Financial Research Journal

Main Subjects = Investments

Display investment knowledge in terms of returns in Iran's stock market using deep neural models in environmental uncertainty

Articles in Press, Accepted Manuscript, Available Online from 08 March 2025

10.22059/frj.2024.370564.1007554

maryam moradi; Najmeh Neshat; mohsen sardari

Applications of generalized Lorenz curve and Gini coefficient in insurance

Articles in Press, Accepted Manuscript, Available Online from 09 March 2025

10.22059/frj.2025.367198.1007530

Mohammad Mirbagherijam

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A Model for the Election of the Board of Directors

Volume 27, Issue 2, 2025, Pages 485-507

10.22059/frj.2025.381332.1007636

Morteza Yousefi; Gholamreza Karami

Multi-Criteria Fuzzy Portfolio Optimization Considering Varying Levels of Investor Expectations

Volume 27, Issue 1, 2025, Pages 1-30

10.22059/frj.2024.372592.1007574

Ali Namaki; Saeid Shirkavand; Amirsina Jirofti

Examining the Impact of Changes in Natural Gas, Oil, and Currency Prices on the Return of Selected Stock Market Indices

Volume 27, Issue 1, 2025, Pages 58-84

10.22059/frj.2024.369518.1007545

Bakhtiar Javaheri; Seyed Meysam Mousavi Fatah; Khaled Ahmadzadeh

Predicting Index Trend Using Hybrid Neural Networks with a Focus on Multi-Scale Temporal Feature Extraction in the Tehran Stock Exchange

Volume 27, Issue 1, 2025, Pages 85-113

10.22059/frj.2024.377816.1007611

Mohammad Osoolian; Ali Nikmaram; Mahdi Karimi

Developing "Multifactor Asset Pricing Models" Using Threshold Regression Approach and Credit Risk Factor

Volume 27, Issue 1, 2025, Pages 140-166

10.22059/frj.2024.375819.1007594

Hadi Gharehbaghii; Mahmoud Botshekan

Developing a Model for Measuring and Evaluating the Role of Commodities as Hedging Tools in Investor Portfolios

Volume 26, Issue 4, 2024, Pages 791-814

10.22059/frj.2024.350280.1007403

Zahra Mohammadi Pourmazaheri; Babak Jamshidinavid; Mehrdad Ghanbari; Alireza Moradi

Identification and Evaluation of Profitable Technical Trading Rules in the Cryptocurrency Market: A Mixed Method Approach

Volume 26, Issue 3, 2024, Pages 525-546

10.22059/frj.2024.358549.1007462

Milad Abbasi; Somayeh Al-sadat Mousavi; Abbasali Jafari Nodoushan

Development of a Comprehensive Model for Predicting Stock Prices in the Stock Market Using an Interpretive Structural Modeling Approach

Volume 26, Issue 3, 2024, Pages 569-594

10.22059/frj.2023.364348.1007501

Shiva Rezaeyan; Mohammad Taleghani; Azita Sherejsharifi

Water Risk and Mining Firms’ Stock Return

Volume 26, Issue 2, 2024, Pages 248-274

10.22059/frj.2023.356655.1007447

Maryam Davallou; Shirin Mehrali

Designing a Stock Recommender System Using the Collaborative Filtering Algorithm for the Tehran Stock Exchange

Volume 26, Issue 2, 2024, Pages 318-346

10.22059/frj.2023.360955.1007479

Marziyeh Nourahmadi; Ali Rahimi; Hojjatollah Sadeqi

The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry

Volume 26, Issue 1, 2024, Pages 87-112

10.22059/frj.2023.359810.1007467

Masoud Alizadeh Chamazkoti; Mehdi Fathabadi; Mahmod Mahmodzadeh; Saleh Ghavidel Doostkouei

The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints

Volume 26, Issue 1, 2024, Pages 113-139

10.22059/frj.2023.365763.1007514

Mehrzad Alijani; Fatemeh Nezhad Hossseinian

Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory

Volume 26, Issue 1, 2024, Pages 140-170

10.22059/frj.2023.354113.1007438

vahideh mousavi kakhki; Sanaz Khatabi

Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method

Volume 25, Issue 4, 2023, Pages 661-687

10.22059/frj.2023.356277.1007444

keyvan Shahab Lavasani; Leila Shabani Rezvani; Mohammad Ebrahim Samavi

An Analysis of Capital Market Using Network Approach

Volume 25, Issue 3, 2023, Pages 369-386

10.22059/frj.2023.340462.1007314

Reza Taghizadeh; Mohammad Abdzadeh Kanafi

Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach

Volume 25, Issue 3, 2023, Pages 453-484

10.22059/frj.2023.352338.1007424

Elaheh Gohania; Gholamreza Mansourfar; Fahimeh Biglari

Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach

Volume 25, Issue 2, 2023, Pages 343-368

10.22059/frj.2023.357932.1007454

Mohammad Hossein Ramazani Zare; Meysam Arabzadeh; Ali Namaki; Mohammad Alipour

Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry

Volume 25, Issue 1, 2023, Pages 63-87

10.22059/frj.2021.325988.1007206

Mohammad Javad Nourahmadi; Marziyeh Norahmadi

The Effect of Investors' Destructive Behaviors on the Managers’ Myopia

Volume 25, Issue 1, 2023, Pages 127-151

10.22059/frj.2022.342181.1007326

Ali Tamoradi; Reza Rostaminia; Zainab Rezaee; Amin Noshadi

Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange

Volume 25, Issue 1, 2023, Pages 152-179

10.22059/frj.2022.342896.1007333

Gholamreza Taghizadegan; Gholamreza Zomorodian; Mirfeiz Fallahshams; Rasoul Saadi

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

Journal Archive

Volume 27 (2025)

Volume 26 (2024)

Volume 25 (2023)

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)