Assessment of Effect of Risk Factors on Common Stock Risk Premium
One important factor that affects investment decisions is return of investment. On the other hand, risk factors measurement in the stock market is highly important to determine cost of capital and to assess investment. Therefore, exploring a perfect collection of the aspects that covers all financia...
Guardado en:
| Formato: | article |
|---|---|
| Lenguaje: | FA |
| Publicado: |
Shahid Bahonar University of Kerman
2013
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/b36eeed4cb324e5b8255031dc6a5332a |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| id |
oai:doaj.org-article:b36eeed4cb324e5b8255031dc6a5332a |
|---|---|
| record_format |
dspace |
| spelling |
oai:doaj.org-article:b36eeed4cb324e5b8255031dc6a5332a2021-11-04T19:45:16ZAssessment of Effect of Risk Factors on Common Stock Risk Premium2008-89142476-292X10.22103/jak.2013.557https://doaj.org/article/b36eeed4cb324e5b8255031dc6a5332a2013-08-01T00:00:00Zhttps://jak.uk.ac.ir/article_557_f57064b8624bd8f0c44ad1dbce20c967.pdfhttps://doaj.org/toc/2008-8914https://doaj.org/toc/2476-292XOne important factor that affects investment decisions is return of investment. On the other hand, risk factors measurement in the stock market is highly important to determine cost of capital and to assess investment. Therefore, exploring a perfect collection of the aspects that covers all financial positions of an entity provides investors main requirements and results in prosperity of the capital market. The research data was analyzed by multiple liner regression. Results showed that there is a significant relationship between risk premium and some risk factors (standard deviation of earning, positive earning, interest rate variability, debt value to market value, distress, B/P ratio) at the companies level. Also, research results at different industries level showed that in each industry risk premium was affected by some of these factors. Relationship between the explored indicators in this research and risk premium (except the expected earnings growth) was verified.Shahid Bahonar University of Kermanarticle: cost of capitalriskinvestment returnsAccounting. BookkeepingHF5601-5689FAمجله دانش حسابداری, Vol 4, Iss 13, Pp 53-74 (2013) |
| institution |
DOAJ |
| collection |
DOAJ |
| language |
FA |
| topic |
: cost of capital risk investment returns Accounting. Bookkeeping HF5601-5689 |
| spellingShingle |
: cost of capital risk investment returns Accounting. Bookkeeping HF5601-5689 Assessment of Effect of Risk Factors on Common Stock Risk Premium |
| description |
One important factor that affects investment decisions is return of investment. On the other hand, risk factors measurement in the stock market is highly important to determine cost of capital and to assess investment. Therefore, exploring a perfect collection of the aspects that covers all financial positions of an entity provides investors main requirements and results in prosperity of the capital market.
The research data was analyzed by multiple liner regression. Results showed that there is a significant relationship between risk premium and some risk factors (standard deviation of earning, positive earning, interest rate variability, debt value to market value, distress, B/P ratio) at the companies level. Also, research results at different industries level showed that in each industry risk premium was affected by some of these factors. Relationship between the explored indicators in this research and risk premium (except the expected earnings growth) was verified. |
| format |
article |
| title |
Assessment of Effect of Risk Factors on Common Stock Risk Premium |
| title_short |
Assessment of Effect of Risk Factors on Common Stock Risk Premium |
| title_full |
Assessment of Effect of Risk Factors on Common Stock Risk Premium |
| title_fullStr |
Assessment of Effect of Risk Factors on Common Stock Risk Premium |
| title_full_unstemmed |
Assessment of Effect of Risk Factors on Common Stock Risk Premium |
| title_sort |
assessment of effect of risk factors on common stock risk premium |
| publisher |
Shahid Bahonar University of Kerman |
| publishDate |
2013 |
| url |
https://doaj.org/article/b36eeed4cb324e5b8255031dc6a5332a |
| _version_ |
1718444672637992960 |