List of Articles Stock

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  1 - A Feasibility Study of Dissecting Stock Price Momentum Using Financial Statement Analysis
  hamid bodaghi Rezvan Hejazi Mohammad Reza Mehrabanpour
  10.22034/amfa.2023.1940400.1634
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  2 - Predict the Stock price crash risk by using firefly algorithm and comparison with regression
  Serveh Farzad Esfandiar Malekian Hossein Fakhari Jamal Ghasemi
  10.22034/amfa.2018.540830
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  3 - Financial Assessment of Banks and Financial Institutes in Stock Exchange by Means of an Enhanced Two stage DEA Model
  Mohammad Izadikhah
  10.22034/amfa.2020.1910507.1491
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  4 - Impact of Speculative Bubble on Stock Returns in Companies Listed on Tehran Stock Exchange
  Soheil Ali Hadi Yazdi
  10.22034/amfa.2019.553492.1089
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  5 - A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
  Salameh Barbat Mahnaz Barkhordariahmadi Vahid Momenaei Kermani
  10.22034/amfa.2021.1914207.1506
• Open Access Article
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  6 - Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
  Pejman Peykani Emran Mohammadi Mohsen Rostamy-Malkhalifeh Farhad Hosseinzadeh Lotfi
  10.22034/amfa.2019.581412.1155
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  7 - A Fuzzy Random Walk Technique to Forecasting Volatility of Iran Stock Exchange Index
  Navid Nasr Morteza Farhadi Sartangi Zahra Madahi
  10.22034/amfa.2019.583911.1172
• Open Access Article
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  8 - The Integration of Multi-Factor Model of Capital Asset Pricing and Penalty Function for Stock Return Evaluation
  Aliakbar Farzinfar Hossein Jahangirnia Hasan Ghodrati Reza Jamkarani
  10.22034/amfa.2019.584793.1180
• Open Access Article
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  9 - Pattern Explanation of Micro and Macro variables on Return of Stock Trading Strategies
  atefeh yazdani varzi Erfan memarian Seyed Ali Nabavi Chashmi
  10.22034/amfa.2021.1912667.1501
• Open Access Article
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  10 - Comparability of Financial Reports and Negative Skewness of firm-Specific Monthly Returns: Evidence from Iranian firms
  Mehdi Safari Gerayli
  10.22034/amfa.2019.1864043.1196
• Open Access Article
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  11 - Investigating the Effect of Business Strategy and Stock Price Synchronicity on Stock Price Crash Risk
  Ghazal Hosseinzadeh Zorofchi Alireza Heidarzadeh Hanzaei Mohammad Hasani
  10.22034/amfa.2019.585637.1187
• Open Access Article
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  12 - Impact of Momentum on Stock Returns in Different Market Conditions
  Alireza Ghiyasvand Roya Darabi Mohsen Hamidian
  10.22034/amfa.2019.577556.1138
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  13 - Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements
  Reyhaneh Enayayi Taebi Alireza Mehrazeen Mehdi Jabbari Nooqabi
  10.22034/amfa.2020.1878654.1319
• Open Access Article
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  14 - Factors Affecting Stock Prices Regarding Uncertainty and Asymmetric Information in Tehran Stock Exchange
  Monir Sadat Mirjamali Mehrabadi Seyed Abbas Najafizadeh Peyman Ghafari Ashtiani
  10.22034/amfa.2019.1866542.1214
• Open Access Article
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  15 - Stock price analysis using machine learning method(Non-sensory-parametric backup regression algorithm in linear and nonlinear mode)
  Aliasgar Davoodi Kasbi Iman Dadashi Kaveh Azinfar
  10.22034/amfa.2019.1869838.1232
• Open Access Article
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  16 - Applying Optimized Mathematical Algorithms to Forecast Stock Price Average Accredited Banks in Tehran Stock Exchange and Iran Fara Bourse
  Negar Aghaeefar Mohammad Ebrahim Mohammad Pourzarandi Mohammad Ali Afshar Kazemi Mehrzad Minoie
  10.22034/amfa.2019.580802.1150
• Open Access Article
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  17 - Identification the Periods of Formation and Bursting of Speculative Bubbles in Iranian Stock Market Using Quantitative Models
  Seyed Ali Nabavi Chashmi Mohammad Reza Mahjoob
  10.22034/amfa.2019.585775.1189
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  18 - The Empirical Test of the relationship between information asymmetry, Overvalued Equities and Stock Price Crash Risk
  Mirfeiz Fallahshams Zahra Razmian Moghadam
  10.22034/amfa.2019.1873371.1255
• Open Access Article
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  19 - Cost Malmquist Productivity index in non competitive environment of price in Data Envelopment Analysis and the use of it in the dealings of the Iranian Stock Exchange
