Journal of Asset Management and Financing

Main Subjects = Asset Management

The Effect of Financial Statement Comparability on Idiosyncratic Return Volatility by Emphasis on the Financial Reporting Quality

Volume 9, Issue 3, September 2021, Pages 1-18

10.22108/amf.2020.123782.1554

Majid Hashemi Dehchi; Naser Izadinia; Hadi Amiri

Adjusted Capital Asset Pricing Models (CAPMs) with Respect to the Magnet Effect Factor (MEF) Caused by the Range of Stock Price Fluctuations

Volume 9, Issue 3, September 2021, Pages 65-88

10.22108/amf.2022.130725.1699

Meisam Jafaripour; Mohammad Ramezan Ahmadi; Esmaeel Mazaheri; Seyed Aziz Arman

Investigating the Mediating Roles of Information Asymmetry and Illiquidity Related to Cluster Trading in the ‎Relationship between Noise Trading and Market Efficiency in Tehran Stock Exchange (TSE)‎

Volume 9, Issue 3, September 2021, Pages 105-126

10.22108/amf.2021.129072.1670

Mahmood Ramshini; Fatemeh Zarei; Abdolhosein Talebi Najaf Abadi; Fatemeh Asadi

The Value Content of Different Free Cash Flow Models in Tehran Stock Exchange with Emphasis on Industry Type

Volume 9, Issue 2, July 2021, Pages 21-46

10.22108/amf.2021.124885.1588

Javad Hosseini; Rasoul Baradaran Hassan zadeh; Ahmad Mohammady; Mahdi Zeynali

The Impacts of Non-Financial Information and Integrated Reporting Information on Decision-Making: Investment Behavior with an Empirical Approach

Volume 9, Issue 2, July 2021, Pages 99-124

10.22108/amf.2021.129706.1681

Yahya Kamyabi; Bahram Mohseni Maleki; Amir Javady nia

Investigating the Factors Affecting the Value of Cash held in the Companies Listed in Tehran Stock Exchange under Conditions of Uncertainty

Volume 9, Issue 2, July 2021, Pages 125-148

10.22108/amf.2021.124916.1583

Shahnaz Mashayekh; Sara Razani

Establishment of a Non-Linear Financial Network Based on its Typological Characteristics Based on Graph Theory (A Study in Tehran Stock Exchange)

Volume 9, Issue 1, April 2021, Pages 1-22

10.22108/amf.2020.122895.1538

Majid Montasheri; Hojjatollah Sadeqi

Investigating the Relationship between Corporate Risk-Taking and stock Liquidity with Firm Value

Volume 9, Issue 1, April 2021, Pages 23-40

10.22108/amf.2021.122474.1529

Mojtaba Golmohammadi Shuraki

Estimating Financial Stress in Iran's Economy: Emphasizing Its Consequences for Managing Business and Family Assets

Volume 9, Issue 1, April 2021, Pages 41-62

10.22108/amf.2020.123729.1553

Farzam Emadifar; Zohreh Tabatabaienasab; Seyed Yahya Abtahi; Jalil Totonchi

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

Evaluation of the Profitability of Momentum and Reversal Strategies of Industry in the Capital Market of Iran

Volume 9, Issue 1, April 2021, Pages 93-112

10.22108/amf.2020.115998.1401

Mohammad Esmaiel Fadaie Nejad; Reza Farahani; Mohammad Mhoseynabadi

Individual Investors’ Intensive Trading and Stock Returns: Evidence from Tehran Stock Exchange TSE

Volume 9, Issue 1, April 2021, Pages 113-138

10.22108/amf.2021.126141.1610

Seyyedeh Elham Tabatabaei; Ali Ebrahimnejad; Masoud Talebian

Asset Risk Behavior in Value and Growth Firms Under Stable and Adverse Market Conditions: Evidence from the Tehran Stock Exchange

Volume 8, Issue 3, June 2020, Pages 1-24

10.22108/amf.2019.115687.1385

Mojtaba Rostami Noroozabad; Abolhassan Jalilvand; Mir Feyz Fallashamss; Ali Saeedi

Introducing and Testing Firm's Life Cycle as a New Factor in Developing Multifactor Asset Pricing Models using Spanning Regression Approach

Volume 8, Issue 3, June 2020, Pages 53-84

10.22108/amf.2020.118267.1447

Mahdi Mirzaie; Mahmoud Botshekan; Abdullah Khani

The Effect of Stock Returns Volatilities on Working Capital Accruals: Considering the Moderating Effect of Financial Distress

Volume 8, Issue 3, June 2020, Pages 85-102

10.22108/amf.2019.115832.1391

Nader Khedri; Mohsen Dastgir; Afsaneh Soroushyar

Calculating Real Option Value under Different Approaches in the Tehran Stock Exchange

Volume 8, Issue 2, May 2020, Pages 1-12

10.22108/amf.2019.115211.1372

Reza Tehrani; Seyed Mojtaba Mirlohi; Mohammad Reza Golkani

Individual Investors’ Attention to Left Tail Risk

Volume 8, Issue 2, May 2020, Pages 69-88

10.22108/amf.2020.118954.1460

Mahshid Shahrzadi; Daryoosh Forooghi

Analyzing the Role of Block Trade in Generating Abnormal Returns and Impact in Idiosyncratic Volatility in Tehran Stock Exchange

Volume 8, Issue 1, November 2019, Pages 1-22

10.22108/amf.2018.111208.1256

Mohammadreza Mehrabanpour; Reza Tehrani; Hamid Jamshidi

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

Sophisticated Investors and Accruals Trading Strategy

Volume 7, Issue 4, November 2019, Pages 31-48

10.22108/amf.2019.114976.1366

Seyed Ehsan Hosseini; Seyed Abbas Hashemi

Momentum Strategies Based on Reference Points; Evidence from Adjustment and Anchoring Bias

Volume 8, Issue 1, November 2019, Pages 83-104

10.22108/amf.2018.108403.1212

Golamhossein Asadi; Maryam Davallou; Sobhan Eskini

Behavioral Bias, Abnormal Volume, and Abnormal Return

Volume 7, Issue 4, November 2019, Pages 81-96

10.22108/amf.2019.112224.1282

Mohammad Osoolian; Mozhgan Bazchi

Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)‎

Volume 6, Issue 4, August 2019, Pages 135-154

10.22108/amf.2018.102325.1053

Hassan Karnameh haghighi; Ali Rostami

Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection

Volume 6, Issue 4, August 2019, Pages 155-166

10.22108/amf.2018.108507.1216

Reza Raei; Saeed Bajalan; Alireza Ajam

Dynamic Correlation Structure; Securities Risk and Return

Volume 7, Issue 3, May 2019, Pages 1-26

10.22108/amf.2017.104204.1120

Maryam Davallou; Marzieh Khosravi

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)