Financial Research Journal

Main Subjects = Investments

Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns

Volume 21, Issue 3, 2019, Pages 364-391

10.22059/frj.2019.272466.1006805

Afsaneh Delshad; Reza Tehrani; Sayed Mojtaba Mirlohi

Subordinate Shares Pricing under Fractional-Jump Heston Model

Volume 21, Issue 3, 2019, Pages 392-416

10.22059/frj.2019.277291.1006834

Omid Jenabi; Nazar Dahmardeh Ghaleno

The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange

Volume 21, Issue 2, 2019, Pages 213-236

10.22059/frj.2019.274235.1006811

dariush damoori; Hadi Khoshnud

Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange

Volume 21, Issue 2, 2019, Pages 237-264

10.22059/frj.2019.273838.1006806

vahid Taghizadeh Khanqah; Younes Badavar Nahandi; Aliasgar Mottagi; Houshang Taghizadeh

An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM

Volume 21, Issue 2, 2019, Pages 293-320

10.22059/frj.2019.288337.1006919

Mohammad Osoolian; Mohammad Hassannezhad; Pedram Samiee Tabrizi

Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm

Volume 21, Issue 1, 2019, Pages 101-120

10.22059/frj.2019.275414.1006819

Mehdi Asima; Amir Ali Abbaszadeh Asl

Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange

Volume 20, Issue 4, 2018, Pages 409-426

10.22059/frj.2019.244004.1006538

Reza Tehrani; Sima Fallah Tafti; Sepehr Asefi

Pricing of Information Distribution Based on Comparability and Market Inefficiency

Volume 20, Issue 4, 2018, Pages 531-553

10.22059/frj.2018.263423.1006711

Mohsen Rashidi Baqhi

Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming

Volume 20, Issue 2, 2018, Pages 193-210

10.22059/frj.2018.255731.1006645

Ahmad Nabizade; Adel Behzadi

Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis

Volume 20, Issue 2, 2018, Pages 249-264

10.22059/frj.2018.233763.1006452

Elham Afsharirad; Seyed Enayatallah Alavi; Hassanali Sinaei

Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market

Volume 20, Issue 1, 2018, Pages 1-16

10.22059/jfr.2017.230613.1006415

Mohammad Ali Rastegar; Mohsen Dastpak

Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model

Volume 20, Issue 1, 2018, Pages 17-32

10.22059/jfr.2014.51490

Saeed Fallahpour; Shapour Mohammadi; Mohamad Sabunchi

A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange

Volume 19, Issue 4, 2017, Pages 505-520

10.22059/frj.2018.98551.1005730

Reza Raei; Mahdi Asima

Testing Agency Model in Capital Asset Pricing

Volume 19, Issue 4, 2017, Pages 521-534

10.22059/jfr.2018.221841.1006335

Hossein Rezaei Dolat Abadi; Saeed Fathi; Nahid Yousofan

Industry Based on Style Investing and Retail Investors

Volume 19, Issue 4, 2017, Pages 557-578

10.22059/jfr.2018.253837.1006627

Mojtaba Soleymani Mareshk; Seyed Abbas Hashemi; Saeed Samadi

Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect

Volume 19, Issue 4, 2017, Pages 595-614

10.22059/jfr.2018.252528.1006609

Gholamreza Karami; Abbas Hasani

The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure

Volume 19, Issue 3, 2017, Pages 415-438

10.22059/jfr.2018.251305.1006600

Maryam Davallou; Nazanin Azizi

Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach

Volume 19, Issue 3, 2017, Pages 439-456

10.22059/jfr.2018.242980.1006527

Mohammad Rostami; Fatemeh Tajeddin

Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

Volume 19, Issue 3, 2017, Pages 457-474

10.22059/jfr.2018.245816.1006551

Reza Eyvazloo; Mojtaba Shafizadeh; Ali Ghahramani

Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market

Volume 19, Issue 2, 2017, Pages 217-238

10.22059/jfr.2017.212407.1006255

Seyed Ali Hosseini; Mohammad Salehifar; Moslem Nilchi

Optimal Execution Strategy: An Agent-based Approach

Volume 19, Issue 2, 2017, Pages 262-239

10.22059/jfr.2017.240979.1006510

Mohammad Ali Rastegar; Khatereh Saedi Far

Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE)

Volume 19, Issue 2, 2017, Pages 263-280

10.22059/jfr.2017.234738.1006462

Abozar Asoroosh; Romina Atrchi; Shahin Ramtinnia

Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms

Volume 19, Issue 2, 2017, Pages 319-340

10.22059/jfr.2017.226501.1006374

Ahmad Nabizade; Hadi Gharehbaghi; Adel Behzadi

The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory

Volume 19, Issue 1, 2017, Pages 97-118

10.22059/jfr.2017.209541.1006230

Shahabeddin Shams; Amir Teymur Esfandirari Moghaddam

Interval Optimization In Portfolio Selection with Conditional Value At Risk

Volume 19, Issue 1, 2017, Pages 157-172

10.22059/jfr.2017.132312.1006053

Amir Abbas Najafi; Kobra Nopour; Alireza Ghatarani

Journal Archive

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)