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The Relationship Between Exchange Traded Fund (ETF) and Market Fragility: Evidence from Iran`s Stock Market
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نویسنده
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jafarizade malamiri aliakbar ,askarzadeh gholamreza ,khajeh mahmoodabadi hamid ,abtahi yahya
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منبع
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iranian journal of economic studies - 2022 - دوره : 11 - شماره : 1 - صفحه:145 -167
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چکیده
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The purpose of this study is to investigate the effectiveness of etf funds on iran's stock market. the index investigated in this research is the degree of fragility of the stock market in iran. for this purpose, a model has been used at first, which shows how much the entry of an etf market fund can affect the stability and fragility of the stock market. then, in order to analyze the issue, a series of etf funds in iran has been selected. using regression analysis, the results and analysis give a pattern that with the entry of etf funds, the nonsystematic value has increased values. therefore, we conclude that the entry of etf funds into the market increases the fragility in the iranian stock market.
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کلیدواژه
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ETF Funds ,Market Fragility ,Stock Market ,ETF Assets
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آدرس
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islamic azad university, yazd branch, department of financial engineering, Iran, islamic azad university, yazd branch, department of financial engineering, iran, islamic azad university, yazd branch, department of financial engineering, Iran, islamic azad university, yazd branch, department of financial engineering, Iran
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Authors
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