بهار 1399

10.22108/amf.2020.24566

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

Pages 1-22

10.22108/amf.2018.111208.1256

Mohammadreza Mehrabanpour; Reza Tehrani; Hamid Jamshidi

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• PDF 1.1 M

Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange

Pages 23-40

10.22108/amf.2018.105837.1155

Nemat Rastgoo; Hossein panahian

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• PDF 1.17 M

Analysis of Investors’ Reaction to Unexpected Earnings Under Market Uncertainty

Pages 41-56

10.22108/amf.2018.104187.1116

Narges Hamidian; Mahdi Arabsalehi; Hadi Amiri

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Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models

Pages 57-82

10.22108/amf.2018.107307.1189

Mojtaba Biek Khormizi; Meysam Rafei

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• PDF 1.49 M

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

Pages 83-104

10.22108/amf.2018.108403.1212

Golamhossein Asadi; Maryam Davallou; Sobhan Eskini

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• PDF 1.08 M

Disciplining Role of Debts, Information Asymmetry, and Firm Value: Two-Step Generalized Methods of Moments

Pages 105-122

10.22108/amf.2019.115793.1390

Abbas Aflatooni

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A Study on Stock Price Informativeness Model based on the Role of Managers’ Reputation Motivation (Evidence from the Companies Listedin Tehran Stock Exchange)

Pages 123-136

10.22108/amf.2020.118068.1444

Majid Montashery; Daryush Farid

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• PDF 887.62 K