Journal Paper

1. "Cross-Sectional Alpha Dispersion of Investment Funds and Performance Evaluation: Is There a Connection? (Evidence from an Emerging Market)"
   Reza Eyvazloo, Saeed Bajalan, Mohadeseh Mohammadi
   Iranian Journal of Finance, Vol. 8, No 2, pp.23-46, 2024
2. "Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model"
   Saeed Bajalan, Reza Eyvazloo, Guilda Akbari
   Iranian Journal of Finance, Vol. 2, No 2, 2019
3. "Modelling order arrivals at price limits using Hawkes processes"
   Afshin Haghighi, Saeid Fallahpour, Reza Eyvazloo
   Finance Research Letters, Vol. 19, No 19, 2016
4. "Design and Development of an Early Warning System(EWS) Based on Machine Learning Models to Predict Global Crisis Events in Stock Markets"
   Ali Namaki, Reza Eyvazloo, Saeid Fallahpour, Shahin Ramtinnia
   Investment Knowledge, Vol. 15, No 57, 2026
5. "The role of market entry time in strengthening or weakening the investors' Disposition Effect"
   Reza Eyvazloo, Reza Raei, Farzad Rezaei
   Journal of Financial Management Perspectives, Vol. 14, No 46, pp.33-58, 2024
6. "Development of sector investment strategy in the Tehran Stock Exchange."
   Babak Bagheri Mehmandosti, Ezatollah Abbasian, Reza Eyvazloo
   oragh, Vol. 17, No 65, pp.109-132, 2024
7. "Order Imbalance and Stock Price Realized Volatility in Tehran Stock Exchange and Iran Farabourse"
   Reza Eyvazloo, Ghazaleh Hashemi
   Financial Management Strategy, Vol. 11, No 42, pp.29-50, 2023
8. "Provide an appropriate model of corporate valuation"
   Reza Eyvazloo, Davoud Razaghi
   oragh, Vol. 16, No 62, pp.253-282, 2023
9. "Arbitrage opportunities between ETFs and their underlying portfolio"
   Reza Eyvazloo, Hamed Gh.Alamdari
   Journal of Financial Management Perspectives, Vol. 13, No 41, pp.117-143, 2023
10. "An Artificial Neural Network and Bayesian Network Model for Liquidity Risk Assessment in Banking"
    مهرداد فرح آبادی, Reza Eyvazloo, Hossein Safari
    oragh, Vol. 15, No 59, pp.156-121, 2022
11. "Performance of Semi-Parametric Asset Pricing Model in Tehran Stock Exchange"
    Parisa Kafi, Reza Eyvazloo, Mahdi Asima
    Financial Research Journal, Vol. 24, No 3, pp.375-390, 2022
12. "Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors"
    محمد علی مظفری, Saeed Bajalan, Reza Eyvazloo
    Journal of Financial Management Perspectives, Vol. 12, No 37, pp.9-34, 2022
13. "Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange"
    Reza Eyvazloo, Saeid Fallahpour, Mahdi Dehghani Ashkezari
    Financial Research Journal, Vol. 23, No 4, pp.545-563, 2022
14. "Multi-Factor asset pricing model in Iranian Capital Market"
    Reza Eyvazloo, Yasaman Hashemi, Amirali Qorbani
    Journal of Financial Management Perspectives, Vol. 10, No 32, pp.9-32, 2021
15. "Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk"
    Mehdi Asima, Reza Eyvazloo
    Financial Research Journal, Vol. 22, No 3, pp.343-365, 2020
16. "Optimization and active management of Portfolio Using Aunt Colony Algorithm Considering Uncertainty and Robust Programming; Case: Tehran Stock Exchange"
    محمد حسین رنجبری وجید, سید جلال صادقی شریف, Reza Eyvazloo, Mohsen Mehr Ara
    Journal of Financial and Management Engineering Exchange, Vol. 11, No 43, 2020
17. "The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach"
    Kimia Etemadi, Reza Eyvazloo, سید مجتبی میرلوحی
    Journal of econometric modelling, Vol. 5, No 3, pp.9-33, 2020
18. "Measuring systemic risk in the financial institution via dynamic conditional correlation and delta conditional value at risk mode and bank rating"
    Reza Eyvazloo, Mehdi Rameshg
    Journal of Asset Management and Financing, Vol. 7, No 4, pp.1-16, 2019
19. "Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran"
    Reza Eyvazloo, Saeed Eslami Bidgoli, امیر رضا خورسندی
    Financial Research Journal, Vol. 21, No 3, pp.348-363, 2019
20. "A Comparative Evaluation of the NIOC’s Risk Factor in the IPC, Buy-Back and PSC Contract Arrangements"
    Reza Eyvazloo, GFCHGFY Turskis, EFESGR hnfgyuy
    Iranian Energy Economics Research, Vol. 8, No 29, pp.131-169, 2019
21. "Foster-Hart Optimal Portfolio"
    سپهر آصفی, Reza Eyvazloo, Reza Tehrani
    Journal of Financial and Management Engineering Exchange, Vol. 10, No 39, pp.234-250, 2019
22. "Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space"
    Reza Eyvazloo, Saeed Bajalan, مصطفی چهاراهی
    Journal of Financial and Management Engineering Exchange, Vol. 9, No 36, pp.31-49, 2018
23. "Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches"
    Reza Eyvazloo, مجتبی شفیع زاده, Ali Ghahramani
    Financial Research Journal, Vol. 19, No 3, pp.457-474, 2018
24. "Idiosyncratic Risk and Market Friction in Investment Process"
    Dsdfd Vdf, Reza Eyvazloo, Saeid Mahmoodzade, Mehdi Rameshg
    Investment Knowledge, Vol. 22, No 22, 2017
25. "Analyzıng the performance of Fama and French Fıve factor model usıng GRS test"
    Reza Eyvazloo, Ali Ghahramani, Alireza Ajam
    Financial Research Journal, Vol. 18, No 4, pp.1-10, 2017
26. "Investigation on relation between information asymmetry and liquidity via market micristructure model in tehran Stock Exchange"
    Reza Raei, Reza Eyvazloo, Amir Aliabbaszade
    mali, Vol. 10, No 34, pp.1-10, 2017
27. "Determinants of return in commercial banks of Iran"
    Reza Eyvazloo, Mohammad Reza Agamohammad Semsar, Mehdi Rameshg
    Journal of Financial Management Perspectives, Vol. 6, No 13, pp.71-92, 2016

