Publications
1. Gholamreza Zomorodian, Mohammadreza Rostami, Robabeh Bahramian.2019. Integrated Optimal Risk-Based Liquidity Management Model Design in Specialized Holdings of Social Security Investment Corporation (SHASTA). Scientific research Journal of Investment Knowledge.accepted for publication.
2. reza tehrani؛ saeed Fallahpour؛ Mohammad reza Rostami؛ mehdi biglari kami.2019. Multiperiod portfolio selection with higher-order moment. Scientific research Journal of Financial Engineering and securities management. Volume 9, Issue 37, Winter 2019, Page 1-22.
3. Mohammad reza Rostami,Ebrahim Abassi,Zoha Savari.2019. Evaluation the effect of life cycle on the financing policy, investment, liability and corporate liquidity . Scientific research Journal of Empirical Research In Accounting. Volume 8, Issue 30, Winter 2019.page 155-174.
4.Ahmad Nabizade, Zahra Shahi.2019. Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors. Scientific research Journal of Asset Management & Financing. Volume 6, Issue 23, Winter 2019, Page 79-92.
5. Hasan Ghalibaf Asl, Reza Tehrani, Mohammad reza Rostami,Alireza Siyari. 2018. Designing a prediction model for longterm stock return with nonparametric simulation of debt security return. Scientific research Journal ofFinancial Management Perspective . Volume 8, Issue 21, Spring 2018.page 133-155.
6. Mohammadreza Rostami, maryam naghavipour,maryam Moghaddasbayat.2018.
A Markov regime-switching model for crude-oil market fluctuations. Scientific research Journal of Financial Engineering and securities management. Volume 9, Issue 35, Summer 2018, Page 179-196.
7. Mohammadreza Rostami, Sima Ashouri.2018. Stock Return And Modigliani–Miller Valuating: Revisiting the Fama and French. Scientific research Journal of Investment Knowledge.Volume 7, Issue 26, Summer 2018, Page 49-62.
8. Mohammad Rostami, Fatemeh Tajeddin.2017. Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach. Scientific research Journal of Financial Research. Volume 19, Issue 3, Autumn 2017, Page 439-456.
9. Mohammadreza Rostami,Alireza Saranj, zoha savari. 2017. Ranking of Parametric and non-parametric methods for estimating the Expected shortfall and value at risk. Scientific research Journal of Investment Knowledge, Volume 6, Issue 22, Summer 2017, Page 113-129.
10.Rostami, Mohammadreza. Ansari, Hojatolah and Marzieh Mohamadali. 2017. Evaluating Market Timing Ability of Mutual Fund Managers Based on Conditional and Unconditional Approaches. Scientific research Journal of Asset Management & Financing. Volume 5, Issue 16, Spring 2017, Page 45-60.
11. Mohammadreza Rostami,Maryam Moghaddas Bayat,Reyhaneh Maghami.2017. Analyzing Idiosyncratic Risk and Return Relationship based on Quantile regression and Bayesian approach. Scientific research Journal of Asset Management & Financing. Volume 5, Issue 16, Winter 2017, Page 135-151.
12.Rostami, Mohammadreza. Leila Beykzadeh and Fatemeh Azhdari. 2016. Testing capital asset pricing model based on exogenous information assumptions in TSE. Scientific research Journal of Financial Engineering and securities management. Volume 7, Issue 27, Summer 2016, Page 71-86.
13. Rostami, Mohammadreza. Kalantari Bonjar, Mahmood and Danial Noori Jafarabad. 2016 . Evaluation of the efficiency of the motion of the industry indexes in Tehran Stock Exchange with a market yield of oil, gold, Dollar and Euro using wavelet analysis. Scientific research Journal of Investment Knowledge.Volume 5, Issue 17, Spring 2016, Page 227-251.
14.Ebrahim Abbasi ,Mohammad Reza Rostami,Ziba Rhahmoradi.2016. The Effect of Market Monitoring Costs on Price Limit Rules. Scientific research Journal of Financial Research. Volume 17, Issue 2, Winter 2016, Page 283-300.
