| Analyzing the Performance of Fama and French Five-factor Model Using GRS Test R Eyvazloo, A Ghahramani, A Ajam Financial Research Journal 18 (4), 691-714, 2017 | 33 | 2017 |
| A SURVEY ON INFORMATION RISK USING MARKET MICROSTRUCTURE MODELS R RAEE, R EYVAZLOO, S MOHAMMADI MANAGEMENT RESEARCH IN IRAN (MODARES HUMAN SCIENCES) 17 (3), 71-85, 2013 | 15 | 2013 |
| Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating R Eivazlu, M Rameshg Asset Management and Financing 7 (4), 1-16, 2019 | 14 | 2019 |
| Estimating Probability of Private Information Based Trade Using Microstructure Model R Raee, S Mohammadi, R Eyvazloo Financial Research Journal 15 (1), 17-28, 2013 | 13 | 2013 |
| Investigation on relation between information asymmetry and liquidity via market microstructures model in Tehran Stock Exchange R Raee, R Eyvazloo, A Abbaszadeh Asl Financial Knowledge of Securities Analysis 10 (34), 13-24, 2017 | 7 | 2017 |
| Multi-Factor asset pricing model in Iranian Capital Market R Eyvazloo, H Yasaman, Q Amirali Journal of Financial Management Perspective 10 (32), 9-32, 2021 | 6 | 2021 |
| Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches R Eyvazloo, M Shafizadeh, A Ghahramani Financial Research Journal 19 (3), 457-474, 2017 | 6 | 2017 |
| The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange E FadaeiNejad, R Eyvazloo Financial Research Journal 9 (1), 33-46, 2008 | 6 | 2008 |
| Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model S Bajalan, R Eyvazloo, G Akbari Iranian Journal of Finance 2 (2), 7-28, 2018 | 5* | 2018 |
| Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index-method of state space R EYVAZLOO, S BAJALAN, M CHAHARRAHI FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) 9 …, 2018 | 5 | 2018 |
| Idiosyncratic Risk and Market Friction in Investment Process M Gholipur Khanegah, R Eyvazloo, S Mahmoodzade, M Rameshg Journal of Investment Knowledge 6 (22), 13-28, 2017 | 5 | 2017 |
| Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran R Eyvazloo, S Eslamibidgoli, A Khorsandi Ashtiani Financial Research Journal 21 (3), 348-363, 2019 | 4 | 2019 |
| Modelling order arrivals at price limits using Hawkes processes A Haghighi, S Fallahpour, R Eyvazloo Finance Research Letters 19, 267-272, 2016 | 3 | 2016 |
| Measuring systemic risk via marginal expected shortfall and delta conditional value at risk and banks rating R Eivazloo, M Rameshg | 2 | 2020 |
| Determinants of Non-Performing Loans among Iranian Banks RE Eyvazlo, MR Aghamohammad Semsar, M Rameshg Journal of Risk modeling and Financial Engineering 1 (1), 37-57, 2016 | 2 | 2016 |
| Fama and French Three Factors and Value Premium; Critical Viewpoints R Eyvazloo Journal of Securities Exchange 1 (4), 143-165, 2009 | 2* | 2009 |
| An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking M Farahabadi, R Eyvazloo, H Safari Journal of Securities Exchange 15 (59), 121-156, 2022 | 1 | 2022 |
| A Comparative Evaluation of the NIOC’s Risk Factor in the IPC, Buy-Back and PSC Contract Arrangements E Reza, S Mohammad, K Masoud Journal of Iranian Energy Economics 8 (29), 131-169, 2019 | 1* | 2019 |
| Arbitrage opportunities between ETFs and their underlying portfolio R ٍEyvazloo, H Gh. Alamdari Financial Management Perspective 13 (41), 117-143, 2023 | | 2023 |
| Performance of semi-parametric asset pricing model in Tehran stock exchange P Kafi, R Eyvazloo, M Asima Financial Research Journal 24 (3), 375-390, 2022 | | 2022 |
Dr. Shapour Mohammadi(شاپورمحمدی)Professor of Economics, University of TehranVerified email at ut.ac.ir
