A study on effective factors influencing on equity risk in banking industry

Measuring the effects of various factors influencing on risk of return in banking system plays essential role on making managerial decisions. This paper investigates the effects of seven factors including equities, leverage, dividend, size, growth domestic products, bank concentration and market ret...

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Bibliographic Details
Main Authors: Mohammad Khodaei Valahzaghard, Nayereh Rahimi
Format: Article
Language:English
Published: Growing Science 2014-10-01
Series:Management Science Letters
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Online Access:http://www.growingscience.com/msl/msl_2014_289.pdf
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Summary:Measuring the effects of various factors influencing on risk of return in banking system plays essential role on making managerial decisions. This paper investigates the effects of seven factors including equities, leverage, dividend, size, growth domestic products, bank concentration and market return on risk of return in selected banks listed on Tehran Stock Exchange. The study selects the necessary data through financial statements announced on exchange as well as macro-economic figures reported by central bank of Iran to examine the hypotheses of the survey. Using some regression technique, the study has determined that only bank size and growth domestic product influence significantly on risk of return on Tehran Stock Exchange.
ISSN:1923-2934
1923-9343