Financial Research Journal - Articles in Press

Articles in Press: ALL Accepted Manuscript Corrected Proof

Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange

Volume 22, Issue 4, 2021, Pages 542-567

10.22059/frj.2020.295548.1006976

Adel Behzadi

Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange

Volume 23, Issue 4, 2022, Pages 545-563

10.22059/frj.2020.289344.1006927

Reza Eyvazloo; Saeed Fallahpour; Mahdi Dehghani Ashkezari

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

Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error

Volume 23, Issue 4, 2022, Pages 564-592

10.22059/frj.2021.319983.1007148

Hadis Hamidifard; Behnam Aminrostamkolaee; Hatra Voghouei

Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange

Volume 22, Issue 4, 2021, Pages 568-593

10.22059/frj.2020.299454.1007003

Younes Nobakht; Melek Acar

Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques

Volume 24, Issue 4, 2023, Pages 577-601

10.22059/frj.2021.325675.1007202

Somayeh Mohebi; Mohamad Esmail Fadaeinejad; Mohamad Osoolian; Mohamad Reza Hamidizadeh

Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model

Volume 25, Issue 4, 2023, Pages 577-595

10.22059/frj.2023.357704.1007451

Mohammad Reza Haddadi; Hossein Nasrollahi

Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor

Volume 23, Issue 4, 2022, Pages 593-624

10.22059/frj.2021.316171.1007116

Sanaz Aalamifar; Abdollah Khani; Hadi Amiri

Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach

Volume 22, Issue 4, 2021, Pages 594-611

10.22059/frj.2020.299591.1007004

Seyed Jalal Tabatabaei; Alireza Pakgohar

Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning

Volume 25, Issue 4, 2023, Pages 596-613

10.22059/frj.2023.359246.1007464

Seyed Bagher Fattahi; Seyed Mozafar Mirbargkar; Ebrahim Chirani; Mohammadreza Vatanparast

Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange

Volume 24, Issue 4, 2023, Pages 602-623

10.22059/frj.2022.320064.1007149

Mahdi Heidari; Hamidreza Amiri

Developing a Working Capital Management Model

Volume 22, Issue 4, 2021, Pages 612-641

10.22059/frj.2020.307735.1007053

Najmeh Khodabakhshi; Gholamreza Soleimani Amiri

Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis

Volume 25, Issue 4, 2023, Pages 614-640

10.22059/frj.2023.358210.1007458

Akram Taftiyan; Mohammad Salari Abarghuoi

Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm

Volume 24, Issue 4, 2023, Pages 624-654

10.22059/frj.2022.337123.1007308

Ali Teymouri Ashtiani; Mohsen Hamidian; Seyedeh Mahboubeh Jafari

Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market

Volume 23, Issue 4, 2022, Pages 625-652

10.22059/frj.2021.322133.1007171

Sheida Nayebmohseni; Seyed Ahmad Khalifehsultani; Rezvan Hejazi

Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model

Volume 25, Issue 4, 2023, Pages 641-660

10.22059/frj.2023.361963.1007488

Farshid Ahmadi Sartakhti; Kambiz Hojabr Kiani; Seyed Shamsoddin Hoseini; Abbas Memarnejad

Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency

Volume 23, Issue 4, 2022, Pages 653-665

10.22059/frj.2021.333062.1007253

Gholamreza Karami; Salman Beik Boshrouyeh; Mostafa Ezadpour

The Moderating Effects of Investors' Personality on the Relationship between the Use of Financial Advice Service and Trading

Volume 24, Issue 4, 2023, Pages 655-678

10.22059/frj.2022.338835.1007303

Mohammad Nazaripour; Babak Zakizadeh

Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method

Volume 25, Issue 4, 2023, Pages 661-687

10.22059/frj.2023.356277.1007444

keyvan Shahab Lavasani; Leila Shabani Rezvani; Mohammad Ebrahim Samavi

Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks

Articles in Press, Accepted Manuscript, Available Online from 26 December 2022

10.22059/frj.2021.311064.1007074

Sara Raeesi; Saeed Bajalan; saeid Fallahpour

Rational-Irrational Investor Sentiments and Stock Market Returns: Evidence from the Tehran Stock Exchange

Articles in Press, Accepted Manuscript, Available Online from 04 April 2023

10.22059/frj.2023.337938.1007292

mohammad nadiri; hamidreza panahian

Modeling the relationship between cognitive abilities and returns of portfolio investors with emphasis on cognitive bias dimensions

Articles in Press, Accepted Manuscript, Available Online from 04 April 2023

10.22059/frj.2023.344275.1007345

molood irajizad; Ezatollah Abbasian; Seyed Reza Seyed Javadin

The Impact of Company Characteristics on the relationship between working capital financing and financial performance

Articles in Press, Accepted Manuscript, Available Online from 22 May 2023

10.22059/frj.2023.331857.1007245

Taher Porkavosh; Mohammadreza Mehrabanpour

Design of Stock Recommender System based on Collaborative Filtering Algorithm for Tehran Stock Exchange.

Articles in Press, Accepted Manuscript, Available Online from 20 November 2023

10.22059/frj.2023.360955.1007479

Marziyeh Nourahmadi; ALI RAHIMI; Hojjatollah Sadeqi

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Investigating the effects of Intersectoral uncertainty transmission using time-varying model

Articles in Press, Accepted Manuscript, Available Online from 25 November 2023

10.22059/frj.2023.359630.1007466

hamidreza hamidi; Mirfeiz Fallah Shams; hosein jahangirnia; mojgan safa

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