Conference Paper

1. "Information Asymmetry in Tehran Stock Exchange"
   Reza Raei, Reza Eyvazloo, Amir Abbaszadehasl
   International Conference on researchers in SCience and Engineering, 2016
2. "Information Based Trades in Tehran Stock Exchange"
   Reza Eyvazloo
   International Conference on Researches in Science and Engineering, 2016
3. "The Role of Foreign Direct Investment (FDI) in Advancing the Goals of the Endogenous and Extraversion Economy"
   Alireza Ajam, Reza Eyvazloo, Saeed Bajalan
   The First International Conference on Resistive Economy, 2017
4. "Position of rating Agencies on development of Debt Market by approach of efficiency and stability of national economy"
   Reza Eyvazloo, Gfchgfy Xfgrhgt, Gfchgfy Jnhi
   The First International Conference on Resistive Economy; Managing of Uncertainty and Volnurability, 2017
5. "Modeling oil and gas stock returns using multi factor asset pricing"
   Reza Eyvazloo, Saeid Mahmoodzade, Alireza Ajam
   4th International Conference on Applied Reseacrh in Management and Accounting, 2016
6. "Assessment of oil shocks on equity return volatility in TSE using structural vector autoregression"
   Reza Eyvazloo, Samira Mansouri
   Second International conference on accounting, management and innovation in business, 2016