Financial Research Journal

Main Subjects = Investments

Design of Stock Recommender System based on Collaborative Filtering Algorithm for Tehran Stock Exchange.

Articles in Press, Accepted Manuscript, Available Online from 20 November 2023

10.22059/frj.2023.360955.1007479

Marziyeh Nourahmadi; ALI RAHIMI; Hojjatollah Sadeqi

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

Volume 26, Issue 1, 2024, Pages 81-104

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 105-129

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 131-158

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

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

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