List of Articles Volatility

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  1 - The Impact of Audit Committee on the Relationship between Financial Reporting Readability and Specific Volatility of Stock Returns
  Abdolrasoul Rahmanian Koushkaki Ali Akbar Alahyari Kamal Bagherzadeh Houshmandi Mehdi Mehravar
• Open Access Article
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  2 - The Investigation of Cash Flow Volatility on Systematic Risk in Accepted Companies in Tehran Stock Exchange
  Younes Badavar-Nahandi Hossein Bevrani Hamzeh Abravan
• Open Access Article
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  3 - A numerical method for pricing American option on Mercantile exchange (case study of wheat and soybean)
  Rafi Hassani Moghaadam Hanif Heidari Seyed Rohollah Ahmadi Haji Abadi Abbas Ebrahimi
  10.30495/jnrm.2022.62933.2146
• Open Access Article
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  4 - The relationship between Conditional conservatism of accounting and The Stock Price Crash Risk
  Omid Farhad Touski Rahman doostian
• Open Access Article
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  5 - Designing the financial stress index based on the turbulence of global variables and its relationship with the index of the Tehran Stock Exchange and the exchange rate
  hamidreza reisizadeh میرفیض فلاح شمس Gholamreza Zomorodian
• Open Access Article
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  6 - Investigating effect of mean residence time on herd behavior on Tehran stock exchange index volatility by Heston model
  Zahra Shirazian
• Open Access Article
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  7 - Information Flow and Stock Return Predictability
  Mohammad Rahimi Abolfazl Shahabadi
• Open Access Article
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  8 - Investigation of Multifractaly Models in Finance
  Fraydoon R. Roodposhti Mahdeyeh Klantari Dehaghi
• Open Access Article
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  9 - The effect of Overconfidence on Investors Behaviors: Evidences from Tehran Stock Exchange
  S. Morteza Mousavi M. Ebrahim Aghababaei
• Open Access Article
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  10 - Introducing an Early Warning System for High Volatility in Tehran Stock Exchange: Markov Switching GARCH Approach
  Younes Nademi Esmaeil Abounoori Zahra Elmi
• Open Access Article
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  11 - The Relationship between Holding Periods for Common Stocks with Bid-Ask Spread, Market Value of the Firm and Return Volatility in Tehran Stock Exchange
  علی جعفری مهسا هنرمند حمید ذوالفقاری امیر رسائیان
• Open Access Article
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  12 - Capital Increase & Abnormal Return From Evidence Tehran Stock Exchange
  جواد عبادی اسماعیل حسن پور
• Open Access Article
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  13 - Momentum, Origin of Specific Volatility
  Maryam Davalo
• Open Access Article
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  14 - Investigation of Volatility Forecast Errors using Geometric Brownian Motion and GARCH Models in Sector Indices of Tehran Securities Exchange
  Ershad Emami Alireza Heidarzadeh Hanzaei
  10.30495/jfksa.2022.21084
• Open Access Article
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  15 - Forecasting Stock Return Volatility for the Tehran Stock Exchange by Algorithm MCMC and Metropolis-Hasting approach
  Shahram Fattahi azad khanzadi Maryam Nafisi Moghadam
• Open Access Article
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  16 - Providing a model for tail risk estimation using extreme Value mixture models (Parametric, semi-parametric and non-parametric)
  ali soori bahman esmaeili vahid nobakht
  10.30495/jfksa.2021.19253
• Open Access Article
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  17 - Investigation of relation between the currency rates of volatility on open position of Tejarat bank
  H. Ebrahimi
• Open Access Article
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  18 - Investigation of turbulence Contagion and risk dynamics of real and virtual currency with DCC conditional model
  ALI BAGHBAN HAMIDREZA KORDLOUIE mirfeyz fallah Reza Gholami Jamkarani
  10.30495/jfksa.2022.21086
• Open Access Article
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  19 - Forecasting Petroleum Futures Markets Volatility with GARCH and Markov Regime-Switching GARCH Models
  مرتضی بکی حسکوئی فاطمه خواجوند
• Open Access Article
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  20 - Modeling Financial return with Markov Time-Varying Mixed Normal GARCH Model
  Shirin Alipour Fatemeh Azizzadeh Khosro Manteghi
• Open Access Article
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  21 - The Study of Volatility Trend in Tehran’s Stock Exchange
