Hassan Mohammadi

Illinois State University

Normal, IL 61790

United States

Economic Research Forum (ERF)

21 Al-Sad Al-Aaly St.

(P.O. Box: 12311)

Dokki, Cairo

Egypt

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Scholarly Papers (1)

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Risk and Return in the Tehran Stock Exchange

The Quarterly Review of Economics and Finance, Volume 53, Issue 3, August 2013, Pages 238-256, ISSN 1062-9769
Number of pages: 44 Posted: 16 Sep 2011 Last Revised: 15 Aug 2013
Mohammad R. Jahan-Parvar and Hassan Mohammadi
Board of Governors of the Federal Reserve System and Illinois State University
Downloads 91 (280,146)

Abstract:

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Asymmetry, Conditional correlation, Conditional skewness, Efficiency, Emerging and frontier markets, Granger causality, ICAPM, Markov switching, Volatility