ارزیابی ریسک سیستماتیک دارایی‌ها با رویکرد تحلیل اخبار در بازار بورس تهران

Abad, P. (2025). A Deeper Theoretical Understanding of the Capital Asset Pricing Model.

Asimit, A. V., & Li, J. (2017). SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION. ASTIN Bulletin. https://www.semanticscholar.org/paper/cdd8ccb733699e40e5d675a39810b75da7eda8c0

Bakir, V., & McStay, A. (2018). Fake News and The Economy of Emotions. Digital journalism. https://www.semanticscholar.org/paper/e546418c674b9c82d3f03da674d2c614541b9e15

Clements, A. E., & Liao, Y. (2020). Firm-specific information and systemic risk. Economic Modelling, 90, 480-493. https://doi.org/10.1016/j.econmod.2019.11.031

Curatola, G., Donadelli, M., Kizys, R., & Riedel, M. (2016). Investor sentiment and sectoral stock returns: evidence from world cup games. Finance Research Letters, 17, 267-274. https://doi.org/10.1016/j.frl.2016.03.023

Diyanati Dilami, Z., & Khodakarami, E. (2017). The impact of environmental news dissemination on stock prices of companies listed on the Tehran Stock Exchange. Investment Knowledge, 6(23), 189-212.

Donadelli, K., Kizys, K., & Riedel, M. (2017). Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? Journal of Financial Markets, 35, 84-103. https://doi.org/10.1016/j.finmar.2016.12.003

Giannone, D. A. (2021). The Effect of Unscheduled News on Systematic Risk.

Gorayli Nezhad Fomeshi, M., Nabavi Chashmi, S. A., & Alizadeh, R. (2024). Evaluating the impact of systematic risk on stock returns of companies listed on the Iran Stock Exchange using an optimal model based on rough set theory, regression, and arbitrage pricing theory. Investment Knowledge, 13(52), 373-394.

He, Z. (2022). Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market. International Review of Economics & Finance. https://doi.org/10.1016/j.iref.2021.11.018

Jacobs, L., Boukes, M., & Vliegenthart, R. (2019). Combined Forces: Thinking and/or Feeling? How News Consumption Affects Anti-Muslim Attitudes through Perceptions and Emotions about the Economy. Political Studies. https://doi.org/10.1093/sf/soy072

Kadan, O., Liu, F., & Liu, S. (2015). Generalized Systematic Risk. https://www.semanticscholar.org/paper/a41b072de0ced2b91038f05ee06cb3d9ca1a3550

Kelly, B. T., Pruitt, S., & Su, Y. (2019). Characteristics are covariances: A unified model of risk and return. Journal of Financial Economics, 134(3), 501-524. https://doi.org/10.1016/j.jfineco.2019.05.001

Kordestani, A., & Asoudeh, R. (2024). The role of fundamental accounting variables in determining systematic risk: Financially distressed vs. healthy companies. Financial Accounting Knowledge, 11(2), 1-28.

Li, X., & Feng, J. (2016). Research on interactive relationship between investor sentiment and stock return. 2016 13th International Conference on Service Systems and Service Management (ICSSSM), https://doi.org/10.1109/ICSSSM.2016.7538430

Liu, Y. S. (2018). Effects of the pre-repurchase systematic risk on the relationship between investor behavior, market factors and the stock price responses. https://www.semanticscholar.org/paper/881bbc2b917c5d1b4d4106e32065bd3f479418f7

Nasseri, A., Ali, F., & Tucker, A. (2016). Good news and bad news: Do online investor sentiments reaction to return news asymmetric?

Nawaz, R., Ahmed, W., Sabeela Sabir, I., Arshad, M., Rani, T., & Khan, A. (2017). Financial Variables and Systematic Risk. Chinese Business Review. https://www.semanticscholar.org/paper/0cf6ccd0d0e6383b9515be1539700fe5e3d02907

Schwenkler, G., & Zheng, H. (2019). The Network of Firms Implied by the News. https://www.semanticscholar.org/paper/23f76ebc6411f896c3699b209ab8afdb9ba5bb4f

Silva, M. A. D., & Machado, M. A. (2019). Índice de sentimento textual: uma análise empírica do impacto das notícias sobre risco sistemático. https://www.semanticscholar.org/paper/f3335e67b7ef6791a468ca7f5c2271193c592c1e

Uhl, M. (2018). Volatility Aversion in the Options Market Based on News Sentiment. 24-35. https://doi.org/10.3905/jod.2018.25.4.024

Wang, H., & Zhu, X. (2024). Can institutional investors influence media sentiment? International Journal of Managerial Finance. https://doi.org/10.1108/IJMF-08-2023-0389

Weber, V., & Muessig, A. (2018). Information Content of Systematic Risk Disclosure. 8th European Risk Conference, Katowice, Poland,

Zhou, F., Fu, L., Li, Z., & Xu, J. (2022). The recurrence of financial distress: A survival analysis. International Journal of Forecasting, 38(3), 1100-1115. https://doi.org/10.1016/j.ijforecast.2021.12.005