Volume & Issue: Volume 6, Issue 23, Summer 2017 
Number of Articles: 16

Market Depth and Noisy Prices: A Maximum Likelihood Approach

Pages 23-38

Jalal Seifoddini, Fereydon Rahnamay Roodposhti, Hashem Nikoomaram

Predicting of Equity Premium: Empirical Evidence from PEG Models

Pages 129-152

Ali Rahmani, Mohammad Tasharofi, Ali Saghafi, Saber Sheri

Modeling volatility and conditional VaR measure using GARCH models and theoretical EVT in Tehran Stock Exchange

Pages 259-282

Saeed Fallahpoor, Reza Raee, Saeed Mirzamohammadi, seyed mohammad hasheminejad