How to cite this paper
Valahzaghard, M & Rahimi, N. (2014). A study on effective factors influencing on equity risk in banking industry.Management Science Letters , 4(10), 2197-2202.
Refrences
Abdelghany, K. E. (2005). Disclosure of market risk or accounting measures of risk: an empirical study. Managerial Auditing Journal, 20(8), 867-875.
Beaver, W., Kettler, P., & Scholes, M. (1970). The association between market determined and accounting determined risk measures. Accounting review, 45(4), 654-682.
Beaver, W., & Manegold, J. (1975). The association between market-determined and accounting-determined measures of systematic risk: Some further evidence. Journal of Financial and Quantitative Analysis, 10(02), 231-284.
Claessens, S., Dasgupta, S., & Glen, J. (1995). The cross-section of stock returns: Evidence from the emerging markets. World Bank Publications.
Chan, L. K., Hamao, Y., & Lakonishok, J. (1991). Fundamentals and stock returns in Japan. The Journal of Finance, 46(5), 1739-1764.
Chen, S. (2011). Capital ratios and the cross-section of bank stock returns: Evidence from Japan. Journal of Asian Economics, 22(2), 99-114.
Elton, E. J., & Gruber, M. J. (1977). Risk reduction and portfolio size: An analytical solution. Journal of Business, 50(4), 415-437.
Fama, E. F., & French, K. R. (1992). The cross?section of expected stock returns. the Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (1995). Size and book?to?market factors in earnings and returns. The Journal of Finance, 50(1), 131-155.
Gup, B. E. (1989). The basics of investing. Wiley.
Ignatieva, K., & Gallagher, D. (2011). Concentration and Stock Returns: Australian Evidence. International Proceedings of Economics Development & Research, 2.
Jensen, M. C., Black, F., & Scholes, M. S. (1972). The capital asset pricing model: Some empirical tests.
Khan, T., & Ahmed, H. (2001). Risk management: an analysis of issues in Islamic financial industry. Islamic Development Bank, Islamic Research and Training Institute.
Lam, K. S. (2002). The relationship between size, book-to-market equity ratio, earnings–price ratio, and return for the Hong Kong stock market. Global Finance Journal, 13(2), 163-179.
Markowitz, H. (1952). Portfolio selection. The journal of finance, 7(1), 77-91.
Beaver, W., Kettler, P., & Scholes, M. (1970). The association between market determined and accounting determined risk measures. Accounting review, 45(4), 654-682.
Beaver, W., & Manegold, J. (1975). The association between market-determined and accounting-determined measures of systematic risk: Some further evidence. Journal of Financial and Quantitative Analysis, 10(02), 231-284.
Claessens, S., Dasgupta, S., & Glen, J. (1995). The cross-section of stock returns: Evidence from the emerging markets. World Bank Publications.
Chan, L. K., Hamao, Y., & Lakonishok, J. (1991). Fundamentals and stock returns in Japan. The Journal of Finance, 46(5), 1739-1764.
Chen, S. (2011). Capital ratios and the cross-section of bank stock returns: Evidence from Japan. Journal of Asian Economics, 22(2), 99-114.
Elton, E. J., & Gruber, M. J. (1977). Risk reduction and portfolio size: An analytical solution. Journal of Business, 50(4), 415-437.
Fama, E. F., & French, K. R. (1992). The cross?section of expected stock returns. the Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (1995). Size and book?to?market factors in earnings and returns. The Journal of Finance, 50(1), 131-155.
Gup, B. E. (1989). The basics of investing. Wiley.
Ignatieva, K., & Gallagher, D. (2011). Concentration and Stock Returns: Australian Evidence. International Proceedings of Economics Development & Research, 2.
Jensen, M. C., Black, F., & Scholes, M. S. (1972). The capital asset pricing model: Some empirical tests.
Khan, T., & Ahmed, H. (2001). Risk management: an analysis of issues in Islamic financial industry. Islamic Development Bank, Islamic Research and Training Institute.
Lam, K. S. (2002). The relationship between size, book-to-market equity ratio, earnings–price ratio, and return for the Hong Kong stock market. Global Finance Journal, 13(2), 163-179.
Markowitz, H. (1952). Portfolio selection. The journal of finance, 7(1), 77-91.