  سید علی آل عمران رویا آل عمران
• Open Access Article
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  22 - The study of popularity theory in Iran's financial market and its relationship with stock returns and stock returns volatilities in Tehran Stock Exchange
  S. Alireza Mirarab baygi Hashem Mokari Mohsen Nazarizadeh
• Open Access Article
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  23 - Prediction Stock Volatility and Probability Extreme Return
  felor ghorashi ghodratollah emamverdi Sayedeh Mahboubeh Jafari Ali Baghani Yadollah NouriFard
• Open Access Article
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  24 - Investigating the Limits-of-Arbitrage and Arbitrage Asymmetry on the Idiosyncratic Volatility Return Premium in the Tehran Stock Exchange
  hamidreza heidari Elham Farzanegan
  10.30495/jfksa.2023.22392
• Open Access Article
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  25 - Investigating the existence of magnet effect caused by price limit volatility and the role of institutional investors on it
  Mirfaze Fallah Shams S. M. Mousavieyvanaki
• Open Access Article
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  26 - Providing a Comprehensive Model for Measuring the Stock Price Bubble in Portfolio Management with a Behavioral Approach
  ALI RAMEZANI fereydon rahnama HAMIDREZA KORDLOUIE Shadi Shahverdiani
  10.30495/jfksa.2023.22462
• Open Access Article
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  27 - Analyzing the structural breaks and the exchange market turbulence on volatility spillovers between exchange rates and Tehran Stock Exchange
  alireza Erfani Mohammadmehdi Gholizadeh
• Open Access Article
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  28 - The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume
  Nezamodin Rahimian Ali Khozein Jamal Mohamadi
• Open Access Article
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  29 - Analyzing the structural breaks and the exchange market turbulence on volatility spillovers between exchange rates and Tehran Stock Exchange
  Amir Yazdinejad abdolmajid dehghan
• Open Access Article
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  30 - Variables affecting the volatility of Tehran Stock Exchange Price Index (TEPIX)
  عزت اله عباسیان سامان فلاحی حبیب سهیلی احمدی
• Open Access Article
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  31 - The Effect of Exchange Rate and its Volatility on Stock Price Index in Iran
  Azadeh Mehrabian Ilnaz Chegeni
• Open Access Article
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  32 - Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model
  Monireh Dizaji Asghar Romuozi Asgar Pak Maram Ali paytakhti Oskouie
  10.30495/ijfaes.2023.73861.10137
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  33 - Increasing performance and innovation in medical centers by implementing a competitive strategy
  mohamadtaghi amini Hassan Forati Mehdi Haddadzadeh mehrdad parisai
• Open Access Article
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  34 - Assessing the Exchange Rate Fluctuation on Tehrans Stock Market Price: A GARCH Application
  Maryam Khalili Araghi Meisam Mohazzab Pak
• Open Access Article
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  35 - Augmented Dickey Fuller and Johansen Co-integration Tests of Oil Price Volatility and Stock Price in Emerging Capital Market: A Case of Nigeria
  E. Godsday Okoro
• Open Access Article
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  36 - Investigation the sudden volatility of stock value of the Tehran stock exchange relying on preferences of investors and quality of accounting information
  Mohammad Kheiry Hadi Esmaeilpour Moghadam Vahid Dehbashi
• Open Access Article
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  37 - Clustering of volatility and its asymmetry in Tehran Stock Exchange
  زهرا شیرازیان hashem NIKOUMARAM Taghi´´´ TORABI
• Open Access Article
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  38 - Latent Volatility Modeling and Bayesian Analysis of stochastic Volatility of Intraday Data of Tehran Stock Exchange Index Based on Markov Monte Carlo Chain
  Saeed Shahriyari Peyman Iman zadeh Mehdi Khoshnood
• Open Access Article
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  39 - Effect of Dividend Reduction and Corporate Tax Avoidance on Stock price crash risk (Negative skewness approach and low volatility approach)
  parviz dindar farkoushy Hossein Panahian Hossein jabbari
• Open Access Article
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  40 - Impact of cash flow shock and stock prices on stock price forecast In the Tehran Stock Exchange
  iraj noravesh narges mohseni اکبر رحیمی پور
• Open Access Article
