Journal of Asset Management and Financing

Main Subjects = Asset Management

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

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

Journal of Asset Management and Financing

Journal Archive

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)