Journal of Asset Management and Financing

Main Subjects = Asset Management

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

Managers’ Overconfidence and Cash Holdings Speed of Adjustment

Volume 9, Issue 4, January 2022, Pages 27-48

10.22108/amf.2022.130549.1697

Abbas Aflatooni; Kefsan Mansouri; Zahra Nikbakht

The Effects of Stale Prices on Mutual Funds

Volume 9, Issue 4, January 2022, Pages 47-68

10.22108/amf.2022.128904.1666

Ali Ebrahimnejad; Seyyed Mahdi Barakchian; Ebrahim Aliabadi Farahani

Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions

Volume 9, Issue 4, January 2022, Pages 69-96

10.22108/amf.2021.130243.1696

Sirous Keshavarz; Abdolmajid Abdolbaghi Ataabadi; Majid Vaziri Sarashk; Mohammad Hossein Arman

Financial Restatement Impacts on Investment Inefficiencies Considering the Role of Financial Constraints

Volume 10, Issue 1, January 2022, Pages 73-92

10.22108/amf.2022.125688.1604

Mohammad Ebrahim Aghababaei; Atefeh Rezaeian Ramsheh

Effects of Managers' Optimistic and Myopic Behavior on the Asymmetry of Cost Behavior and Various Companies’ Strategies

Volume 10, Issue 1, January 2022, Pages 93-116

10.22108/amf.2022.125924.1607

Javad Nik Kar; Elham Hamidi; Sepideh Abedini

Investigating the Role of Ownership Structure in the Relationship between Managers' Overconfidence and R&D ‎Expenditures in Terms of Financial Constraints

Volume 9, Issue 4, January 2022, Pages 97-120

10.22108/amf.2022.129976.1689

Farzad Eivani; Farshid Kheyrollahi; Hadis Abdi; Saeideh Kaspour

Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return ‎Distribution

Volume 9, Issue 4, January 2022, Pages 121-148

10.22108/amf.2022.130412.1694

Maryam Davallou; Amir Hossein Shamshiri

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

Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange

Volume 8, Issue 4, October 2021, Pages 63-84

10.22108/amf.2020.120654.1495

Ali Ebrahimnejad; Shiva Zamani; Mohammadreza Biria

Journal of Asset Management and Financing

Journal Archive

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)