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  41 - The Impact of Real Earning Management on Investors' Asymmetric Perceptions in the Capital Market: Examination of the moderating role of Excess Stock Price Volatility
  Leila Zamanianfar Bahman Banimahd zahra dianati dalami
• Open Access Article
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  42 - Investigating Spillover between the Oil Markets and Stock Market Volatility using Bayesian Multivariate Stochastic Volatility Model
  Ali Farhadian Moslem Nilchi
• Open Access Article
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  43 - Measuring systemic risk and the effect of fundamental variables on it in the country's banking system
  leila barati Mirfaiz Falah Shams Farhad Ghafari Alireza Heidarzadeh Hanzaei
• Open Access Article
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  44 - Condensed Turbulence Influence of Return on Banks Accepted in the Stock Exchange
  rahman doostian babak jamshidi navid mehrdad ghanbary Abdolmajid Dehghan
• Open Access Article
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  45 - The effect of size and intensity of price jumps on forecasting index volatility in Tehran Stock Exchange
  mohsen rajab boloukat ali baghani Ali Najafi Moghadam fatemeh sarraf norouz noorolahzadeh
• Open Access Article
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  46 - The Analysis and Test of Spillover and Volatility of Global Markets for Petrochemical Products and Base Metals (Based on Copula family models)
  Mahsa Banakar Hashem nikoomaram Hasan Ghalibaf Asl Mehrzad Minouie
• Open Access Article
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  47 - Investigating the effect of companies' political relations with the government and information asymmetry on short-term and long-term stock price volatility after initial public offering
  razieh marvi Afsaneh tavangar hamzekolaie Farzaneh heidarpoor ali rohy
• Open Access Article
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  48 - The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran
  Reza Tehrani Hosein Bayginia
• Open Access Article
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  49 - Idiosyncratic Risk and Market Friction in Investment Process
  Mehdi Gholipur Khanegah Reza Eyvazloo Saeed Mahmoodzade Mehdi Rameshg
• Open Access Article
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  50 - Constant Conditional Correlation Volatility Transmission Model with Long Memory Effect, evidence from Tehran and Dubai Stock Market
  Seyed Mohammad Seyedhosseini Seyed Babak Ebrahimi Masoud Babakhani
• Open Access Article
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  51 - Testing investment strategies based on behavioral finance
  Hashem Nikoomaram Ali Saeedi Kiarash Mehrani
• Open Access Article
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  52 - Price Limit Effects on Stock Prices Behavior: A Contrarian Investment Strategy Approach
  Hamid Reza Vakili fard Jalal Seifoddini Arash Abjadpour Hossein Maghsoud
• Open Access Article
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  53 - Investigation of Quick Reaction of Tehran Securities Exchange to International Economic Announcement Publications
  Ahmadreza Shiri Mehdi Khorramabadi
• Open Access Article
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  54 - Investigation the Un-Suretunetly of Exchange Rate On Index Price & Level of Investment In Tehran Stock Index (Using VAR and GARCH Models)
  M. Hossein Ranjbar M. Feiz Fallah Shams Rouhollah Rezazadeh
• Open Access Article
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  55 - The effect of maturity date, trade volume and open interests on gold coin future price volatility
  Reza Raei Azam Honardoost Yunes Salmani Peyman Tataei
• Open Access Article
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  56 - Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies
  Saeed Moradpour Reza Tehrani Seyed Mojtaba Mirlohi Ezatolah Abbasian
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  57 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship
  Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi
• Open Access Article
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  58 - Investigation volatility spillovers between oil market and stock index return
  Mohammad Hashem Botshekan Hosein Mohseni
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  59 - Simulating Exchange Rate Volatility in Iran Using Stochastic Differential ‎Equations‎
  P. Fakhraiepour‎ P. Nabati R. Taghizadeh
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  60 - Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach
  Kianoush Fathi Vajargah Hossein Eslami Mofid Abadi Ebrahim Abbasi
  10.22034/amfa.2020.1902265.1446
• Open Access Article
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  61 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models
  Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia
  10.22034/amfa.2022.1932695.1605
• Open Access Article
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  62 - 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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  63 - Designing a Model to Investigate the Process of Forming Cluster Fluctuations According to the Fractal Structure in Financial Markets
  Amin Amini Bashirzadeh Shahrokh Bozorgmehrian Bahareh Banitalebi Dehkordi
  https://doi.org/10.71716/amfa.2024.22111830
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  64 - 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
• Open Access Article
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  65 - 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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  66 - 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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  67 - Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process
  Maryam Tahmasebi Gholam Hossein Yari
  10.22034/amfa.2020.674944
• Open Access Article
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  68 - A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment
  Mohammad Azim Khodayari Ahmad Yaghobnezhad Khalili Eraghi Khalili Eraghi
  10.22034/amfa.2020.674953
• Open Access Article
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  69 - The Mechanism of Volatility Spillover and Noise Trading Among Financial Markets and The Oil Market: Evidence from Iran
  Sharareh Taheri Abdolmajid Abdolbaghi Ataabadi Mohammad Hossein Arman Majid Vaziri Sarashk
  10.30495/jsm.2022.1960629.1656
• Open Access Article
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  70 - The effect of Firm Investment on Future volatility of Stock Returns by Considering the Moderating Effect of Accounting Conservatism
  Mehdi Haghighat shahrestani Mohsen Dastgir Afsaneh Soroushyar
• Open Access Article
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  71 - Forecasting Daily Volatility and Value at Risk with High Frequency Data
  Amir Mohammad Zadeh Sahar Masoud Zadegan
• Open Access Article
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  72 - The Effect of financial and trade liberalization on stock market volatility in Selected Developing Countries: dynamic data panel approach
  sirvan aghaie Mohammad Sokhanvar tahereh akhoondzadeh
  10.30495/eco.2022.1933433.2540
• Open Access Article
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  73 - An Empirical Examination of Stability, Predictability and Volatility for Capital Markets in Persian Gulf Rim
  yadollah Dadgar Behzad Vamaziari
• Open Access Article
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  74 - The Impact of Economic Sanctions on the Amount of Dependence between Oil and Financial Market (Extremal Dependence Approach)
  Tahereh Nowrouzifar shahram fattahi Kiomars sohaili
• Open Access Article
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  75 - Long-run Relationship between the Volatility of Effective Real Exchange Rate and Industrial Return Index in Tehran Stock Exchange Market (Multivariate GARCH Approach)
  Esmaeil Aboonouri AmirMansour Tehranchian Mostafa Hamzeh
• Open Access Article
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  76 - The Effect of Central Bank Transparency on the Output Volatility
  Mohamad ali Ehsani Reza Izadi
• Open Access Article
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  77 - Exchange Rate Pass-Through into Import Price in Iran Economy with Emphasis on Volatility of Oil Revenues (Nonlinear Approach)
  Mana Mesbahi Hosein Asgharpour Jafar Haghighat Seyed Alireza Kazerooni firooz fallahi
• Open Access Article
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  78 - The Effect of Working Capital Management indicators on Firm Value and Stock Return Volatility
  mohamad mohamadi
• Open Access Article
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  79 - The Impact of Abnormal Stock Returns on Future Volatility of Stock Returns
  Mohammad Alavi Sheshtamed Hamidreza Vakili Fard Amir Reza Keyghobadi
• Open Access Article
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  80 - روابط قیمتی و اثرات سرریز نوسانات قیمت در بازار برنج ایران
  محمد کاوسی کلاشمی محسن کاوسی کلاشمی
• Open Access Article
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  81 - Investigating the Relationship Between CEO Characteristics and their Interactive Composition with Financial Risk Volatility
  ,Seyed Mehdi miraeez Seyed Hesam Vaghfi
  10.30495/msds.2022.1952574.1039
• Open Access Article
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  82 - Cybernetics as a management fad
  Mohammad HassanZadeh Zeinab Sedighi Mansoureh HoseiniShoar
• Open Access Article
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  83 - The Effects of Entry of Real Shareholders and Exchange Rate Volatility on the Return on Assets in the Pharmaceutical Materials and Products of Tehran Stock Exchange (Dynamic Panel Data Approach)
