مرور Volume 1, Issue 2 بر اساس تاریخ انتشار
در حال نمایش موارد 1 - 6 از 6
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Measuring Diversification and Information Risk in Iran’s Mutual Funds
(Iran Finance Association, 2017-10-01)This study aims to investigate the correlation between the diversification and accruals quality (AQ) in Iran's mutual funds considering two main hypotheses and four sub-hypotheses. This research investigates the effects ...
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Reviewing & Offering a Solution of Transferring Catastrophic Risk to Iranian Capital Market
(Iran Finance Association, 2017-10-01)Iran allocated 6% of the world's natural disaster fatality, while the country only has one percent of the world's population. More than 40 natural disasters have been recognized globally. According to the evaluations carried ...
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Investigation the strength of Five-factor model of Fama and French (2015) in describing fluctuations in stock returns
(Iran Finance Association, 2017-10-01)Prediction of stock returns is always one of the most important discussions of financial markets, which has led to introducing of various models to pricing financial assets, one of the most important of these models is to ...
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange
(Iran Finance Association, 2017-10-01)Optimal Portfolio Selection is one of the most important issues in the field of financial research. In the present study, we try to compare four various different models, which optimize three-objective portfolios using ...
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A Multiscale Pricing Model with the Wavelet Analysis Approach, Fama-French Three-Factor Model, and Nonliquidity in Tehran Stock Exchange
(Iran Finance Association, 2017-10-01)The aim of this paper is to analyze the multiscale pricing model with the wavelet analysis approach, Fama-French three-factor model, and nonliquidity in Tehran Stock Exchange. It was also desirable to figure out how stock ...
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Reviewing Accounting Conservatism and Earnings Value Relevance Across the Business Cycle in Tehran Stock Exchange
(Iran Finance Association, 2017-10-01)According to accounting literature, value relevance of earnings is caused by the relationship between earnings and return. Had the earning response related to negative returns exceeds positive ones, it can be concluded ...