  Elham Rezaei hezaveh Reza Fallahnejad
  10.22034/amfa.2019.1879646.1302
• Open Access Article
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  20 - The Effect of Industry Type on the Relationship between Financial Reporting Transparency and Financial Health in Tehran Stock Exchange
  Gholamreza Taherpour Ali Khozain Arash Naderian Gemadverdi Gorganli Doji
  10.22034/amfa.2020.1877543.1281
• Open Access Article
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  21 - Stock Option Pricing by Augmented Monte-Carlo Simulation models
  Jalal Seifoddini
  10.22034/amfa.2019.1879290.1297
• Open Access Article
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  22 - Stock price prediction using the Chaid rule-based algorithm and particle swarm optimization (pso)
  Aliasghar Davoodi Kasbi Iman Dadashi
  10.22034/amfa.2019.585043.1184
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  23 - Making Decision on Selection of Optimal Stock Portfolio Employing Meta Heuristic Algorithms for Multi-Objective Functions Subject to Real-Life Constraints
  Ali Sepehri Hassan Ghodrati Ghazaani Hossein Jabbari Hossein Panahian
  10.22034/amfa.2021.1915292.1525
• Open Access Article
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  24 - Stock Price Drift from the Content of Projected Earnings Information Resulting from Quarterly Operations: Evidence of the Contradiction Between Timeliness and Profitability
  Saeed Safari Bideskan Alireza Mehrazeen Abolghasem Masih Abadi
  https://doi.org/10.71716/amfa.2025.22021701
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  25 - Predicting Stock Price Crash Risk with a Deep Learning Approach from Artificial Intelligence and Comparing its Efficiency with Classical Predicting Methods.
  Meysam Rahmati Ehsan Taieby Sani
  https://doi.org/10.71716/amfa.2025.22111826
• Open Access Article
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  26 - Network Analysis of Interpersonal Relationships in Tehran Stock Exchange
  Reza Taghizadeh Amin Nazemi Mohammad Sadeghzadeh Maharluie
  10.22034/amfa.2020.1896072.1396
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  27 - To Study The Effect of Investor Protection on Future Stock Price Crash Risk
  Hassan Valian Fatemeh Jalali Mehdi Darvishan Mohamad Mehdi Mohamadi
  10.22034/amfa.2020.1877598.1287
• Open Access Article
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  28 - The Effect of Macroeconomic Variables on Stock Portfolio Performance Based on Traditional and Modern Network
  Yadegar Mohammadi Asfandiar Mohammadi Gharibeh Esmaili kia
  10.22034/amfa.2020.1865594.1205
• Open Access Article
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  29 - Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion
  Ahmad Darestani Farahani Mohammadreza Miri Lavasani Hamidreza Kordlouie Ghodratallah Talebnia
  10.22034/amfa.2020.1896210.1397
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  30 - Development of data envelopment analysis model for financial and social evaluation of companies based on stock returns and accounting value
  Mohammad Mir Darikvandi Gholamreza Farsad Amanollahi Ali Esmaelzadeh Mogheri Amirreza Keyghobadi
  10.22034/amfa.2021.1917433.1530
• Open Access Article
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  31 - An Algorithmic Trading system Based on Machine Learning in Tehran Stock Exchange
  Hamidreza Haddadian Morteza Baky Haskuee Gholamreza Zomorodian
  10.22034/amfa.2020.1894049.1380
• Open Access Article
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  32 - Investigating the role of arbitrage costs and feelings in the relation-ship between fundamental power strategy and stock returns
  Mohsen Hashemigohar Mojdeh Mansouri
  10.22034/amfa.2022.1927502.1586
• Open Access Article
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  33 - Investigating the Impact of Financial Development Indicators and Economic and International Trade Performance on the Stock and Financial Markets
  Sara Maleki Mehrzad  Minoie MirFeiz Falah Shams
  https://doi.org/10.71716/amfa.2024.22011683
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  34 - Hybrid Multilayer Perceptron Neural Network with Grey Wolf Optimization for Predicting Stock Market Index
  Meysam Doaei Seyed Ahmad Mirzaei Mohammad Rafigh
  10.22034/amfa.2021.1903474.1452
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  35 - The Effect of CEO Power on Stock Price Delay
  Saeid Baseri Hossein Jahangirnia Mohammad Kashanipour Reza Gholami Jamkarani
  10.22034/amfa.2021.1910334.1488
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  36 - Investigating the Relationship between Political Uncertainty and Market Irregularities: With Emphasis on the Risky Information Environment
  Hossin Sharifirad negar Khosravipoor sina kheradyar Mohammadreza Vatanparast
  10.22034/amfa.2021.1927600.1581
