College of Administration and Economics

The Department of Banking and Financial Sciences at the College of Administration and Economics, University of Mosul, discussed the master’s thesis tagged “Determinants of Stock Risk Premium in the Iraq Stock Exchange”.

Part of it was attended by the Dean of the Faculty, Prof. Dr. Thaeir Ahmed Saadoon Al-Samman.

The aim of the current study submitted by the student “Media Mahdi Mohammed”
In the Department of Banking and Finance: Analysis of economic, financial and accounting determinants such as risk avoidance, inflation, interest rates, economic growth, exchange rates, information quality, and market liquidity, and the impact of these determinants in three different types of risk premium: market portfolio risk premium, portfolio size risk premium, and value portfolio risk premium.

The study concluded to the most important conclusions: that economic variables (risk aversion, inflation, interest rate, exchange rate, economic growth rate) significantly affect the determination of the stock risk premium.That is, these variables act as key determinants of the additional returns required on investments.

The discussion committee was headed by Prof. Dr. Rafia Ibrahim Abdullah Al-Hamdani, and the membership of Assistant Professor Dr. Bassam Ahmed Abdullah Al-Bamerni from the University of Duhok, and Assistant Professor Dr. Zahraa Ahmed Muhammad Al-Nuaimi, under the supervision and membership of Assistant Professor Dr. Muhammad Fawzi Muhammad Majeed.