Faculty Profile

MOHAMMADREZA ROSTAMI

Associate Professor

Update: 2025-05-08

MOHAMMADREZA ROSTAMI

Social Sciences and Economics / Management

Articles Faculty

Journal Paper

  1. "Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange."
    MOHAMMADREZA ROSTAMI, Peyman Alipour, Adel Behzadi
    Iranian Journal of Finance, Vol. 4, pp.27-40, 2018
  2. "A Multiscale Pricing Model with the Wavelet Analysis Approach , Fama - French Three-Factor Model, and Nonliquidity in Tehran Stock Exchange"
    MOHAMMADREZA ROSTAMI, ريحانه پويان فرد, Zahra Hashem poor
    Iranian Journal of Finance, Vol. 1, pp.7-20, 2017
  3. "Future Contracts and Stock Liquidity"
    فريده ولي زاده, MOHAMMADREZA ROSTAMI
    British Journal of Economics Finance and Management Sciences, Vol. 13, pp.19-30, 2016
  4. "Future contracts and stock Liquidity1"
    فريده ولي زاده, MOHAMMADREZA ROSTAMI
    British Journal of Economics Finance and Management Sciences, Vol. 13, pp.19-30, 2016
  5. "Presenting a Model of Sustainable Consumption Behavior Using Nudge Theory"

    Vol. 10, pp.180-205, 2024
  6. ""

    Vol. 10, pp.25-46, 2023
  7. "Investigating Herd Behavior in Industries Listed in Tehran Stock Exchange and Oil Market"

    Vol. 24, pp.505-527, 2023
  8. "Firm Characteristics Determining Idiosyncratic Volatility in Tehran Stock Exchange"

    Vol. 9, pp.21-42, 2022
  9. ""

    pp.391-410, 2021
  10. "Integrated Optimal Risk-Based Liquidity Management Model Design in Specialized Holdings of Social Security Investment Corporation (SHASTA)"