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  37 - Comparison of the Ability of Modern and Conventional Metaheuristic and Regression Models to Predict Stock Returns by Accounting Variables and Presenting an Effective Model
  Mahmood Kohansal Kafshgari Alireza Zarei Sodani Reza Behmanesh
  10.22034/amfa.2021.1920762.1547
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  38 - Presenting a Model for Predicting Various Types of Stock Movement Trends in Water-Intensive Industries Using a Decision Tree
  Mohammad  Bahmani Ali Lalbar
  https://doi.org/10.71716/amfa.2024.22121832
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  39 - Developing a Prediction-Based Stock Returns and Portfolio Optimization Model
  Farzad Eivani Davood Jafari Seresht Abbas Aflatooni
  10.22034/amfa.2021.1877733.1304
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  40 - Evaluating the Asymmetric Effects of Parallel Financial Markets Shocks on Financial and Commercial Risk as well as Cash Returns
  Farzin Axon Seyed Hossein Nasl Mousavi Abbas Ali Pour Aghajan
  https://doi.org/10.71716/amfa.2025.22031724
• Open Access Article
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  41 - Providing a hybrid strategy based on the theory of turbulence and price acceleration in the Iranian stock market
  Rohollah Hamidi Ali Saeedi Mohammad Khodaei Valazaghard Mehdi Naghavi
  10.22034/amfa.2022.1954354.1714
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  42 - Developing the Stock Pricing Model based on Bounded Rationality Theory
  Mohammad Noroozi Daruosh Foroghi farzad Karimi
  10.22034/amfa.2022.1940035.1632
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  43 - Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models
  Hamed Hamedinia Reza Raei Saeed Bajalan Saeed Rouhani
  10.22034/amfa.2021.1933112.1608
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  44 - Approach of Maximal Overlap Discrete Wavelet Transforms to Stock Return in the Iran Capital Market
  Roghayeh Samadi Mohammad Ezazi Reza Tehrani Seyed aligholi Roshan Mohammad Nabi Shahiki Tash
  10.22034/amfa.2022.1948898.1679
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  45 - Investigating the Relationship between Earnings Management and the Stock price bubble of the Firms Accepted in Tehran Stock Exchange
  Hassan Zalaghi Masoume Ghasemi Reza Madadian Moez
  10.22034/amfa.2021.1931527.1604
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  46 - Does Economic Freedom Affect Stock Returns? (Case study: Selected Countries of the Organization of the Islamic Conference)
  Aram Sepehrivand Abolghasem Hashemipour Isa Taheri
  10.22034/amfa.2022.1938038.1654
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  47 - Multiple portfolio optimization in Tehran Stock Exchange
  Shadi Khalil Moghadam Farimah Mokhatab Rafiei Mohamad Ali Rastegar Hamed Aghayi Bejestan
  10.22034/amfa.2022.1930153.1592
• Open Access Article
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  48 - Investigating the effect of managers' emotional and spiritual intelligence on the concurrence of stock prices and stock returns
  Mehdi Haj Ebrahimi Hossein Shafii Abbas Sheybani Tezerji
  10.22034/amfa.2022.1951311.1690
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  49 - Investigating the effects of time variables of gold, crude oil and foreign exchange markets on herding behavior in Tehran Stock Foreign exchange
  Sepideh Behnam Reza Tehrani Bita Tabrizian
  10.22034/amfa.2022.1964376.1778
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  50 - Stock Liquidity and Return Predictability; Is There a Connec-tion? (Evidence from an Emerging Market)
  Mojtaba Alifamian Ali Eshaghzade Abdolkarim Maleknia
  10.22034/amfa.2022.1957711.1744
• Open Access Article
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  51 - Providing the optimal model for stock selection based on momentum, reverse and hybrid trading strategies
  Seyed Saadat Hosseini Asgar Pakmaram Nader Rezaei Rasol Abdi
  https://doi.org/10.71716/amfa.2024.22101811
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  52 - Impact of Investors' Sentiments on Volatility of Stock Exchange Index in Tehran Stock Exchange
  roozbeh balounejad nouri Fatemeh bagjavany Masoumeh Amiri Hosseini
  10.22034/amfa.2023.1963410.1773
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  53 - Explaining stock anomalies using multifactorial asset pricing models
  Morteza Mahmoudi jamal bahri sales Saeed Jabbarzadeh Kangarlouie Ali Ashtab
  10.22034/amfa.2022.1946418.1662
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  54 - Investigating the effect of stock tendency of stock collision to fluctuation limit and price fluctuation threshold and change the basis of fluctuation limit in creating returns fluctuations
  Mahdieh Farahbakhsh Majid  Zanjirdar Hossein Jahangirnia Mojgan Safa
  https://doi.org/10.71716/2024.21011544
