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Elham Farzanegan

Observed names: Farzanegan Elham, Farzanegan, Elham, elham farzanegan
Observed institution: Bu-Ali Sina University
ORCID: 0000-0002-3725-3189
Observed ORCID: 0000-0002-3725-3189
OpenAlex ID: A5024309498
Tehran Stock Exchange Bubbles and Noise Traders Behavior
2011 · Ezatollah Abbasian, Farzanegan Elham · 3
Time-varying price discovery in Bahar-e-Azadi Gold Coin spot and futures contracts
2022 · Elham Farzanegan · Investment Management and Financial Innovations · 1
Price Bubble Anomalies in Tehran Stock Exchange: Limits to Arbitrage Approach
2016 · Ezatollah Abbasian, Elham Farzanegan, et al. · Journal of Economic Research and Policies · 1
Analyzing the Role of ‘good’ volatility and ‘bad’ volatility on the TEPIX Risk Premium: the GARCH-M model with Risk Premium Asymmetry
2026 · Farzanegan, Elham · Financial Economics فصلنامه اقتصاد مالی
Time-varying long-term Memory in the Tehran Stock Exchange: the Generalized Hurst Exponents and the Rolling Window Approach
2020 · elham farzanegan · DOAJ (DOAJ: Directory of Open Access Journals)
Bahar-Azadi Gold Coin Hedging Strategies: A Comparison of ADCC, GO-GARCH and Copula-GARCH Approaches
2018 · Elham Farzanegan · DOAJ (DOAJ: Directory of Open Access Journals)
Optimal Design of Securitization in a Principal-Agent Relationship Based on Bayesian Inference for Moral Hazard
2014 · Ezatollah Abbasian, Mohsen Ebrahimi, et al. · Asian Journal of Research in Banking and Finance
Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach
2011 · Mohsen Nazari, Elham Farzanegan · DOAJ (DOAJ: Directory of Open Access Journals)
Monetary Policy and Housing Price Bubbles in Tehran
2011 · Mohsen Nazari, Farzanegan Elham
Bubble Identification in Tehran's Stock Exchange: Evidence Based on Time-varying Present Value Model
2010 · Ezatollah Abbasian, Vahid Mahmoudi, et al.
Works count: 14
Citation count: 5
H-index: 1
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