Journal of Asset Management and Financing

Main Subjects = Asset Management

Measuring the Volatility Persistence of the Tehran Stock Exchange using Stochastic Volatility Models with Jump in Return

Volume 11, Issue 4, October 2024, Pages 121-140

10.22108/amf.2024.139957.1841

Mohammad Mehdi Momenzadeh; Moslem Nilchi; Mojtaba Rostami

Examining the Effects of Investor Sentiment Shocks on Normal and Abnormal Returns in the Oil Products Sector of the Tehran Stock Exchange: A PVAR Analysis

Volume 12, Issue 4, October 2024, Pages 121-140

10.22108/amf.2024.141845.1892

Mohammad Javad Zare Bahnamiri; Samira Balavar; vahid omidi

Identification and Prioritization of Solutions for Restoring Investors' Confidence in the Capital Market of the Islamic Republic of Iran

Volume 12, Issue 3, July 2024, Pages 41-60

10.22108/amf.2024.139517.1831

Yaser Sharifi; Mohammad Tohidi; Meisam Hamedi

Influence of Investors' Sentiment on Bitcoin Returns

Volume 12, Issue 3, July 2024, Pages 61-84

10.22108/amf.2024.140131.1850

Mahdieh Rezagholizadeh; Mohammad Abdi Seyyedkolaee; Zahra Mohseni Kolagar

The Mediating Role of Cash Flow Statement Indicators in the Relationship between Stock Mispricing and Corporate Cash Holding

Volume 12, Issue 3, July 2024, Pages 85-102

10.22108/amf.2024.140245.1854

Ali Majid Akaleh; Hamzeh Didar; Gholamreza Mansourfar

Impact of Sanction Shock on Iran's Stock Market Index

Volume 12, Issue 2, April 2024, Pages 113-126

10.22108/amf.2024.141380.1880

Reza Tehrani; Mahmood Mokhtarband; Menal Aboodeh

Exploring and Comparing ARMS and BSI Indices for Measuring Investor Sentiments to Predict Stock Price Trend

Volume 12, Issue 1, January 2024, Pages 125-144

10.22108/amf.2024.138304.1807

Mojtaba Rostami Noroozabad; Somayeh Esfandyari; Milad Shahrazi; Ali Golbabaei Pasandi

The Relationship between Credit Rating and Stock Returns with an Emphasis on the Role of Investors' Emotions

Volume 11, Issue 3, July 2023, Pages 1-22

10.22108/amf.2023.136083.1771

Mohammad Mahdi Bagheri; Roohollah Seddighi

The Role of Corporate Governance in the Relation between Tax Avoidance and Managerial Empire Building

Volume 11, Issue 3, July 2023, Pages 95-112

10.22108/amf.2024.139307.1829

Mohammad Mostafaei; Javad Rezazadeh; Sahar Sepasi; Mohammad Amri Asrami

Investigation of the Effects of Price Limit Changes on the Intraday Volatility of Iran’s Stock Market Using Realized Variance (RV) and District Fourier Transform (DFT)

Volume 11, Issue 2, April 2023, Pages 19-34

10.22108/amf.2023.134778.1755

Mohammad Hasannezhad; Maryam Davallou; Farid Shabani

Comparing the Efficiency of Statistical Models and Machine-Learning Models and Choosing the Optimal Model for Predicting Net Profit and Operating Cash Flows

Volume 11, Issue 2, April 2023, Pages 53-74

10.22108/amf.2023.136720.1784

Sajjad Mirzaei; Ali Ashtab; Akbar Zavari Rezaei

Designing an Interpretive Structural Model for Identifying and Prioritizing Financial Strategic Risks in the Petrochemical Industry of the Islamic Republic of Iran

Volume 11, Issue 1, January 2023, Pages 29-52

10.22108/amf.2023.135670.1765

Mohammad Mobin Shafie Nategh; Mohammad Amin Rashidi; Mohammad Tohidi

Liquidity Risk Management Framework of Mutual Funds

Volume 11, Issue 1, January 2023, Pages 53-76

10.22108/amf.2023.133686.1744

Seyed Hossein Hosseini; Mohammad Hassan Ebrahimi Sarv Oliya; Maysam Amiri; Moslem Peymanifurushani

