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Investigating the Relationship between Market Risk on Stock Returns and Company Value in the Iranian Stock Market
Journal: Iranian Journal of Business and Economics
Issue: Iranian Journal of Business and Economics (Volume: 5, Issue: 4)
Author: Kimia Mansoorian , Abdol Karim Moghaddam
Keywords : Tehran Stock Exchange , Company value , Stock returns , Market risk
Abstract:

Identifying important indicators for expected returns is one of the important issues in modern financial science. Stockholders' wealth depends on both risk factors and returns. It is not possible to determine future returns, so shareholders are risk-averse when investing and looking to maximize their profits to anticipate stock returns. Most actual and potential investors use financial accounting and forecasting future cash inflows to the entity and, consequently, predict the return on investment from accounting information. This study examines the relationship between market risk on stock returns and company value in the Iranian stock market. The statistical population of this research is all active companies in Tehran Stock Exchange between2012-2017. The purpose of this research is to investigate "applied" and "descriptive". The results of the research indicate that the results showed that there is a positive and significant relationship between stock market risk and CAR at a level of 5%; therefore, this hypothesis is confirmed directly.

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