Keywords = Idiosyncratic volatility
Nonlinear and Asymmetric Dynamics of Implied Risk and Abnormal Stock Return: Evidence from Put Options in the Tehran Stock Exchange Using Quantile-on-Quantile Approach

Articles in Press, Accepted Manuscript, Available Online from 02 June 2026

10.22108/amf.2026.148390.2039

Sayyede Elnaz Afzaliyan Boroujeni; abdolmajid abdolbaghi; Sayyede Leila Afzaliyan Boroujeni; Naser Khani


The Effect of Investor Attention on the Relationship between Idiosyncratic Volatility and Future Stock Returns

Volume 12, Issue 1, January 2024, Pages 1-16

10.22108/amf.2024.140246.1853

Narges Hamidian; Hasan Fattahi Nafchi; Amin Rostami; Golnaz Eshaghi


Analysis the effect of market anomalies and growth options on stock return

Volume 9, Issue 1, April 2021, Pages 63-92

10.22108/amf.2020.120050.1490

Alireza Jafari; Mehdi Arabsalehi; Saeed Samadi