International Journal of Finance & Managerial Accounting

International Journal of Finance & Managerial Accounting

Regression Model Forecasting Stock Price Synchronization with Risk Management

Articles in Press

Document Type : Original Article

Authors
dariyush hayatifar
Seyed Mohammad Hasan Hashemi Kochaksaraei
omid eslamzadeh
Department of Accounting, QaS.C., Islamic Azad University, Qaemshahr, Iran
10.22034/ijfma.2026.78603.2275
Abstract
Stock price synchronization is an indicator of the degree to which stock price changes in common with changes in market returns, which indicates the degree to which market information is reflected in stock prices relative to company-specific information, and has many applications. Existing market conditions and existing risks indicate that risk management is effective in estimating stock price synchronization. Therefore, the purpose of the present study is to predict the regression model of stock price synchronization with risk management in companies listed on the Tehran Stock Exchange. The relevant research is applied and correlational. Data related to 122 companies in the period 2018-2023 were analyzed in econometric software to predict the regression model of stock price synchronization with risk management. Finally, regression analysis showed that risk management has the ability to predict stock price synchrony. In today's volatile conditions, risk management should be considered as the most important predictive variable of regression models. This research has predictive value for analysts and investors.
Keywords
Risk management
stock price synchrony
regression model
International Journal of Finance & Managerial Accounting

Articles in Press, Accepted Manuscript
Available Online from 22 July 2026