The recent financial crises show increasing stress in financial markets are of great importance for the analysis and forecasting of economic activity, so that their devastating and rising effects has dramatically been on the agenda of policy makers around the world. Accordingly, this study examines the characteristics of Financial Stress identified consistent with the literature research, including Uncertainty about Fundamental Value of Assets, Asymmetry of Information, Decreased Willingness to Hold Risky Assets and Decreased Willingness to Hold Illiquid Assets in four hypotheses. The research method is descriptive and correlational and to analyze the relation between independent and dependent variables, multiple regression statistical methods were used. Then, to test the research hypotheses, using data on firms listed in Tehran Stock Exchange, through the sampling cup, 71 companies were selected as samples. The present results confirm the hypothesis that show all the variables mentioned above are indicators of financial stress in the capital markets in Iran.
کلید واژگان :Financial Stress, Uncertainty about Fundamental Value of Assets, Asymmetry of Information, Decreased Willingness to Hold Risky Assets, Decreased Willingness to Hold Illiquid Assets.
ارزش ریالی : 600000 ریال
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