Reza Eyvazloo

1. Development of sector investment strategy in the Tehran Stock Exchange.

Bagheri Mehmandosti Babak, Abbasian Ezatollah, Eyvazloo Reza (2024)., oragh, 17(65), 109-132.

2. Cross-Sectional Alpha Dispersion of Investment Funds and Performance Evaluation: Is There a Connection? (Evidence from an Emerging Market)

Eyvazloo Reza, Bajalan Saeed, Mohammadi Mohadeseh (2024)., Iranian Journal of Finance, 8(2), 23-46.

1. Order Imbalance and Stock Price Realized Volatility in Tehran Stock Exchange and Iran Farabourse

Eyvazloo Reza, Hashemi Ghazaleh (2023)., Financial Management Strategy, 11(42), 29-50.

2. Provide an appropriate model of corporate valuation

Eyvazloo Reza, Razaghi Davoud (2023)., oragh, 16(62), 253-282.

3. Arbitrage opportunities between ETFs and their underlying portfolio

Eyvazloo Reza, Gh.Alamdari Hamed (2023)., Journal of Financial Management Perspectives, 13(41), 117-143.

1. An Artificial Neural Network and Bayesian Network Model for Liquidity Risk Assessment in Banking

فرح آبادی مهرداد, Eyvazloo Reza, Safari Hossein (2022)., oragh, 15(59), 156 - 121.

2. Performance of Semi-Parametric Asset Pricing Model in Tehran Stock Exchange

Kafi Parisa, Eyvazloo Reza, Asima Mahdi (2022)., Financial Research Journal, 24(3), 375-390.

3. Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors

مظفری محمد علی, Bajalan Saeed, Eyvazloo Reza (2022)., Journal of Financial Management Perspectives, 12(37), 9-34.

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

Eyvazloo Reza, Fallahpour Saeid, Dehghani Ashkezari Mahdi (2022)., Financial Research Journal, 23(4), 545-563.

1. Multi-Factor asset pricing model in Iranian Capital Market

Eyvazloo Reza, Hashemi Yasaman, Qorbani Amirali (2021)., Journal of Financial Management Perspectives, 10(32), 9-32.

1. Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk

Asima Mehdi, Eyvazloo Reza (2020)., Financial Research Journal, 22(3), 343-365.

2. Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange

رنجبری وجید محمد حسین, صادقی شریف سید جلال, Eyvazloo Reza, Mehr Ara Mohsen (2020)., Journal of Financial and Management Engineering Exchange, 11(43).

3. The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach

Etemadi Kimia, Eyvazloo Reza, میرلوحی سید مجتبی (2020)., Journal of econometric modelling, 5(3), 9-33.

1. Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating

Eyvazloo Reza, Rameshg Mehdi (2019)., Journal of Asset Management and Financing, 7(4), 1-16.

2. Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran

Eyvazloo Reza, Eslami Bidgoli Saeed, خورسندی امیر رضا (2019)., Financial Research Journal, 21(3), 348-363.

3. Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model

Bajalan Saeed, Eyvazloo Reza, Akbari Guilda (2019)., Iranian Journal of Finance, 2(2).

4. A Comparative Evaluation of the NIOC’s Risk Factor in the IPC, Buy-Back and PSC Contract Arrangements

Eyvazloo Reza, Turskis GFCHGFY, hnfgyuy EFESGR (2019)., Iranian Energy Economics Research, 8(29), 131-169.

5. Foster-Hart Optimal Portfolio

آصفی سپهر, Eyvazloo Reza, Tehrani Reza (2019)., Journal of Financial and Management Engineering Exchange, 10(39), 234-250.

1. Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space

Eyvazloo Reza, Bajalan Saeed, چهاراهی مصطفی (2018)., Journal of Financial and Management Engineering Exchange, 9(36), 31-49.

2. Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches

Eyvazloo Reza, شفیع زاده مجتبی, Ghahramani Ali (2018)., Financial Research Journal, 19(3), 457-474.

1. The Role of Foreign Direct Investment (FDI) in Advancing the Goals of the Endogenous and Extraversion Economy

Ajam Alireza, Eyvazloo Reza, Bajalan Saeed (2017)., The First International Conference on Resistive Economy, 13 December, Tehran, Iran.

2. Position of rating Agencies on development of Debt Market by approach of efficiency and stability of national economy

Eyvazloo Reza, Xfgrhgt Gfchgfy, Jnhi Gfchgfy (2017)., The First International Conference on Resistive Economy; Managing of Uncertainty and Volnurability, 13 December, Tehran, Iran.

3. Idiosyncratic Risk and Market Friction in Investment Process

Vdf Dsdfd, Eyvazloo Reza, Mahmoodzade Saeid, Rameshg Mehdi (2017)., Investment Knowledge, 22(22), 22.

4. Analyzıng the performance of Fama and French Fıve factor model usıng GRS test

Eyvazloo Reza, Ghahramani Ali, Ajam Alireza (2017)., Financial Research Journal, 18(4), 1-10.

5. Investigation on relation between information asymmetry and liquidity via market micristructure model in tehran Stock Exchange

Raei Reza, Eyvazloo Reza, Aliabbaszade Amir (2017)., mali, 10(34), 1-10.