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  55 - Presenting an Explanatory Model of Stock Price Using Deep Learning Algorithm
  Mojtaba Bavaghar Zaeimi Gholamreza Zomorodian Mehrzad Minooee Amirreza Keyghobadi
  https://doi.org/10.71716/amfa.2024.22031717
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  56 - Analyzing the Effect of Monetary Volatility on the Iranian Stock Market
  Nafiseh Vatanchi MirFaiz Falah Shams Lialestani Gholamreza Zomorodian
  https://doi.org/10.71716/amfa.2025.22091793
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  57 - Firm Value, Tax Evasion, Tax Planning Opportunity and Financial Crisis of Firms
  Navid Paidarmanesh Alireza Mehrazin Mohammad Reza Abbas zadeh Abolghassem Massihabadee
  https://doi.org/10.71716/amfa.2024.22091795
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  58 - Voluntary Disclosure Dynamics under Risk and Ambiguity for Digital Corporates in Tehran Stock Exchange Market
  Mohammad Feghhi Kashani Teimor Mohammadi Hadi Pirdaye
  https://doi.org/10.71716/amfa.2024.23021855
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  59 - The Study of the Effect of Fraction Resulted of Bad News on Stock Returns Emphasizing the Regulatory Power of Information Disclosure Policies
  Mahbobeh Eibakabadi
  10.22034/amfa.2017.531301
• Open Access Article
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  60 - The Impacts of Financial Structure on Financial Performance of Banks listed in Tehran Stock Exchange: An Empirical Application
  Esmaeil Balouei Ali Asghar Anvary Rostamy Seyyed Jalal Sadeghi Sharif Ali Saeedi
  10.22034/amfa.2018.544946
• Open Access Article
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  61 - Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH
  Hossein Panahian Seyed Reza Ghazi Fini
  10.22034/amfa.2018.540828
• Open Access Article
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  62 - Studying the Role of Marketing Intensity on the Relation of Financial Leverage and Firm Function
  Khosro Dalvand Mahtab Tabatabaie
  10.22034/amfa.2018.544947
• Open Access Article
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  63 - The Effects of Accruals and Cash Flow Anomalies on Net Profit and Abnormal Stock Returns in Accepted Companies in Tehran Securities Exchange
  Saeid Barati Hossein Karbasiyazdi
  10.22034/amfa.2017.531315
• Open Access Article
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  64 - Investigating the Effect of Investors' Behavior and Management on the Stock Returns: Evidence from Iran
  Hossein Jokar Kazem Shamsaddini Vahid Daneshi
  10.22034/amfa.2018.544948
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  65 - A Long-term Casual Nexus between Stock Price and Dividends: Empirical Evidence from the Accepted Firms in Tehran Stock Exchange
  Mahboobe Motakiaee
  10.22034/amfa.2016.526243
• Open Access Article
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  66 - Investigating the Effects of Large Block Transactions and Owner-ship Nature on Non-Financial Disclosure
  Mahmood Kohansal Kafshgari Seyed Hossein Mirjamali Monir Mirjamali
  10.22034/amfa.2017.533101
• Open Access Article
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  67 - Impacts of Cash Dividend Components on Earning Persistence and Return on Stock
  Ali Moghaddam Dorna Aslani
  10.22034/amfa.2018.539134
• Open Access Article
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  68 - The Relationship Between Non-Transparent Financial Reporting and Risk Stock Futures Fall Due to the Size and Performance
  Saeid Khalajestani Alireza Farshidpour
  10.22034/amfa.2017.531318
• Open Access Article
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  69 - Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model
  Gholamreza Zomorodian Laleh Barzegar Soghra Kazemi Mohammad Poortalebi
  10.22034/amfa.2016.527821
• Open Access Article
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  70 - Financial Statement Comparability and the Expected Crash Risk of Stock Prices
  Barhram Parsa Fatemeh Sarraf
  10.22034/amfa.2018.544951
• Open Access Article
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  71 - Developing a Paradigm for Fair Valuation in Tehran Stock Exchange
  Hamidreza Shammakhi
  10.22034/amfa.2017.531320
• Open Access Article
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  72 - Impact of Long-term Debt on Overinvestment Problem of Agency
  Azade Shahab Mohammad Mohammad Zaheri Nahid Asadi
  10.22034/amfa.2017.536269
• Open Access Article
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  73 - Forecasting Stock Trend by Data Mining Algorithm
  Sadegh Ehteshami Mohsen Hamidian Zohreh Hajiha Serveh Shokrollahi
  10.22034/amfa.2018.539138
• Open Access Article
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  74 - Machine learning algorithms for time series in financial markets
  Mohammad Ghasemzadeha Naeimeh Mohammad-Karimi Habib Ansari-Samani
  10.22034/amfa.2020.674946