Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange

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.

DEHGHAN ABDOLMAJID; FARHADI SHARIF ABAD MOHSEN; Fahimi Alireza

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

Journal Paper

Paper Information

Journal: INVESTMENT KNOWLEDGE Year:2019 | Volume:8 | Issue:29 Page(s): 241-256

Download Full-Text

Persian Verion

View:

905

Download:

Cites:

Information Journal Paper

Title

Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange

Author(s)

DEHGHAN ABDOLMAJID | FARHADI SHARIF ABAD MOHSEN | Fahimi Alireza | Issue Writer Certificate

Keywords

Bank Default riskQ1

doubtful debtQ1

Stock ReturnQ1

Traditional betaQ1

downQ1

Abstract

This paper examines the relationship between the Default risk of banks operating in the Tehran Stock Exchange and the risk-return of their stocks. In order to measure the Default risk the ratio of doubtful debt to total loans is used. Data is collected in the period of 2008 to 2014 and includes 16 banks and Default institutions under the supervision of the Iranian Central Bank, whose stocks are traded in Tehran Stock Exchange. In order to calculate the risk of banks, the two measures of Traditional beta and downside beta was used on which the impact of Default risk is assessed. The results indicate that the Default risk of banks has a significant negative impact on Stock Returns of banks in Tehran Stock Exchange has. It was also demonstrated that there is positive relationship between the Bank Default risk and the both variables of risk (traditional and downside beta).

Cites

No record.

References

No record.

Cite

APA: Copy

DEHGHAN, ABDOLMAJID, FARHADI SHARIF ABAD, MOHSEN, & Fahimi, Alireza. (2019). Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange. INVESTMENT KNOWLEDGE, 8(29 ), 241-256. SID. https://sid.ir/paper/188164/en

Vancouver: Copy

DEHGHAN ABDOLMAJID, FARHADI SHARIF ABAD MOHSEN, Fahimi Alireza. Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange. INVESTMENT KNOWLEDGE[Internet]. 2019;8(29 ):241-256. Available from: https://sid.ir/paper/188164/en

IEEE: Copy

ABDOLMAJID DEHGHAN, MOHSEN FARHADI SHARIF ABAD, and Alireza Fahimi, “Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange,” INVESTMENT KNOWLEDGE, vol. 8, no. 29 , pp. 241–256, 2019, [Online]. Available: https://sid.ir/paper/188164/en

Related Journal Papers