Journal of Asset Management and Financing

Main Subjects = Asset Management

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

Implementation of Organizational Risk Management; Identification, Analysis, and Evaluation (Case Study: Active Financial Institution in Iranian Capital Market)

Volume 7, Issue 2, May 2019, Pages 1-24

10.22108/amf.2018.110464.1242

Abolhassan Jalilvand; Mojtaba Rostami Noroozabad; Ehsan Askari Firoozjaei; Milad Rahmaniani

Investigating the Performance of Active and Passive Individual Investors in Tehran Stock Exchange by Using Portfolio Study and Own Benchmark Abnormal Return Approaches

Volume 7, Issue 2, May 2019, Pages 25-40

10.22108/amf.2019.113182.1308

Naser Jamshidi; Mohammad Esmaiel Fadaie Nejad

Investigating the Effect of Product Market Competition on Financial Performance by Moderating Role of Information Disclosure Quality: The Companies Listed in Tehran Stock Exchange

Volume 7, Issue 1, April 2019, Pages 29-44

10.22108/amf.2018.108951.1236

Mohsen Akbari; Mahsa Farkhondeh; Zahra Ayagh

The Dynamic Model of Valuation for the Bank Stocks (Case Study of Banks of Mellat, Tejarat, Eghtesad-e-Novin, and Karafarin)

Volume 7, Issue 1, April 2019, Pages 113-134

10.22108/amf.2018.107983.1198

Ehsan Aghasi; Nader Mehregan; Mehdi Asima

The Examination of Relationship between Stock Systematic Risk and Skewness of Returns

Volume 6, Issue 1, May 2018, Pages 1-10

10.22108/amf.2017.21176

Zohreh Hajiha; Fatemeh Safari

A Hybrid Approach for Economic Value Added and Dividends in Portfolio Optimization Using Goal Programming

Volume 6, Issue 2, May 2018, Pages 1-14

10.22108/amf.2017.21354

Saeed Safari; Mohamad Javad Sheikh; Yousef Moshtaghi

Margin Setting to Short and Long Futures Contract Positions by Coherent Risk Measures

Volume 6, Issue 3, May 2018, Pages 1-14

10.22108/amf.2017.21384

Ali Saghafi; Mir Feyz Fallahshams; Alireza Naserpoor

The Effect of Investments in Intangible Assets in the Explanatory Impact of Financial Health and Agency Problems on the Market Value Company's

Volume 6, Issue 1, May 2018, Pages 11-28

10.22108/amf.2017.21170

Javad Nikkar Nikkar; Mahmod Hemat far; Maryam Esami

Investigation of the Effect of Information Quality on Stock Liquidity Risk and Market Risk

Volume 6, Issue 2, May 2018, Pages 15-34

10.22108/amf.2017.21171

Mahmoud Mousavi SHiri; Masoumeh Roshandel; Hassan KHalatbari

Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model

Volume 6, Issue 3, May 2018, Pages 15-36

10.22108/amf.2018.91647.0

Sajad Jamshidi; Gholam Reza Zamanian

Factors Affecting Stock Return of Firms Listed in Tehran Stock Exchange: Meta-analysis Approach

Volume 6, Issue 1, May 2018, Pages 29-50

10.22108/amf.2017.21193

Bagher Asgarnezhad Nouri

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)