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Title

The Investigation of the Risk Perception Effects and the Impact of Seasonal Factors on it in Tehran Stock Exchange

Writers

NATEGH GOLESTAN AHMAD

Pages

 Start Page 145 | End Page 170

Abstract

 One of the aspects of Behavioral Finance is risk behavior that is also known as mental risk or perceived risk that in fact is the investors` subjective judgment of the risk that may be estimated more or less than the actual risk. Risk sentiment Index is more influenced by non-economic factors. Several factors are indicators of RSI such as the days of the week, months and seasons, to name a few. In this paper, after examining the effects of ARCH/paper/risk perception/fa?page=1&sort=1&ftyp=all&fgrp=all&fyrs=all" target="_blank">Risk perception in Tehran Stock Exchange index, using time series regression models and eviews8 software, it became clear that the perceived risk of the investor has the effect of non-random, which demonstrates a perception of risk. However, after seasonal effects influencing the perceived risk was found, that Tehran Stock Exchange has a maximum sense of risk investors on the final day Transactions. This means that during last week, Tehran Stock Exchange’ s investors feel more risks. Likewise, especially in early April RSI is minimum. Then, the return of this month is in maximum.

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