The Investigation of the Risk Perception Effects and the Impact of Seasonal Factors on it in Tehran Stock Exchange

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NATEGH GOLESTAN AHMAD

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Paper Information

Journal: JOURNAL OF FINANCIAL MANAGEMENT STRATEGY Year:2017 | Volume:5 | Issue:3 (18) Page(s): 145-170

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Title

The Investigation of the Risk Perception Effects and the Impact of Seasonal Factors on it in Tehran Stock Exchange

Author(s)

NATEGH GOLESTAN AHMAD | Issue Writer Certificate

Keywords

Risk perceptionQ2

ARCHQ2

GarchQ2

Behavioral FinanceQ2

Behavioral RiskQ2

Abstract

One of the aspects of Behavioral Finance is risk behavior that is also known as mental risk or perceived risk that in fact is the investors` subjective judgment of the risk that may be estimated more or less than the actual risk. Risk sentiment Index is more influenced by non-economic factors. Several factors are indicators of RSI such as the days of the week, months and seasons, to name a few. In this paper, after examining the effects of ARCH/paper/Risk perception/fa?page=1&sort=1&ftyp=all&fgrp=all&fyrs=all" target="_blank">Risk perception in Tehran Stock Exchange index, using time series regression models and eviews8 software, it became clear that the perceived risk of the investor has the effect of non-random, which demonstrates a perception of risk. However, after seasonal effects influencing the perceived risk was found, that Tehran Stock Exchange has a maximum sense of risk investors on the final day Transactions. This means that during last week, Tehran Stock Exchange’ s investors feel more risks. Likewise, especially in early April RSI is minimum. Then, the return of this month is in maximum.

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APA: Copy

NATEGH GOLESTAN, AHMAD. (2017). The Investigation of the Risk Perception Effects and the Impact of Seasonal Factors on it in Tehran Stock Exchange. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, 5(3 (18) ), 145-170. SID. https://sid.ir/paper/261659/en

Vancouver: Copy

NATEGH GOLESTAN AHMAD. The Investigation of the Risk Perception Effects and the Impact of Seasonal Factors on it in Tehran Stock Exchange. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY[Internet]. 2017;5(3 (18) ):145-170. Available from: https://sid.ir/paper/261659/en

IEEE: Copy

AHMAD NATEGH GOLESTAN, “The Investigation of the Risk Perception Effects and the Impact of Seasonal Factors on it in Tehran Stock Exchange,” JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, vol. 5, no. 3 (18) , pp. 145–170, 2017, [Online]. Available: https://sid.ir/paper/261659/en

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