Financial Research Journal - Articles in Press

Articles in Press: ALL Accepted Manuscript Corrected Proof

Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise

Volume 23, Issue 3, 2021, Pages 404-418

10.22059/frj.2021.314584.1007105

Mina Mohammadi; Parisa Nabati

Online Portfolio Selection Based on Follow-the-Loser Algorithms

Volume 22, Issue 3, 2020, Pages 408-427

10.22059/frj.2020.291101.1006941

Javad Validi; Amir Abbas Najafi; Alireza Validi

Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange

Volume 24, Issue 3, 2022, Pages 410-430

10.22059/frj.2022.330024.1007237

Gholamhossein Golarzi; Hamid Reza Ansari

The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition

Volume 25, Issue 3, 2023, Pages 410-432

10.22059/frj.2023.348773.1007392

Hamidreza Moazeni; Saeed Fathi

Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy

Volume 23, Issue 3, 2021, Pages 419-439

10.22059/frj.2021.328503.1007227

Asgar Noorbakhsh; Ramin Soltani; Mahboube Asadi Mafi

The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change

Volume 22, Issue 3, 2020, Pages 428-450

10.22059/frj.2020.279441.1006858

Mohsen Rashidi

Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks

Volume 24, Issue 3, 2022, Pages 431-452

10.22059/frj.2022.333626.1007258

Seyed Mehdi Razavi Khosroshahi; Rasoul Baradaran Hassanzadeh; Mehdi Zeynali

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

The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk

Volume 23, Issue 3, 2021, Pages 440-465

10.22059/frj.2021.316006.1007114

Navid Reza Namazi; Hassan Esmaeilpour

Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models

Volume 22, Issue 4, 2021, Pages 451-475

10.22059/frj.2020.304716.1007031

Behnam Chavoshi; Reza Tehrani; Ezatollah Abbassian

Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS)

Volume 24, Issue 3, 2022, Pages 453-479

10.22059/frj.2022.313263.1007094

Rohollah Zolfaghari; Nasimeh Tashakori; Asghar Eram

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

Spillover between Tehran Stock Exchange and International Oil Market

Volume 23, Issue 3, 2021, Pages 466-481

10.22059/frj.2021.312616.1007087

Mostafa Tehrani; Albert Boghosian; Sayyed Mojtaba Mirlohi

Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’

Volume 22, Issue 4, 2021, Pages 476-495

10.22059/frj.2020.300741.1007011

Hanieh Hekmat; Ali Rahmani; Mahnaz Mola Nazari; Mir Hossein Mosavi; Hasan Ghalibaf Asl

A Sustainable Financial Model for the Social Banking Business

Volume 24, Issue 4, 2023, Pages 480-504

10.22059/frj.2022.322172.1007170

Hamidreza Karimi; Parastoo Mohammadi

The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements

Volume 23, Issue 3, 2021, Pages 482-496

10.22059/frj.2021.311208.1007076

Sara Vasheghani; Shahabeddin Shams; Ebrahim Abbasi; Amir Mohammadzadeh; Mohsen Seighali

Identification of Factors Affecting Project Financing Risk

Volume 25, Issue 3, 2023, Pages 485-507

10.22059/frj.2023.352427.1007423

Gholamreza Sharafi; Kiamars Fathi Hafashjani; Faegh Ahmadi

Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry

Volume 22, Issue 4, 2021, Pages 496-520

10.22059/frj.2020.296177.1006981

Ramin Ghorbani; Gholamreza Kordestani; Hamid Haghighat; Mohammad Hossein Ghaemi; Hamid Azizmohammadlou

Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Volume 23, Issue 4, 2022, Pages 497-522

10.22059/frj.2020.286126.1006904

Shapour Mohammadi; Reza Raei; Farid Tondnevis

Investigating Herd Behavior in Industries Listed in Tehran Stock Exchange and Crude Oil Market

Volume 24, Issue 4, 2023, Pages 505-527

10.22059/frj.2022.341895.1007324

Mohammadreza Rostami; Maryam Abdolhosseini; Zeinab Aidi

Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange

Volume 25, Issue 3, 2023, Pages 508-528

10.22059/frj.2023.351106.1007412

Alireza Hamidieh; Meysam Kaviani; Bahareh Akhgari Akhgari

Tehran Stock Exchange Underreaction Following Extreme Market Events

Volume 22, Issue 4, 2021, Pages 521-541

10.22059/frj.2020.293198.1006957

Morteza Talebi; Mohammad Ebrahim Aghababaei; Mahdi Saeidi Koosha

Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk

Volume 23, Issue 4, 2022, Pages 523-544

10.22059/frj.2021.317733.1007136

Mohamad Ali Rastegar; Mehdi Hemati

The Effect of Macroeconomic Shocks on the Liquidity Risk of the Banking system: MS-VAR Approach

Volume 24, Issue 4, 2023, Pages 528-576

10.22059/frj.2022.340169.1007312

Mostafa Sargolzaei; Mahdi Safaei Ilkhchi

Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange

Volume 25, Issue 4, 2023, Pages 529-556

10.22059/frj.2023.354652.1007439

Gholamreza Karami; Ali Asghari

Journal Archive

Volume 26 (2024)

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