Determinants of systematic risk in the Iranian Financial sector
In this research, we use jump beta and continuous beta as indicators of financial sector companies systematic risk and study their determinants in banking, insurance and investment industry. In result, the value of jump beta is higher than continuous beta. Jump beta of Banking industry and Investmen...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2018-03-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_84949_5c961ee1fb446e9b08d3f232b2b9afd6.pdf |