Author Index

A

abbasi shirsavar.mahsa Stock Portfolio Selection Using Dempster_Shafer Evidence Theory [ Vol.12, Issue 43 - Autumn Year 1398]
abbasian.ezatollah Optimal investment horizons in TEPIX (Tehran price index) and its comparison with world stock market price Indices [ Vol.12, Issue 41 - Spring Year 1398]
Abdoli.Mohammadreza Explaining the Model of Mental Accounting for the Selection of Portfolios of Shares of Companies in the Tehran Stock Exchange with Investment Horizon Approach [ Vol.12, Issue 43 - Autumn Year 1398]
Ashena.Mohammad Proposing an optimal model for stock selection based on the momentum trading strategy [ Vol.12, Issue 41 - Spring Year 1398]
Atefi.Ehsan Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR) [ Vol.12, Issue 44 - Winter Year 1398]
ayazi.samad Investor Sentiment Based on the Crude Oil Business Cycle [ Vol.12, Issue 42 - Summer Year 1398]
azarnia.masome The role of Liquid-claims, free cash flow and capital structure in optimizing financial leverage (Case study: Iran's Capital Markets Banking Industry) [ Vol.12, Issue 42 - Summer Year 1398]

B

badiei.hossein Review and Assessment of Capital Assets Pricing Models and Compare Them with the 5-Factor Model of Fama and French “Using Economic Variables Exchange; Rates, Inflation, Import and Liquidity” [ Vol.12, Issue 42 - Summer Year 1398]
Bagheri Rafiee.Maryam E-Garch and Modeling of Market Volatility Based on Noise Trading [ Vol.12, Issue 44 - Winter Year 1398]
BOROMANDZADEH.HOSSEIN Comparison of the Efficiency of Technical Analysis Indicators in in the capital market periods of the boom and depression in the active Manufacturing companies at the Tehran Stock Exchange [ Vol.12, Issue 42 - Summer Year 1398]

D

Danesh Fard.Karam Allah Investigating the role of family in the relationship between some aspects of the principles of stewardship and stock trading [ Vol.12, Issue 44 - Winter Year 1398]
Dehghan.Abdul-Majid The role of Liquid-claims, free cash flow and capital structure in optimizing financial leverage (Case study: Iran's Capital Markets Banking Industry) [ Vol.12, Issue 42 - Summer Year 1398]
dehqani.najme Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange [ Vol.12, Issue 42 - Summer Year 1398]

E

Ebrahimi imamqeisi.Salman Analyzing the quality of the sub-optimal solutions of multi-period portfolio optimization with transaction costs and no short selling [ Vol.12, Issue 44 - Winter Year 1398]
ebrahimi shaghaghi.marzieh The effects of financial stress index on economic growth using linear and nonlinear models (Markov Switching) [ Vol.12, Issue 42 - Summer Year 1398]

F

faghani.elham Investigating the role of family in the relationship between some aspects of the principles of stewardship and stock trading [ Vol.12, Issue 44 - Winter Year 1398]
Fallah shams.Mir feiz Providing a Model for Financing Science-Based Companies by Crowdsourcing in the Agricultural Bank [ Vol.12, Issue 41 - Spring Year 1398]
Farahani.Mohammad Investigating the Impact of Oil Price and Exchange Rate Uncertainty on Stock Return using Whitening Linear Transformation and Vector Autoregressive Model [ Vol.12, Issue 43 - Autumn Year 1398]
Farshadfra.Zahra Dynamic Efficiency in Tehran Stock Exchange by Kalman Filter [ Vol.12, Issue 42 - Summer Year 1398]
fattahizadeh.fathiyeh Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market [ Vol.12, Issue 43 - Autumn Year 1398]

G

Ghadimi.Fatemeh Explaining Stocks’ Return Based on Prospect Theory [ Vol.12, Issue 44 - Winter Year 1398]
ghalibafasl.hasan A comparison of fundamental and historical beta in assessment of systematic risk Evidence from Tehran Security Exchange [ Vol.12, Issue 43 - Autumn Year 1398]
Ghazi Noori.Seyed Soroush Angel Investors: Examining Behavioral Finance Factors Influencing Investment Selection [ Vol.12, Issue 43 - Autumn Year 1398]
Ghlichli.Jafar Explaining the Model of Mental Accounting for the Selection of Portfolios of Shares of Companies in the Tehran Stock Exchange with Investment Horizon Approach [ Vol.12, Issue 43 - Autumn Year 1398]

