STUDYING THE INFLUENCE OF RISKY FACTORS ON RETURNS OF THE PETROCHEMICAL COMPANIES

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

KHEDRI NADER; KHALILI PEZHMAN; DEHGHANFAR DELSHAD

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR) Year:2010 | Volume:7 | Issue:SUPPLEMENT Page(s): 91-103

Download Full-Text

Persian Verion

View:

1,033

Download:

Cites:

Information Journal Paper

Title

STUDYING THE INFLUENCE OF RISKY FACTORS ON RETURNS OF THE PETROCHEMICAL COMPANIES

Author(s)

KHEDRI NADER | KHALILI PEZHMAN | DEHGHANFAR DELSHAD | Issue Writer Certificate

Keywords

MARKET INDEXQ3

INDUSTRY INDEXQ2

ARBITRAGE PRICING MODELQ2

STOCK EXCESS RETURNQ2

Abstract

This study investigates the influence of risky factors on returns of companies in the petrochemical industry on the basis of monthly data in the period of 1382-1384 of the Iranian calendar. Using the ARBITRAGE PRICING MODEL (APT) excess returns of the market, percentage of the change in the foreign currency rates, percentage of changes in the inflation rates and the percentage changes in the oil prices are used of the variables in this study. Results show that the fluctuation of the excess returns of the market is significant and its coefficient is less than one which indicates that the petrochemical industry has a systematic risk less than that of the market. The percentage changes in the oil price shows a positive and significant correlation with the excess returns of the petrochemical industry. Other variables did not show significant relationships with the excess returns of the petrochemical industry.

Cites

No record.

References

Cite

APA: Copy

KHEDRI, NADER, KHALILI, PEZHMAN, & DEHGHANFAR, DELSHAD. (2010). STUDYING THE INFLUENCE OF RISKY FACTORS ON RETURNS OF THE PETROCHEMICAL COMPANIES. JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR), 7(SUPPLEMENT), 91-103. SID. https://sid.ir/paper/151356/en

Vancouver: Copy

KHEDRI NADER, KHALILI PEZHMAN, DEHGHANFAR DELSHAD. STUDYING THE INFLUENCE OF RISKY FACTORS ON RETURNS OF THE PETROCHEMICAL COMPANIES. JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR)[Internet]. 2010;7(SUPPLEMENT):91-103. Available from: https://sid.ir/paper/151356/en

IEEE: Copy

NADER KHEDRI, PEZHMAN KHALILI, and DELSHAD DEHGHANFAR, “STUDYING THE INFLUENCE OF RISKY FACTORS ON RETURNS OF THE PETROCHEMICAL COMPANIES,” JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR), vol. 7, no. SUPPLEMENT, pp. 91–103, 2010, [Online]. Available: https://sid.ir/paper/151356/en

Related Journal Papers