b2, , title={{The relationship between earnings' yield, market value and return for NYSE common stocks}} , author={{ SBasu }} , journal={{Journal of financial Economics}} 12 1 , year={1983} } @book{b3, , title={{The capital budgeting decision-economic analysis and financing of investment projects}} , author={{ HBierman } and { SSeymour }} , year={1966} , publisher={Macmillan Company Publishers} , address={New York} } @incollection{b4, , title={{Capital market equilibrium with restricted borrowing}} , author={{ FBlack }} , journal={{Journal of Business}} 45 3 , year={1972} } @book{b5, , title={{Linear Approach}} , author={{ BLBowerman } and { RTO'connell }} , year={1990} , publisher={Duxbury Publishers} , address={Belmont, CA} , note={2nd ed.} } @incollection{b6, , title={{Periodic market closure and trading volume: a model of intraday bids and asks}} , author={{ WBrock } and { AKleidon }} , journal={{Journal of Economic Dynamics and Control}} 16 , year={1992} } @incollection{b7, , title={{The term structure of the risk-return trade off}} , author={{ JYCampbell } and { LMViceira }} , journal={{Financial Analysts Journal}} 61 1 , year={2005} } @incollection{b8, , title={{Portfolio management with heuristic optimization}} , author={{ MDietmar }} , journal={{Advances in Computational Management Science}} , year={2005} , publisher={Springer Publishers} } @incollection{b9, , title={{Differential information hypothesis, firm neglect and the small firm size effect}} , author={{ SElfakhani } and { TZaher }} , journal={{Journal of Financial and Strategic Decisions}} 11 2 , year={1998} } @incollection{b10, , title={{The capital asset pricing model: Theory and evidence}} , author={{ EFFama } and { KRFrench }} , journal={{Journal of Economic Perspectives}} 18 1 , year={2004} } @incollection{b11, , title={{Current issues in the world sugar economy}} , author={{ SHarris }} , journal={{Food Policy}} 12 2 , year={1987} } @book{b12, , title={{Stock market responses to bank restructuring policies during the East Asian crisis}} , author={{ DKlingebiel } and { RKroszner } and { LLaeven } and { PVOijen }} , year={2001} , note={World Bank Working Paper 2571} } @incollection{b13, , title={{The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets}} , author={{ JLintner }} , journal={{The Review of Economics and Statistics}} 47 1 , year={2005} } @incollection{b14, , title={{Portfolio Selection}} , author={{ HMMarkowitz }} , journal={{Journal of Finance}} 7 1 , year={1952} } @book{b15, , title={{Portfolio selection: Efficient diversification of investments. Cowles Foundation Monograph No}} , author={{ HMMarkowitz }} , year={1959} , publisher={John Wiley & Sons, Inc} , address={New York} } @book{b16, , title={{A study of the relation between risk and return under different market conditions of the companies listed on Tehran Stock Exchange}} , author={{ SMosaddegh }} , year={2006} Shahid Beheshti University , note={M.S. Thesis} } @incollection{b17, , title={{The morality of everyday activities: Not the right, but the good thing to do'}} , author={{ DNyberg }} , journal={{Journal of Business Ethics}} 81 3 , year={2008} } @book{b18, , title={{The impact of macroeconomic and financial variables on market risk: Evidence from international equity returns}} , author={{ DKPatro } and { JKWald } and { YWu }} 10.2139/ssrn.249330> , year={2000} } @incollection{b19, , title={{Firm size and cyclical variations in stock return. 21}} , author={{ GPerez-Quiros } and { ATimmermann }} , journal={{Journal of Finance}} 55 3 , year={2000} } @book{b20, , title={{Advanced investment management}} , author={{ RRai } and { ATalangi }} , year={2004} , publisher={SAMT Publishing Company} } @incollection{b21, , title={{Capital asset prices: A theory of market equilibrium under conditions of risk}} , author={{ WFSharpe }} , journal={{Journal of Finance}} 19 3 , year={1964} } @incollection{b22, , title={{The conditional relationship between beta and returns: Recent Evidence from international stock markets}} , author={{ GY NTang } and { WCShum }} , journal={{International Business Review}} 12 , year={2003} } @incollection{b23, , title={{The effect of common stock beta variability on the variability of the portfolio beta}} , author={{ HWeinraub } and { BRKuhlman }} , journal={{Journal of Finance and Strategic Decisions}} 7 2 , year={1994} } @book{b24, , title={{Countries and Economies. World Development Indicators}} , author={{ WorldBank }} , year={2014} , address={Washington, DC} } @incollection{b25, , title={{Riskreturn relationship from the Asia pacific perspective, 3rd}} , author={{ NAYakob } and { BDiana } and { DSarath }} , booktitle={{Financial Markets Asia-Pacific Conference}} Sydney, Australia , year={2005} } @incollection{b26, , title={{Empirical study of CAPM in Tehran stock market}} , author={{ AZarif Far } and { MGhaemi }} , journal={{Social and Human Science Journal of Shiraz University}} 19 , year={2003} }