Masoumeh Fathi
Doctoral Student
University of Vaasa > School of Accounting and Finance > Finance Group
Contact
masoumeh.fathi [at] uwasa.fi
Introduction
Research
My doctoral research focuses on the diverse applications of power laws in financial markets, examining their implications for asset pricing, risk management, and the prediction of market dynamics.
Publication
Fathi, M., & Grobys, K. (2025). Modeling variance risk in financial markets using power-laws: New evidence from the Garman-Klass variance estimator. Quantitative Finance, 1–26.
Fathi, M., Grobys, K., & Äijö, J. (2025). A common component of Fama and French factor variances. The North American Journal of Economics and Finance, 75, 102292.
Fathi, M., Grobys, K., & Kolari, J. W. (2024). On the realized risk of foreign exchange rates: A fractal perspective. Journal of Risk and Financial Management, 17(2), 79.