Examining The Relationship Between Company Size and Stock return in Accepted Companies in Tehran Stock Exchange Market

Abstract

The current research seeks to examine the relationship between company size and stock return in accepted companies in Tehran stock exchange market. It is a descriptive research from methodology view, and a correlational research from studying view, an applied research in terms of goal. Time span of the research starts from 2001 to 2011. To analyze data, econometric methods and Regression Test and Advanced Regression Test,Augmented Dickey Fuller (ADF),Philips Peron, and D.W statistic, and axis Regression Test have been used. The research findings reveal that there is a relationship between the variables of company size, and stock exchange return. And the research hypotheses have been proved.

Key words: company size, stock return, companies growth rate.