Dynamic relationships between financial conditions index and stock returns

Amin Sadat; Ebrahim Abbasi; Hasan Ghalibaf Asl

Volume 4, Issue 1 , 2020, , Pages 124-145

https://doi.org/10.22034/ijf.2020.234560.1137

Abstract
  Stock return predictability has been extensively considered as a stylized reality. Theories indicate that returns should change along the time, and various studies have presented evidence on this point. On the other hand, there is an optimal portfolio in each regime, and one cannot claim that a specific ...  Read More

Evaluating and Comparing Systemic Risk and Market Risk of Mutual Funds in Iran Capital Market

Fereshteh Shahbazin; Hasan Ghalibaf Asl; Mohen Seighali; Moslem Peymani Foroushani

Volume 3, Issue 4 , October 2019, , Pages 90-112

https://doi.org/10.22034/ijf.2020.231342.1127

Abstract
  Mutual funds are one of the most paramount investment mechanisms in financial markets. By playing a financial intermediary role, they give nonprofessionals access to professionally managed portfolios of securities and provide numerous benefits for both the capital market and investors simultaneously. ...  Read More