khu-cv-ths-5496-86352 3-factor model of fama and french by adding two factors of positive and negative realized volatility and explaining this model in tehran stock exchange and comparing it with previously presented models 3-factor model of fama and french by adding two factors of positive and negative realized volatility and explaining this model in tehran stock exchange and comparing it with previously presented models 0 https://khu.ac.ir/cv/5496/ 1764811269