Financial Research Journal

Main Subjects = Financial Econometrics and Quantitative Methods

Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange

Volume 21, Issue 3, 2019, Pages 321-347

10.22059/frj.2019.268397.1006757

Mohamad Ali Rastegar; Nahid Eghbalreihani

The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets

Volume 21, Issue 3, 2019, Pages 448-471

10.22059/frj.2019.272213.1006790

Siavash Mohammadpoor; Ali Rezazadeh

Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange

Volume 21, Issue 2, 2019, Pages 265-292

10.22059/frj.2019.272510.1006794

Hamed Mansoori Gargari; Hassan Khodavaisi

Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange

Volume 21, Issue 1, 2019, Pages 19-34

10.22059/frj.2018.138913.1006099

Saeid Fallahpour; Hasan Hakimian

Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange

Volume 21, Issue 1, 2019, Pages 59-78

10.22059/frj.2019.269241.1006763

Seyed Ali Hoseini Ebrahimabad; Hassan Heidari; Khalil Jahangiri; Mahdi Ghaemi Asl

Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange

Volume 20, Issue 3, 2018, Pages 265-288

10.22059/frj.2018.253001.1006616

Mohsen Mehrara; Habib Soheyli Ahmadi

Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange

Volume 20, Issue 3, 2018, Pages 343-364

10.22059/frj.2018.258078.1006662

Mahdi Heidari; Mohammad Hossein Sabbaghzadeh

The Effect Manipulation of Firm Actual Activities on Stock Trading Cost

Volume 20, Issue 4, 2018, Pages 509-530

10.22059/frj.2018.240599.1006501

Ahmad Khodamipour; Esmaeil Amiri

An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market

Volume 20, Issue 3, 2018, Pages 389-408

10.22059/frj.2018.257176.1006656

Moien Nikusokhan

The Agent-based modeling of stockholders’ behavior in Iranian capital market

Volume 20, Issue 2, 2018, Pages 130-150

10.22059/frj.2018.259369.1006670

Adel Azar; Alireza Saranj; Ali asghar Sadeghi Moghadam; Ali Rajabzadeh; Hashem Moazzez

Applying the Clustering and UTADIS Models to form an Investment Portfolio

Volume 20, Issue 1, 2018, Pages 53-74

10.22059/jfr.2018.253452.1006622

Mohammad Reza Mehrgan; Mohammad Reza Sadeghi Moghadam; Mir Seyed Mohammad Mohsen Emamat

Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach

Volume 19, Issue 4, 2017, Pages 535-556

10.22059/jfr.2018.252765.1006611

Alireza Saranj; Mahmood Ramshini; Seyed Mohammad Alavi nasab; Mohammad Nadiri

The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model

Volume 19, Issue 3, 2017, Pages 389-414

10.22059/jfr.2018.236370.1006472

Khalil Jahangiri; Seyed Ali Hoseini Ebrahimabad

Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models

Volume 19, Issue 1, 2017, Pages 1-22

10.22059/jfr.2017.212219.1006252

Mohammad Osoolian; Aijamal Kor

Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network

Volume 19, Issue 1, 2017, Pages 41-60

10.22059/jfr.2017.60152

Ghazaleh Baghbabi; Farzad Eskandari

Presenting a new hybrid method for predicting the Stock Exchange price inde

Volume 18, Issue 4, March 2017, Pages 613-632

10.22059/jfr.2017.62582

Diako Dorodi; Seyed Babak Abrahimi

Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms

Volume 17, Issue 2, October 2016, Pages 219-238

10.22059/jfr.2015.57311

Babak Sohrabi; Iman Raeesi Vanani; Vahideh Ghanooni Shishone

Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts

Volume 17, Issue 2, October 2016, Pages 239-258

10.22059/jfr.2015.57312

Shahabeddin Shams; Marzieh Naji Zavareh

The Effect of Market Monitoring Costs on Price Limit Rules

Volume 17, Issue 2, October 2016, Pages 283-300

10.22059/jfr.2015.57313

Ebrahim Abbasi; Mohammad Reza Rostami; Ziba Rhahmoradi

Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach

Volume 17, Issue 2, October 2016, Pages 325-340

10.22059/jfr.2015.52081

Saeid Fallahpour; Farid Tondnevis

The effect of diversification of the credit portfolio on bank’s credit risk

Volume 18, Issue 1, April 2016, Pages 149-166

10.22059/jfr.2016.52458

Ezatollah Abbasian; Saman Fallahi; Samad Rahmani

Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance

Volume 18, Issue 3, March 2016, Pages 415-436

10.22059/jfr.2016.51502

Reza Raei; Amir Hashemi

Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm

Volume 18, Issue 3, March 2016, Pages 483-504

10.22059/jfr.2016.62452

Khodakaram Salimifard; Ebrahim Heidari; Zahra Moradi; Reza Moghdani

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Financial Time series Forecasting using Holt-Winters in H-step Ahead

Volume 18, Issue 3, March 2016, Pages 505-518

10.22059/jfr.2016.62453

Hamid Shahriari; Abdollah Aghaie; Maryam Nezhad Afrasiabi

Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index

Volume 16, Issue 2, October 2015, Pages 219-234

10.22059/jfr.2014.50710

Ali Asghar Anvary Rostamy; Hossein Ghorbani Farmad; Adel Azar

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)