15. Mohammad Reza Rostami. Kalantari Bonjar, Mahmood and Adel Behzadi. 2015.Higher Moment Portfolio Optimization Under Fuzzy Environment.Scientific research Journal of Financial Engineering and securities management .Volume 6 , Issue 2, Autumn 2015, Page 41-62.
16. Mohammad Reza Rostami, Mahdi Abbasi Asl.2015. The Association between Management turnovers With Default Risk and Corporate Performance. Scientific research Journal of Investment Knowledge.Volume 4, Issue 15, Autumn 2015, Page 183-204.
17.Rostami, Mohammadreza. Norouzi, Mohammad and Maryam Saberi and Meysam Alimohammadi.2014. Investigate the Relationship between Working Capital Management and Agency Costs. Scientific research Journal of Asset Management & Financing. Volume 2 , Issue 2, Summer 2014, Page 17-30.
18. Raee, Reza. Rostami, Mohammadreza and Maryam Hashempour. 2014 . Prediction of Tehran Stock Exchange using Ant Colony Optimization. Scientific research Journal of Management Research in Iran. Volume 18, Issue 1, Spring 2014, Page 83-100.
19. Rostami, Mohammadreza and Somayeh Karrobi. 2014. Market liquidity, business cycles and economic growth. Scientific research Journal of Empirical Research In Accounting. Volume 3, Issue 3, Spring 2014 , Page 83-100 .
20.Rostami, Mohammadreza and Fatemeh Haghighi. 2013. Using MGARCH to Estimate Value at Risk. Scientific research Journal of Financial Research. Volume 15, Issue 2, Autumn 2013, Page 215-228.
21. Rostami, Mohammadreza and Parvin Sadat Bahrami. 2013. Relative Performance of the Trading Halts and Price Limits At the Tehran Stock Exchange. Scientific research Journal of Financial Management Strategy. Volume 1, Issue 2, Autumn 2013, Page 53-70.
22.Rostami, Mohammadreza and Amin Rezaeemoghadam.2013 . A survey on long term IPO return: Developing Fama and French model. Scientific research Journal of Management Research in Iran. Volume 17, Issue 3, Summer 2013, Page 113-127.
23. Rostami, Mohammadreza. Ansari, Hojatolah and Nazdar Heidari. 2013. Explain momentum and its sources in Tehran stock exchange. Scientific research Journal of Investment Knowledge. Volume 2, Summer 2013, Page 141-154.
24.Rostami, Mohammadreza and Fatemeh Haghighi. 2013. Parametric Versus Semi Parametric VaR Models: A Comparative Approach. Journal of Securities Exchange. Volume 6, Issue 22 Summer 2013. Page 139-159.
25. Rostami, Mohammadreza and azam jafaridargiri. 2013. A Survey on Benford Law in Tehran Stock Exchange. Scientific research Journal of Management Research in Iran. Volume 17, Issue 1, Spring 2013, Page 95-109.
26. Rostami, Mohammadreza and Sahar Farahmandi. 2012. Multivariate GARCH models". Journal of business and economic statistic Value at Risk and Spillover effect estimate using MGARCH. Journal of Investment Knowledge. Volume 1, Issue 4, Winter 2012, Page 215-228.
27. Rostami, Mohammadreza and Nazanin Hakimifar.2012. The Evaluation Overreaction of Investors Toward Going Concern (GC) & Going Concern Withdrawal (GCW) Audit Reports. Journal of Management Accounting. Volume 5, Summer 2012, Page 31-45.
28.Rostami Mohammadreza . Ghalibaf Asl, Hassan and Mehri Ahmadi.2012. Weak form of market efficiency: Index of companies, subject to Article 44 of the constitution offered in Tehran Stock Exchange. Scientific research Journal of Accounting Research and Audit. Volume 13,Spring 2012, Page 44-61.
29.Rostami, Mohammadreza. Fallah Shams, Mirfeyz and Farzaneh Eskandari. 2011. The Assessment of Financial Distress in Tehran Stock Exchange: A Comparative Study Between Data Envelopment Analysis (DEA) and Logistic Regression (LR). Scientific research Journal of Management Research in Iran. Volume 15, Issue 3, Autumn 2011, Page 129-147.
