جستجوی مقالات مرتبط با کلیدواژه « رخدادهای حدی » در نشریات گروه « مالی »

The main purpose of this study is to level the indicators of extreme events affecting the behavior of investors and capital market risk using a structural-interpretive modeling approach.This research is based on purpose, is practical and descriptive in terms of data collection. The statistical population of this study is 15 professors and PhD students in accounting, financial management, economics and business management, who were selected as experts through purposive sampling, and these, and these experts, through an interpretive structural questionnaire, identified 15 indicators of extreme events that had previously been identified in another study by the authors of this article, through 3 stages of fuzzy Delphi and among 72 indicators,in 5 categories, they were graded and prioritized. The validity of the questionnaire was confirmed by respected professors, advisors and financial experts. Also, Cronbach's alpha coefficient was used for the reliability of the questionnaire, which was more than 0.7 for all variables,and MIC MAC software was also used to analyze the data.Findings from the structural-interpretive method in this study show that the extreme events indices are ranked at five levels. So that, inflation and sanctions indices in the fifth level, have the greatest impact and air pollution index in the first level, have the least impact on investor behavior and capital market risk.