the effect of management ability, political relations and financial crises on the fall in the stock prices of banks admitted to the tehran stock exchange

The change in stock prices in the capital market is considered a normal thing, but due to the importance that investors attach to their stock returns, the phenomenon of falling stock prices, which leads to a sharp decrease in returns, has been the focus of attention and has led to several studies to identify factors related to it can be done. in this study, by selecting a sample of active banks in the tehran stock exchange organization for the years 1393-1400, which data envelopment analysis (dea) model was also used in collecting part of its data, with panel data regression analysis and with fixed effects, it was tried to investigate the factors of falling stock prices of these banks. the results of this study showed that all three variables of management ability, political relations and financial crises along with other control variables such as size, amount of loss and profit changes have a positive and statistically significant effect and other control variables such as the life of banks, growth rate of facilities and the growth rate of deposits has a statistically significant and negative relationship with the fall in bank stock prices.