Firm's Financial Risk and Risk Sentiment in Annual Reports: Evidence from Companies Listed in the Tehran Stock Exchange Using a Static-and-Dynamic Approach

Volume 11, Issue 1, January 2023, Pages 121-142

10.22108/amf.2023.135989.1776

Akram Taftiyan; Roghayeh Bazrafshan Poor

The Moderating Role of Firm’s Size and Age in the Relationship of Managerial Ownership with Liquidity and ‎Investment Constraints ‎

Volume 10, Issue 4, August 2022, Pages 1-24

10.22108/amf.2022.128050.1648

Amir Mohamadzadeh; Sajjad Bahri

Asset Allocation Based on Cyclical Behavior of Commodities: Regime-Switching Approach

Volume 10, Issue 4, August 2022, Pages 25-46

10.22108/amf.2022.129809.1684

Mohammad Reza Rostami; Zahereh Godazgar

Reduction of Liquidity Proxies by Using Principal Component Analysis in Tehran Capital Markets

Volume 10, Issue 4, August 2022, Pages 47-66

10.22108/amf.2022.133181.1735

Iraj Asghari; Javad Shekarkhah; Mohammad Marfu; Mohammad Javad Salimi

The Role of Enterprise Risk in the Relation between the CEO's Skills and the Firm's Free Cash Flow

Volume 10, Issue 4, August 2022, Pages 95-114

10.22108/amf.2023.133259.1736

Fahimeh Kazemihaji; Mohammad Amri-Asrami; Fatemeh Jalali

Applying the Meta-Synthesis Method in Banking Operational Risk Management Methodology

Volume 10, Issue 4, August 2022, Pages 115-132

10.22108/amf.2023.135765.1767

Hamed Naderi; Mohammad Ali Rastegar

Impacts of Productive and Non-Productive Assets on Risk Indicators and Performance of Banks Listed on Tehran ‎Stock Exchange

Volume 10, Issue 2, July 2022, Pages 1-22

10.22108/amf.2021.128005.1649

Davood Gholami Siahbomi; Naser Izadinia; Rosita Moayedfar

Estimation of Value-at-Risk (VaR) through Filtered Historical Simulation (FHS) and Analysis of Risk Spillover in Tehran Stock Exchange (TSE): Evidence from the Groups of Chemical Products and Banks & Credit Institutions

Volume 10, Issue 2, July 2022, Pages 53-80

10.22108/amf.2022.129512.1678

Reza Foroutan; Reza Ramezanian; Majid Mirzaee

Dimensions of Risk Management Development in the Business Model and Culture of Financial Industry Organizations in Iran

Volume 10, Issue 3, July 2022, Pages 67-94

10.22108/amf.2022.134365.1749

Mojtaba Rostami Noroozabad; Mohammad Hossein Badami; Maryam Esna Ashari

Development of the Model of Factors Affecting Stock Returns

Volume 10, Issue 3, July 2022, Pages 119-142

10.22108/amf.2023.136130.1774

Reza Raei; Shapoor Mohammadi; Alireza Ajam

Analysis of the Persistence of the Negative Relationship between Downside Risk and Expected Excess Returns in Future

Volume 10, Issue 1, January 2022, Pages 1-24

10.22108/amf.2021.125483.1598

Mahshid Shahrzadi; Darush Foroghi

Management Forecast, Idiosyncratic Risk, and Information Environment: Evidence of Listed Companies in ‎Tehran Stock Exchange (TSE)‎

Volume 10, Issue 1, January 2022, Pages 25-46

10.22108/amf.2021.125612.1603

Mohammad Osoolian; Mohammad Esmaiel Fadaie Nejad; Shadi Gheitasi

Journal of Asset Management and Financing

Journal Archive

Volume 14 (2026)

Volume 13 (2025)

Volume 12 (2024)

Volume 11 (2023)

Volume 10 (2022)

Volume 9 (2021)

Volume 8 (2020)

Volume 7 (2019)

Volume 6 (2018)

Volume 5 (2017)

Volume 4 (2016)

Volume 3 (2015)

Volume 2 (2014)

Volume 1 (2013)