برآورد عدم تقارن اطلاعات با استفاده از معیارهای ریزساختار بازار؛ مطالعه موردی شرکت‌های بورسی حوزه انرژی ایران

دولو، مریم و عزیزی، نازنین. (1396). واکاوی منشأ قیمت‌گذاری ریسک اطلاعات؛ شواهدی از معیار احتمال معاملات آگاهانه تعدیل‌شده. تحقیقات مالی، 19(3)، 438-415.

طالبلو، رضا و رحمانیانی، مولود. (1396). اندازه‌گیری سطح عدم تقارن اطلاعات برای شرکت‌های منتخب فعال در بورس اوراق بهادار تهران: احتمال مبادله آگاهانه (PIN). تحقیقات مدلسازی اقتصادی، 29، 98-73.

طالبلو، رضا و مهاجری، پریسا. (1399). الگوسازی سرایت تلاطم در بازار سهام ایران؛ رویکرد فضا-حالت غیرخطی. تحقیقات اقتصادی، 55(4)، 990-963.

طالبلو، رضا و مهاجری، پریسا. (1401). اتصالات و سرریز ریسک در بازار سهام ایران، یک تحلیل بخشی با به‌کارگیری مدل خودرگرسیون برداری با پارامترهای متغیر طی زمان (TVP-VAR). مدلسازی اقتصادسنجی، 7(3)، 125- 95.

طالبلو، رضا؛ شاکری، عباس و رحمانیانی، میلاد. (1398). مقایسه روش‌های مختلف تخمین احتمال مبادله آگاهانه در بورس اوراق بهادار تهران. پژوهش‌های اقتصادی ایران، 24 (78)، 29-1.

مهاجری، پریسا و طالبلو، رضا. (1401). بررسی پویایی‌های سرریز تلاطمات بین بازده بخش‌ها با رویکرد اتصالات خودرگرسیون برداری با پارامترهای متغیر در طول زمان (TVP-VAR)؛ شواهدی از بازار سهام ایران. تحقیقات اقتصادی، 57(2)، 356-321.

مهاجری، پریسا؛ طالبلو، رضا و خان‌احمدی، فاطمه. (1401). برآورد تلاطم قیمت نفت با استفاده از روش تلاطم تصادفی (SV) و تأثیر آن بر سرمایه‌گذاری شرکت‌ها. پژوهشنامه اقتصاد انرژی ایران، 11(2)، 190-161.

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