    Vol. 9, pp.41-54, 2020
  11. "The Effect of Relationship marketing on Firm-Investor Financial Performance in the Tehran stock Exchange Market"
    Manijeh Haghighinasab, MOHAMMADREZA ROSTAMI, Farzane Khobbakht, Nazanin Hakimifar
    Vol. 12, pp.27-42, 2019
  12. ""
    ضحي سواري, MOHAMMADREZA ROSTAMI, Ebrahim Abbasi
    pp.155-174, 2019
  13. ""
    reza tehrani, saeed Fallahpour, MOHAMMADREZA ROSTAMI, mehdi Biglari kami
    Vol. 09, pp.1-22, 2019
  14. "Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors"
    MOHAMMADREZA ROSTAMI, Ahmad Nabizade, Zahra Shahi shavoon
    Vol. 4, pp.79-92, 2019
  15. "A Markov regime-switching model for crude-oil market fluctuations"
    MOHAMMADREZA ROSTAMI, مريم نقوي پور, Maryam Moghaddasbayat
    Vol. 9, pp.179-196, 2018
  16. ""
    Hassan Ghalibafasl, reza tehrani, MOHAMMADREZA ROSTAMI, alireza siri
    Vol. 8, pp.133-155, 2018
  17. ""
    Sima Ashouri, MOHAMMADREZA ROSTAMI
    Vol. 7, pp.49-62, 2018
  18. ""
    MOHAMMADREZA ROSTAMI, Alireza Sarenj, ضحي سواري
    Vol. 22, pp.112-129, 2017
  19. ""
    MOHAMMADREZA ROSTAMI, Ansari Hojjatolah, مرضيه محمد علي
    Vol. 1, pp.45-60, 2017
  20. "Analysis of the relationship between non-systematic risk and stock returns based on"
    MOHAMMADREZA ROSTAMI, Maryam Moghaddasbayat, ريحانه مقامي
    Vol. 6, pp.135-151, 2017
  21. "Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchanges IndexA Hidden Co-integration Approach"
    MOHAMMADREZA ROSTAMI, فاطمه تاج الدين
    Vol. 19, pp.439-456, 2017
  22. ""
    Ebrahim Abbasi, MOHAMMADREZA ROSTAMI, زيبا شاهمرادي
    Vol. 17, pp.283-300, 2016
  23. ""
    MOHAMMADREZA ROSTAMI, Mahmood Kalantari Bonjar, Danial Noori Jafarabad
    Vol. 17, pp.227-251, 2016
  24. ""
    MOHAMMADREZA ROSTAMI, ليلا بيك زاده شهركي, fateme azhdari
    Vol. 27, pp.71-86, 2016
  25. ""
    MOHAMMADREZA ROSTAMI, Mahmood Kalantari Bonjar, Adel Behzadi
    Vol. 24, pp.41-62, 2015
  26. ""
    MOHAMMADREZA ROSTAMI, فرناز برخورداري
    Vol. 2, pp.49-68, 2014
  27. ""
    رضا داعي, MOHAMMADREZA ROSTAMI, مريم هاشم پور
    Vol. 18, pp.83-100, 2014
  28. "Market liquidity business cycles and economic growth"
    MOHAMMADREZA ROSTAMI, سميه كروبي
    Vol. 3, pp.201-215, 2014
  29. ""
    MOHAMMADREZA ROSTAMI, محمد نوروزي, مريم صابري, ميثم علي محمدي
    Vol. 5, pp.17-30, 2014
  30. "Using MGARCH to Estimate Value at Risk"
    MOHAMMADREZA ROSTAMI, فاطمه حقيقي
    Vol. 15, pp.215-228, 2014
  31. ""
    MOHAMMADREZA ROSTAMI, Amin Rezaeemoghaddam
    Vol. 17, pp.113-127, 2013
  32. "Explain momentum and its sources in Tehran stock exchange"
    MOHAMMADREZA ROSTAMI, Hojatollah Ansari, نازدار حيدري
    Vol. 2, pp.141-154, 2013
  33. ""
    MOHAMMADREZA ROSTAMI, فاطمه حقيقي
    Vol. 6, pp.139-159, 2013
  34. ""
    MOHAMMADREZA ROSTAMI, اعظم جعفري درگيري
    Vol. 17, pp.95-110, 2013
  35. ""
    MOHAMMADREZA ROSTAMI, Parvinsadat Bahrami pour
    Vol. 1, pp.53-70, 2013
  36. ""
    MOHAMMADREZA ROSTAMI, سحر فرهمندي
    Vol. 1, pp.215-228, 2013
  37. "Weak form of market efficiency Index of companies subject to Article 44 of the constitution offered in Tehran Stock Exchange"
    MOHAMMADREZA ROSTAMI, Hassan Ghalibafasl, مهري احمدي قايش قورشاق
    Vol. 4, pp.44-61, 2012
  38. ""
    MOHAMMADREZA ROSTAMI, نازنين حكيمي فر
    Vol. 5, pp.31-45, 2012
  39. "Studying the behavior of stock prices of listed companies in Tehran Stock Exchange using chaos theory"
    MOHAMMADREZA ROSTAMI, فرزانه باقي نيري, Javad Ghasemi
    Vol. 2, pp.1-17, 2011
  40. ""
    MOHAMMADREZA ROSTAMI, Mirfeiz Fallah Shams, فرزانه اسكندري
    Vol. 15, pp.129-147, 2011
  41. ""
    MOHAMMADREZA ROSTAMI, Javad Ghasemi, فرزانه اسكندري
    Vol. 4, pp.19-30, 2011
  42. "A Critique On Common Methods Of Valuation And Introducing Comprehensive Methods"
    Hassan Ghalibafasl, MOHAMMADREZA ROSTAMI, Hojatollah Ansari
    Vol. 9, pp.57-80, 2008
  43. "Measuring the relative efficiency of companies in the Tehran Stock Exchange with data envelopment analysis (information technology indices)"
    Adel Azar, Aliasghar Anvari Rostami, MOHAMMADREZA ROSTAMI
    Vol. 14, pp.119-138, 2008
  44. "Evaluation models and methods of assessment and valuation of intellectual capital companies"
    Ali Asghar Anvari Rostami, MOHAMMADREZA ROSTAMI
    Vol. 10, pp.51-76, 2004