Financial Research Journal

Main Subjects = Financial Econometrics and Quantitative Methods

Reviewing and matching the estimated power of Machine Learning Models and Statistical Models in Predicting Changes in Profit Components and Selecting the Optimal Model

Articles in Press, Accepted Manuscript, Available Online from 09 June 2024

10.22059/frj.2024.373472.1007580

Maryam Izadi; ali ashtab; Akbar Zavari Rezaei

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Estimating the impact of fundamental macroeconomic factors on the capital market (combined data approach with different frequency)

Articles in Press, Accepted Manuscript, Available Online from 09 June 2024

10.22059/frj.2024.368065.1007538

mahmoud moktarband; Reza Tehrani; Menal aboodeh

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Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model

Articles in Press, Accepted Manuscript, Available Online from 09 June 2024

10.22059/frj.2024.367421.1007532

Saeed Setayeshi; Negar Tehraniyazdi; Reza Vaezi; Iman Raeesi Vanani

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Blockchain-Based Value-Added Tax System: A Systematic Review

Volume 26, Issue 2, 2024, Pages 210-231

10.22059/frj.2023.353580.1007432

Vahideh Ghanooni Shishavan; Shaban Elahi; Sadegh Dorri Nogoorani; Ali Yazdian Varjani

Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model

Volume 26, Issue 1, 2024, Pages 54-80

10.22059/frj.2023.361936.1007487

Gholamhosein Golarzi; Seyed Ramin Abolfazli

Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR)

Volume 26, Issue 1, 2024, Pages 159-184

10.22059/frj.2023.347510.1007379

Elham Farzanegan

Housing Price Forecasting Using AI (LSTM)

Volume 25, Issue 4, 2023, Pages 557-576

10.22059/frj.2023.349924.1007398

Hossein Ziyadi; Erfan Salavati; Mohammad Mahdi Lotfi Heravi

The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach

Volume 25, Issue 3, 2023, Pages 433-452

10.22059/frj.2023.349960.1007397

Zana Mozaffari; Salaheddin Manochehri

Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models

Volume 25, Issue 2, 2023, Pages 180-204

10.22059/frj.2023.344847.1007353

Paria Karimi; Alireza Saranj; Mohammad Nadiri; Mohammad Reza Mehrabanpour

Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model

Volume 25, Issue 1, 2023, Pages 26-62

10.22059/frj.2020.295905.1006979

Reza Tehrani; Saeed Fallahpour; Hamid Nouralidokht

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

Journal Archive

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)