My research interests are categorized under empirical economics & finance broad field, with focus on managed funds, financial markets, and volatility modelling.
Reviewer for:
International Review of Financial Analysis
Applied Economics Letters
International Review of Economics and Finance
International Journal of Finance and Banking Research
Journal of International Financial Markets, Institutions & Money
Co-organizer of "Extreme events in economics, finance and society: measurement, prediction and management" workshop, University of Trento, Italy – Feb 2025
Here is a list of my published works:
Noori, M. (2024). Stock-Oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments. International Review of Economics and Finance [Link]
Noori, M., & Hitaj, A. (2023). Dissecting hedge funds’ strategies. International Review of Financial Analysis [Link]
Noori, M, & Nikusokhan, M. (2017) Modifying flow-performance relationship using sentiment factors, Permanent working Paper (peer-reviewed) [Link]
Noori, M. (2016). Cognitive reflection as a predictor of susceptibility to behavioral anomalies. Judgment and Decision Making [Link]
Current working paper:
"Hedge funds through tough times", with Marco Bee, Jan 2025
"Asylum-seekers at the extreme", with Marco Bee, July 2024 [Link] (Codes & data)