Financial Research Journal

First Pages

Pages 1-3

• Editorial
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The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta

Pages 1-20

10.22059/jfr.2015.51914

Hojjatollah Bagherzadeh, Ali Asghar Salem

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Investor type trading behavior and trade performance in Tehran Stock Exchange

Pages 21-38

10.22059/jfr.2015.54612

Ahmad Badri, Bahare Ezabadi

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The effects of corporate governance mechanisms and financial variables on the financial restatement of the firms listed on the Tehran Stock Exchange

Pages 39-58

10.22059/jfr.2015.51432

Yahya Hassas Yeganeh, Somayyeh Taghizadeh

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Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis

Pages 59-82

10.22059/jfr.2015.52008

Mojtaba Rostami Noroozabad, Abdonaser Shojaei, Mohsen Khezri, Saman Rahmani Noorozabad

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Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism

Pages 83-102

10.22059/jfr.2015.50707

Seyed Hosein Sajadi, Mohsen Rashidy Baghi, Javad NicKar

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• PDF 336.76 K

A review of investors’ reaction to unexpected events in Tehran Stock Exchange

Pages 103-122

10.22059/jfr.2015.52759

Saeid Saeida Ardakani, Aynaz Bahlakeh, Negar Mirzad, Tahereh sadat Tavassoly

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• PDF 416.44 K

Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard

Pages 123-140

10.22059/jfr.2015.50708

Ezatollah Abbasian, Mohsen Ebrahimi, Elham Farzanegan

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• PDF 338.7 K

Portfolio optimization with simulated annealing algorithm

Pages 141-158

10.22059/jfr.2015.52036

Saeid Qodsi, Reza Tehrani, Mahdi Bashiri

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• PDF 690.59 K

Prediction of stock market crash using self-organizing maps

Pages 159-178

10.22059/jfr.2015.52861

Arash Mohamad Alizadeh, Reza Raei, Shapour Mohammadi

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Examining the relationship between board structure and financing constraints for the companies listed on Tehran Stock Exchange

Pages 179-198

10.22059/jfr.2015.52760

Gholamhossein Mahdavi, Gholamreza Rezaei

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• PDF 303.7 K

English Abstracts

Pages 1-10

• Editorial
• PDF 203.98 K