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Identifying and Prioritizing Systematic Risk Indicators on the Rate of Return in Investment Companies

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  • samadi, fatemeh

    (assistant professor)

Abstract

Existing models do not adequately capture how changes in the external environment (systematic risk) affect corporate returns. This study addresses this gap by identifying explanatory variables and an experimental model design. The sample includes 16 investment companies over two periods, 2006-1 and 2020-4. We inputted 69 systematic risk variables into

Suggested Citation

  • samadi, fatemeh, 2023. "Identifying and Prioritizing Systematic Risk Indicators on the Rate of Return in Investment Companies," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 18(2), pages 175-204, June.
    • Handle: RePEc:mbr:jmonec:v:18:y:2023:i:2:p:175-204
    as

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