This paper is aimed to examine risk consideration of Risk Weighted Assets (RWA) by investors through testing RWA effect on banks' stock return and risk. For this aim, a sample composed of 17 listed banks in Tehran Stock Exchange from 1381 to 1390 has been investigated. Available observations are insufficient so, panel data regression has been used to test the relation between Risk Weighted Assets and banks' stock return and risk. The results confirm inverse effect of Risk Weighted Assets on banks' stock return. Also, the findings confirmed direct effect of RWA on risk measures of banks' stock including beta and return volatility.
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Davallou, M., hamidizadeh, M., & aboutorabi, G. (2014). Banks' Risk Weighted Assets and Cross-Section Stock Return. Journal of Business Administration Researches, 6(12), 101-114.
MLA
Maryam Davallou; mohammadreza hamidizadeh; gholamreza aboutorabi. "Banks' Risk Weighted Assets and Cross-Section Stock Return". Journal of Business Administration Researches, 6, 12, 2014, 101-114.
HARVARD
Davallou, M., hamidizadeh, M., aboutorabi, G. (2014). 'Banks' Risk Weighted Assets and Cross-Section Stock Return', Journal of Business Administration Researches, 6(12), pp. 101-114.
VANCOUVER
Davallou, M., hamidizadeh, M., aboutorabi, G. Banks' Risk Weighted Assets and Cross-Section Stock Return. Journal of Business Administration Researches, 2014; 6(12): 101-114.
