Ph.D., Economics (Financial Econometrics) (2020), York University
M.A., Economics (2013), York University
B.A. Hons, Economics (2003), Tehran University
Research Interest
Financial Econometrics, Financial Economics and Portfolio Choice
Job Market Paper
Positional Momentum and Liquidity Management; A Bivariate Rank Approach
Publication
Positional Momentum and Liquidity Management; A Bivariate Rank Approach
(North American Journal of Economics and Finance, Volume 52 , April 2020, 101133 )
Optimal Positional Momentum and Liquidity Management
(Under Submission)
Working in Progress
Optimal Portfolio Choice with Real Estate, Stock and Treasury Bill
The Study of the Impact of the Level of Education on Income Based on Gender
Awards and External Funding
GS-CUPE.U1 Graduate Financial Assistance-Domestic, York University, 2012-2019.
Graduate Development Fund – Domestic, York University, 2018.
YU Graduate Fellowship Doctoral - Domestic, York University, 2016- 2017.
FGS Tuition Fee Bursary-Domestic, York University, 2013-2017.
CUPE General Bursary-Domestic, York University, 2013-2017.
York Graduate Scholarship, Department of Economics, York University, 2012-2013.
Conference Presentations and Invited Seminars
Canadian Economics Association, 53nd Annual Conference of the CEA, University of Calgary, Banff, Alberta , Canada, June 2019 (Regular session presentation).
7th Annual Doctoral Workshop in Applied Econometric, University of Toronto, Canada, June 2019 (Regular session presentation).
CESG 2018-35th Meeting of the Canadian Econometric Study Group, Ottawa, Canada, October 2018 (Poster).
Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets, Lancaster University Management School (LUMS), Lancaster, UK, September 2018 (Poster).
Canadian Economics Association, 52nd Annual Conference of the CEA, McGill University, Montréal, Québec, Canada, June 2018 (Regular session presentation).