Determinants of systematic risk in the Iranian Financial sector

Ali Askarinejad Amir; Mohammad E. FadaeiNejad

Volume 2, Issue 1 , January 2018, , Pages 59-79

http://dx.doi.org/10.22034/ijf.2018.84949

Abstract
  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 Investment ...  Read More