  Fereshteh Shams Safa marjan damankeshideh Majid AfsharRad Manijeh HadiNejad Alireza Daghighi Asl
• Open Access Article
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  84 - The risk of stock price crash and the factors affecting it in companies registered in Tehran Stock Exchange
  Yazdan Gudarzi Farahani morvarid khajeh Albert Boghozian Mojtaba Mirlohi Nasser Asgari
• Open Access Article
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  85 - The Impact of Exchange Rate Volatility and Uncertainty on Stock Returns in Tehran Stock Exchange (Case Study: Agriculture and Food Industry)
  Ehsan Rajabi
  10.30495/ECOMAG.1402.1045575
• Open Access Article
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  86 - Effect of Stock Market Volatility on Banks Performance Accepted in Tehran Stock Exchange
  Hoda Hemmti Abdorrahman Abbasifar
• Open Access Article
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  87 - The Effect of Exchange rate volatility and Economic sanctions on Tax revenue in Iran
  مونا منصوری محمد خضری فاطمه زندی بیژن صفوی
  https://doi.org/10.71818/ecj.2025.1062482
• Open Access Article
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  88 - بررسی اثر نوسانات نرخ ارز بر اشتغال در ایران
  کریم امامی الهه ملکی
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  89 - واژه‌های کلیدی: سرریز تلاطم ، معاملات اختلال زا ، بازارهای مالی ، مدل آرچ ، مدل گارچ . طبقه بندی JEL : C22.C32.G11,G4
  Sharara Taheri Abdul Majid Abdul Baqi Attaabadi majid vaziri sarashk Mohammad Hossein Arman
  10.30495/fed.2023.702186
• Open Access Article
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  90 - The dynamics of economic growth and output volatility
  Karim Emami Shohreh Vakilian
• Open Access Article
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  91 - America's Exit from Joint Comprehensive Plan of Action and Turbulence in Iran's economy
  Amir Sajedi Sinaz Sajedi Sajedi
  DOR:20.1001.1.24234974.1398.12.46.4.7
• Open Access Article
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  92 - Analysis of stock returns response to non-systematic risk torque measurement models with a simultaneous role of arbitrage constraints and limited investor
  رقیه طالبی مجید زنجیردار محمدرضا پورفخاران
  DOI: 10.30495/FAAR.1403.1073177
• Open Access Article
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  93 - The Evaluation of Conditional Conservatism as Risk Factor
  Gholamreza Kordestani Mohammad Asle Roosta
• Open Access Article
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  94 - Effects oF Accruals Qulity on Conditional Volatility
  سلاله فیض اللهی کسینی مریم لشکری زاده
• Open Access Article
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  95 - The Relation between Firm Size and Stock Return Volatility in Different Capital Market Conditions
  Shahnaz Mashayekh Nasim Harraf Amughin
• Open Access Article
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  96 - The Relationship between Stock Returns and Return Fluctuations with the Liquidity of the Stock Market of Companies Listed on the Tehran Stock Exchange during the Outbreak of the Corona Virus
  Zahra Hooshmand Naqabi Hossein Eslami Mofid Abadi Mohammed Aghasi
  10.30495/faar.2022.698386
• Open Access Article
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  97 - Performance Quality, Stock Returns and Idiosyncratic Volatility
  Mohammad Amri-Asrami
  10.30495/faar.2023.705565
• Open Access Article
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  98 - The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility
  hossein rad kaftroudi mohammadhasan gholizadeh mahdi fadaei
• Open Access Article
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  99 - Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index
  Ebrahim Haj Khan Mirzaye Sarraf Teymour Mohammadi Mohammad Reza Salehi Rad Reza Taleblou
• Open Access Article
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  100 - Modeling and predicting stock market volatility using neural network and conditional variance patterns
  ali rastinfar mahmood hematfar
• Open Access Article
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  101 - Asymmetric effects of volatility in Iran and UAE stock marke
  Esmaiel abouoori mohammd Noferesti Mansour tour
• Open Access Article
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  102 - The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model)
  Mahsa Banakar Hashem Nikoomaram Hasan Ghalibaf Asl Mehrzad Minouei
• Open Access Article
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  103 - Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model
  Saeed Shahriyari Peyman Iman zadeh mehdi khoshnood
• Open Access Article
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