Financial Assets Pricing Using the Price Bubbles Risk

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.

AMINIFARD ABBAS; ZARE EBRAHIM; EBRAHIMI MEHRZAD

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

Journal Paper

Paper Information

Journal: JOURNAL OF FINANCIAL MANAGEMENT STRATEGY Year:2020 | Volume:8 | Issue:30 Page(s): 201-232

Download Full-Text

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

Persian Verion

View:

496

Download:

Cites:

Information Journal Paper

Title

Financial Assets Pricing Using the Price Bubbles Risk

Author(s)

AMINIFARD ABBAS | ZARE EBRAHIM | EBRAHIMI MEHRZAD | Issue Writer Certificate

Keywords

Risk of Bubble PriceQ1

Right-tailed unit root testQ1

Capital asset pricing modelQ1

Abstract

“ Bubble, ” 􀀉 in􀀉 financial􀀉 markets􀀉 refers􀀉 to􀀉 higher􀀉 public􀀉 expectations􀀉 of􀀉 rising􀀉 prices in the future which lead to a temporary increase in prices. One of the most important risks affecting stock returns is the risk of bubbling stock prices. This study aimed to investigate the effect of pricing bubble formation risk on the stock return. The data were collected from 274 companies within a period of the eight years i. e. 2010-2017 based on monthly portfolios. Stock returns were used to measure asset pricing. The research was applied and correlated in terms of objective and post-event research in terms of collecting the research data. Panel data model estimation showed that price bubble factor and size factor had a negative and significant relationship with stock return rate and momentum market facto. Likewise, value factor with stock return rate had a positive significant relationship. Based on the research findings, it can be argued that shareholders can use the price bubble factor to predict the rate of return on stocks and determine the price and value of their stocks and assets.

Cites

No record.

References

No record.

Cite

APA: Copy

AMINIFARD, ABBAS, ZARE, EBRAHIM, & EBRAHIMI, MEHRZAD. (2020). Financial Assets Pricing Using the Price Bubbles Risk. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, 8(30 ), 201-232. SID. https://sid.ir/paper/387225/en

Vancouver: Copy

AMINIFARD ABBAS, ZARE EBRAHIM, EBRAHIMI MEHRZAD. Financial Assets Pricing Using the Price Bubbles Risk. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY[Internet]. 2020;8(30 ):201-232. Available from: https://sid.ir/paper/387225/en

IEEE: Copy

ABBAS AMINIFARD, EBRAHIM ZARE, and MEHRZAD EBRAHIMI, “Financial Assets Pricing Using the Price Bubbles Risk,” JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, vol. 8, no. 30 , pp. 201–232, 2020, [Online]. Available: https://sid.ir/paper/387225/en

Related Journal Papers