Time-varying long-term Memory in the Tehran Stock Exchange: the Generalized Hurst Exponents and the Rolling Window Approach

Volume 8, Issue 4, October 2021, Pages 39-62

10.22108/amf.2020.122453.1530

Elham Farzanegan

• View Article
• PDF 1.02 M

Extracting Composite sentiment Index for Tehran Stock Exchange

Volume 8, Issue 2, May 2020, Pages 49-68

10.22108/amf.2019.116219.1402

Mohammad Tohidi

• View Article
• PDF 960.99 K

Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange

Volume 8, Issue 1, November 2019, Pages 23-40

10.22108/amf.2018.105837.1155

Nemat Rastgoo; Hossein panahian

• View Article
• PDF 1.17 M

Investigating the Relationship between Managerial Optimism and Earnings Smoothing in Companies Listed in Tehran Stock Exchange

Volume 5, Issue 3, October 2017, Pages 77-88

10.22108/amf.2017.21186

Mahmood Yahyazadeh Far; Shahaboldin Shams; Maryam Naderi

• View Article
• PDF 550.85 K

The Effect of Risk Management on Financial Performance of the Companies Listed in Tehran Stock Exchange: The Mediating Role of Intellectual Capital and Financial Leverage

Volume 5, Issue 2, July 2017, Pages 93-112

10.22108/amf.2017.21575

Bagher Asgarnezhad Nouri; Parisa Emkani

• View Article
• PDF 659.77 K

Investigating the Non-Linear Relationship between Growth and Profitability of the Companies Listed in Tehran Stock Exchange

Volume 3, Issue 4, March 2016, Pages 51-66

mohammad hosein setayesh; alireza momtazian; sajjad behpur

• View Article
• PDF 648.32 K

Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange

Volume 3, Issue 2, September 2015, Pages 69-78

Gholamhossein Golarzi; Ashkan Chehrenegar

• View Article
• PDF 591.35 K