Main Subjects = Asset Pricing
Subordinate Shares Pricing under Fractional-Jump Heston Model

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


Omid Jenabi; Nazar Dahmardeh Ghaleno

Testing Agency Model in Capital Asset Pricing

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


Hossein Rezaei Dolat Abadi; Saeed Fathi; Nahid Yousofan

Analyzing the Performance of Fama and French Five-factor Model Using GRS Test

Volume 18, Issue 4, March 2017, Pages 691-714


Reza Eyvazloo; Ali Ghahramani; Alireza Ajam

Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model

Volume 16, Issue 1, April 2014, Pages 77-98


Reza Raee; Shapoor Mohmadi; Alireza Saranj