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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Main Authors: Mohammad Khodaei Valahzaghard, Nayereh Rahimi
Format: Article
Language:English
Published: Growing Science 2014-10-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/msl_2014_289.pdf
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author Mohammad Khodaei Valahzaghard
Nayereh Rahimi
author_facet Mohammad Khodaei Valahzaghard
Nayereh Rahimi
author_sort Mohammad Khodaei Valahzaghard
collection DOAJ
description 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.
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institution Kabale University
issn 1923-2934
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publishDate 2014-10-01
publisher Growing Science
record_format Article
series Management Science Letters
spelling doaj-art-4dfa036b0e6e41a98488aaab76949f752025-08-20T03:36:41ZengGrowing ScienceManagement Science Letters1923-29341923-93432014-10-014102197220210.5267/j.msl.2014.9.017A study on effective factors influencing on equity risk in banking industryMohammad Khodaei Valahzaghard Nayereh Rahimi 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.http://www.growingscience.com/msl/msl_2014_289.pdfBanking industryRiskStock return
spellingShingle Mohammad Khodaei Valahzaghard
Nayereh Rahimi
A study on effective factors influencing on equity risk in banking industry
Management Science Letters
Banking industry
Risk
Stock return
title A study on effective factors influencing on equity risk in banking industry
title_full A study on effective factors influencing on equity risk in banking industry
title_fullStr A study on effective factors influencing on equity risk in banking industry
title_full_unstemmed A study on effective factors influencing on equity risk in banking industry
title_short A study on effective factors influencing on equity risk in banking industry
title_sort study on effective factors influencing on equity risk in banking industry
topic Banking industry
Risk
Stock return
url http://www.growingscience.com/msl/msl_2014_289.pdf
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AT nayerehrahimi astudyoneffectivefactorsinfluencingonequityriskinbankingindustry
AT mohammadkhodaeivalahzaghard studyoneffectivefactorsinfluencingonequityriskinbankingindustry
AT nayerehrahimi studyoneffectivefactorsinfluencingonequityriskinbankingindustry