Analyzing the Influence of Company's Business Strategy and Its Components as a Factor of Information Risk on Excess Stock Returns

Volume 12, Issue 4, October 2024, Pages 19-38

10.22108/amf.2024.141071.1872

Alireza Rahrovi Dastjerdi; Daryoosh Forooghi; Zahra Moradi

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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An Investigation of the Effect of Exchange Rate on the Pharmaceutical Industry Stock Return in Tehran Stock Exchange: An Application of the Markov Switching Approach

Volume 6, Issue 2, May 2018, Pages 35-56

10.22108/amf.2017.21420

Hasan Heidari; Yousef Mohammadzadeh; Arash Refah-Kahriz

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The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange

Volume 6, Issue 3, May 2018, Pages 37-50

10.22108/amf.2017.100287.1000

Gholamreza Mansourfar; Mehdi Heidari; Mohsen Farhadi Sharif Abad

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A Comparison between Fama-French Five Factor Model and Carhart Four-Factor Model in Explaining the Stock Return of Companies Listed in the Tehran Stock Exchange

Volume 5, Issue 1, January 2017, Pages 17-30

10.22108/amf.2017.21150

Hamid Reza Vakilifard; Elahe Badrian; Mohammad Ebrahimi

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Theoretical and Empirical Analysis of the Effect of Comparative Influence of Market Production on Stock Returns of Companies Listed in the Tehran Stock Exchange

Volume 5, Issue 1, January 2017, Pages 31-44

10.22108/amf.2017.21151

Ahmad Googerdchian; Hassan Heidary Soltanabadi; Zeinab Mtofares

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Credit Ranking of Firms Using Option Pricing Adjusted with Duration

Volume 4, Issue 1, June 2016, Pages 51-68

10.22108/amf.2016.20632

Abbas Aminpour Joubeni; Naser Shams Gharneh; Akbar Esfahani Pour

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Comparing Accuracy of State Space Model and Ordinary Least Squares (OLS) in Predicting Stock Return by Fama and French Three-Factor Model in Tehran Stock Exchange

Volume 3, Issue 2, September 2015, Pages 69-78

Gholamhossein Golarzi; Ashkan Chehrenegar

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Examination of the Mispricing of Abnormal Accruals on the Tehran Stock Exchange from 1381 to 1389

Volume 2, Issue 3, December 2014, Pages 1-16

Sara Shahryari; Farshad Salim

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The impact Stock market misvaluation on firm’s investment decisions

Volume 1, Issue 3, March 2014, Pages 81-98

Mahdi Bashiri Joibari; Kamran Pakizeh

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Effect of Different Levels of Liquidity Measures on the Premium Stock Returns Using the Four-Factor Model of Fama and French

Volume 1, Issue 2, December 2013, Pages 69-86

Sahar Ghojavand; Ziba Ghojavand; Abbas Hashemi

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Competition between Informed Investors over Information and the Pricing of Information Asymmetry

Volume 1, Issue 2, December 2013, Pages 127-144

Hamid Reza Miisavian Khalil Abad; Gholamreza Kordestani

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Investigation of impact of after-market liquidity on IPO price in Tehran Stock Exchange

Volume 1, Issue 1, September 2013, Pages 63-74

Leila Bateni; Zahra Poorzamani; Fraydoon Rahnama rood poshti

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