Spillover Effect On Different industries For Capital Market

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Pouryaghoubi Hadi; ASHRAFI YEKTA

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

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Journal: INVESTMENT KNOWLEDGE Year:2020 | Volume:9 | Issue:34 Page(s): 277-293

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Title

Spillover Effect On Different industries For Capital Market

Author(s)

Pouryaghoubi Hadi | ASHRAFI YEKTA | Issue Writer Certificate

Keywords

ReactivityQ1

Financial RiskQ1

return on equityQ1

Tehran Stock ExchangeQ1

Abstract

The purpose of this paper is to investigate the susceptibility of turbulence in returns between different industries of Iran's capital market for active industries in the Tehran Stock Exchange during the period of 1384-1394. For this purpose, panel data and CCX criteria for risk avatars were used. The results of this study indicate that for the full period of the research sample and for considering the period of recession and crisis in the stock market, the results indicate the effects of overflow in the active industries in the stock market. Estimated coefficients for tipping effects in the sample indicate that in most of the companies surveyed, the effect of overturning is significant. Also, the estimated coefficients for considering the period of the crisis in the stock market indicate that the coefficients are positive for the effect of the outflow in the stock market. Also, in the case study, there is a probability of Financial Risk fluctuation between the investigated industries. Based on the results, it can be stated that the CCX value and the significant level reported in each section have a negative relation with the amount of direct and value related debt and investment activities. Therefore, the economic sectors that have high debt financing, low value and investment, are in the midst of financial crisis, the initial candidates for fluctuations and declining stock prices. Evidence suggests that those industries that are more competitive will expose the risk sequence more strongly.

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APA: Copy

Pouryaghoubi, Hadi, & ASHRAFI, YEKTA. (2020). Spillover Effect On Different industries For Capital Market. INVESTMENT KNOWLEDGE, 9(34 ), 277-293. SID. https://sid.ir/paper/399439/en

Vancouver: Copy

Pouryaghoubi Hadi, ASHRAFI YEKTA. Spillover Effect On Different industries For Capital Market. INVESTMENT KNOWLEDGE[Internet]. 2020;9(34 ):277-293. Available from: https://sid.ir/paper/399439/en

IEEE: Copy

Hadi Pouryaghoubi, and YEKTA ASHRAFI, “Spillover Effect On Different industries For Capital Market,” INVESTMENT KNOWLEDGE, vol. 9, no. 34 , pp. 277–293, 2020, [Online]. Available: https://sid.ir/paper/399439/en

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