Main Subjects = FINANCIAL ECONOMETRICS
Number of Articles: 11
Empirical Study on the Existence of Long-term Memory in TSE Returns

Volume 2, Issue 3, September 2017, Pages 398-425

Ali Raoofi; taymoor mohammadi

American Option Pricing under Markov-Modulated Pure Jump Processes

Volume 2, Issue 2, June 2017, Pages 133-157

Ali Foroush Bastani; Khosrou safie

CAPM Anomalies Analysis in Respect of Hierarchical Bayesian Approach

Volume 2, Issue 2, June 2017, Pages 179-196

seyed jalal tabatabaei

Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange)

Volume 2, Issue 2, June 2017, Pages 242-262

Saman Mohammadi; Mosen Dastgir; Mehrdad Ghanbari

Does Time-Varying Beta Improve Asset Pricing? Evidence from TSE

Volume 2, Issue 2, June 2017, Pages 263-277

mahdi asima; amir ali abbaszade asl

Valuation Ratios and Stock Return Predictability; Evidence from TSE

Volume 1, Issue 2, December 2016, Pages 145-165

Seyed Mahdi Barakchian; Leila Nasiri; Ali ebrahimnejad

Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms

Volume 1, Issue 2, December 2016, Pages 185-205

Roya Darabi; Seyed Javad Habibzadeh Baygi

Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior

Volume 1, Issue 2, December 2016, Pages 206-224

Arash Ghorbani; Mahdi Salehi; Mohammad Reza Abbaszadeh

Effect of Weekdays on Return of Dollar Transactions in Iran

Volume 1, Issue 2, December 2016, Pages 225-243

seyed hossein hosseini; ehsan jafari bagherabadi

A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE

Volume 1, Issue 1, September 2016, Pages 114-128

Mehdi Asima; Amir Ali abbaszadeh asl

Journal of Risk modeling and Financial Engineering

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