excessive risk-taking,banking System fragility,banking crises,Iran

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Abbasi Aghamalaki Hamed; ABDOLI GHAHRAMAN; SOURI ALI; EBRAHIMI MOHSEN

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Journal: Financial Economics Year:2019 | Volume:12 | Issue:45 Page(s): 27-49

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Title

excessive risk-taking,banking System fragility,banking crises,Iran

Author(s)

Abbasi Aghamalaki Hamed | ABDOLI GHAHRAMAN | SOURI ALI | EBRAHIMI MOHSEN | Issue Writer Certificate

Keywords

innovationQ2

stock return volatilityQ1

EGARCH modelQ1

panel dataQ2

Abstract

Today, pharmacy is known as a strategic and knowledgeable industry. Stock prices are determined by the growth of future expectations, since innovation is a key to the firm growth so they can be related to each other. Using EGARCH model according to the heterogeneity variance and advantages of panel data model such as higher freedom degree, controlling the effect of removed or unrecognized variables, we are looking at the relationship between innovation and volatility of stock returns during 2011-2016. Results show that independent variables such as innovation, market volatility, exchange rate and liquidity ratio have positive effect but financial leverage has negative effect on stock return volatility as dependent variable.

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APA: Copy

Abbasi Aghamalaki, Hamed, ABDOLI, GHAHRAMAN, SOURI, ALI, & EBRAHIMI, MOHSEN. (2019). excessive risk-taking,banking System fragility,banking crises,Iran. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 12(45 ), 27-49. SID. https://sid.ir/paper/229101/en

Vancouver: Copy

Abbasi Aghamalaki Hamed, ABDOLI GHAHRAMAN, SOURI ALI, EBRAHIMI MOHSEN. excessive risk-taking,banking System fragility,banking crises,Iran. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2019;12(45 ):27-49. Available from: https://sid.ir/paper/229101/en

IEEE: Copy

Hamed Abbasi Aghamalaki, GHAHRAMAN ABDOLI, ALI SOURI, and MOHSEN EBRAHIMI, “excessive risk-taking,banking System fragility,banking crises,Iran,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 12, no. 45 , pp. 27–49, 2019, [Online]. Available: https://sid.ir/paper/229101/en

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