Financial Research Journal - Articles List

Main Subjects = Asset Pricing

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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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

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

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

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

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

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

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

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

10.22059/jfr.2017.62587

Reza Eyvazloo; Ali Ghahramani; Alireza Ajam

Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies

Volume 18, Issue 1, April 2016, Pages 185-200

10.22059/jfr.2016.59625

Gholam reza Aslami; Azam Honardust

Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange

Volume 16, Issue 2, October 2015, Pages 235-252

10.22059/jfr.2014.50713

Maryam Davallou

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

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

10.22059/jfr.2014.51841

Reza Raee; Shapoor Mohmadi; Alireza Saranj

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