30. Rostami, Mohammadreza. Baghi Nayeri, Farzaneh and Javad Ghasemi. 2011. Investigation of Companies listed in TSE using chaos Theory. Scientific research Journal of Financial Engineering and securities management. Volume 2, Issue 7, Page 1-19.
31.Rostami, Mohammadreza . Ghasemi Javad and Farzaneh Eskandari. 2011. Evaluating the financial performance of banking industry in TSE: applying TOPSIS logic in Data Envelopment Analysis(DEA). Journal of Management Accounting. Volume 4 , Winter 2015, Page 19-30.
32. Rostami, Mohammadreza . Ghalibaf Asl, Hassan and Hojatolah Ansari. 2008. A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods. Scientific research Journal of Financial Research, Volume 9, Issue 3, Autumn 2008, Page 57-80.
33.Azar, Adel. Anvari Rostami, Aliasghar and Mohammadreza Rostami. 2008. Measuring the relative performance of companies listed in the Tehran Stock Exchange using data envelopment analysis approach (information technology indices). Scientific research Journal of The Accounting and Auditing Review. Volume 15, Issue 1,Spring 2008.
34. Anvari Rostami, Aliasghar and Mohammadreza Rostami. 2008. Evaluation of models and methods of assessment and valuation of intellectual capital of companies. Scientific research Journal of The Accounting and Auditing Review. Volume 10, Issue 4,winter 2004, Page 51-75.
35.Rasoul Saadi,. Hassan Ghalibaf Asl. Mohammadreza Rostami. Aryan Gholipour and Fattaneh Gholipour. 2011. Behavioral finance: the explanations of investors' personality and perceptual biases effects on financial decisions. International Journal of Economics and Finance. Vol.3, No.5 October 2011.
36. Farideh Valizadeh,. Mohammadreza Rostami. 2016. Future Contracts and Stock Liquidity.British Journal of Economics, Finance and Management Sciences. Vol.13(1).
37. Mohammadreza Rostami .Reyhane Pouyanfard. Maryam Hashempour.2017.A Multiscale Pricing Model with the Wavelet Analysis Approach , Fama-French Three-Factor Model , and Nonliquidity in Tehran Stock Exchange.Iranian Journal of Finance .Vol 1,No2.Autumn 2017
38. Mohammad Reza Rostami .Peyman Alipour. Adel Behzadi. 2019.Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange .Iranian journal of finance.
Conferences
1.Mohammad Reza Rostami,Maryam Hashempour.26.FEB.2019. Investigating Possible Taxes on Financial Transactions.12th Conference on Tax and Fiscal Policies in Iran.
2. Mohammad Reza Rostami,Maryam Naghavipour.21.Nov.2018. Value creation in holding companies with an emphasis on branding.conference on Value creation by holdings aligned with Resilience Economics Policies.
3. Mohammad Reza Rostami,Mohammad Poortalebi,Adel Behzadi.21.Nov.2018. Holding and value creation in the following companies. conference on Value creation by holdings aligned with Resilience Economics Policies.
4. Mohammad Reza Rostami, Investigating the Impact of the Independence of Board Members on Financial Performance of Companies Accepted in Tehran Stock Exchange.2016. 2th National Corporate Governance Conference on Iran'S Economy of Resistance Policies 17-18 Feb.2016.
5. Mohammadreza Rostami ,Maryam Ghadak Frooshan. 2013. Corporate governance and control system in the holding companies. The first national conference on corporate governance, May 2013, Alzahra University, Tehran.
BOOK
1. Financial modeling using MATLAB software _1397_publication:Tehran Stock Exchange.
By : Mohammad Reza Rostami ,Adel Behzadi, Ahmad Nabizadeh
2. Financial and Investmant Ethics-1397-publication: Andishehaie Goharbar
BY: Fraydoon Rahnamay Roodposhti,Mohammad Reza Rostami, Roghaieh Fazelnezhad Malekshah,Davood Hasani, Seyedeh Monireh Hosseini.