H

hanifi.Farhad Explaining Stocks’ Return Based on Prospect Theory [ Vol.12, Issue 44 - Winter Year 1398]
Hashemi.SeyedAmirMehdi Comparative Perspectives On Valuation and the Impact of the IPOs [ Vol.12, Issue 44 - Winter Year 1398]
Hassani.Mohammad Analyzing the Impact of Debt Maturity and Financial Reporting Quality on Under-Over Investment [ Vol.12, Issue 41 - Spring Year 1398]
heidari haratemeh.mostafa Portfolio Optimization with CVaR under VG Process [ Vol.12, Issue 41 - Spring Year 1398]
Heidari.Hannaneh Hypothesis testing of Heterogeneous agents using STAR model with multivariate transition function: A case study of Tehran Stock market [ Vol.12, Issue 41 - Spring Year 1398]
Heidarzadeh Hanzaei.Alireza Investigation the Impact of Business Strategy, Overvalued Equity on Stock Price Crash Risk [ Vol.12, Issue 44 - Winter Year 1398]
Heidarzadeh Hanzaei.Alireza Investigating the Impact of Oil Price and Exchange Rate Uncertainty on Stock Return using Whitening Linear Transformation and Vector Autoregressive Model [ Vol.12, Issue 43 - Autumn Year 1398]
Hosseinzadeh Zorofchi.Ghazal Investigation the Impact of Business Strategy, Overvalued Equity on Stock Price Crash Risk [ Vol.12, Issue 44 - Winter Year 1398]

J

Jahangiri.Shahab Comparison of the Efficiency of Technical Analysis Indicators in in the capital market periods of the boom and depression in the active Manufacturing companies at the Tehran Stock Exchange [ Vol.12, Issue 42 - Summer Year 1398]
Janani.Mohammad Hassan The impact of stock market pressure on tax benefits based on the Ming-Chin Chen model (2015) [ Vol.12, Issue 42 - Summer Year 1398]
johari salmasi.parisa Hypothesis testing of Heterogeneous agents using STAR model with multivariate transition function: A case study of Tehran Stock market [ Vol.12, Issue 41 - Spring Year 1398]
Johari.Hadi Design and develop a model of credit risk in the banking system (Multilevel Modelling) [ Vol.12, Issue 41 - Spring Year 1398]

K

kamali andeani.elahe Explaining Stocks’ Return Based on Prospect Theory [ Vol.12, Issue 44 - Winter Year 1398]

L

Lal Sadjadi.Seyed Morteza Designing Automatic Re-balancing Model Using Technical Analysis Concept of Divergence [ Vol.12, Issue 41 - Spring Year 1398]

M

maatoofi.alireza Investor Sentiment Based on the Crude Oil Business Cycle [ Vol.12, Issue 42 - Summer Year 1398]
Mahdavi Adeli.Mohamad Hossein The effect of the abundance of natural resources on financial development in selected OPEC countries of oil and gas (with emphasis on the multi-dimensional index of financial market development in the stock market) [ Vol.12, Issue 42 - Summer Year 1398]
mahdaviparsa.Ali Ranking Iranian Banks in terms of corporate governance whit emphasizing the status of the board of directors and its committees [ Vol.12, Issue 41 - Spring Year 1398]
Mahmoudi.Eisa Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange [ Vol.12, Issue 42 - Summer Year 1398]
mazaherifar.pooria The comparison of neural network, ANFIS and AR model in expected return prediction and comparison of memetic and symbiotic organism search in constrained portfolio optimization [ Vol.12, Issue 43 - Autumn Year 1398]
Meisami.Maryam Analyzing the Impact of Debt Maturity and Financial Reporting Quality on Under-Over Investment [ Vol.12, Issue 41 - Spring Year 1398]
Meskinimood.Shayan Performance examination of trading strategy based on Stochastic Dominance [ Vol.12, Issue 41 - Spring Year 1398]
mirabi.vahidreza Providing a Model for Financing Science-Based Companies by Crowdsourcing in the Agricultural Bank [ Vol.12, Issue 41 - Spring Year 1398]
Miran.Behzad Developing an uncertain mean-chance model for portfolio optimization using forecasted returns [ Vol.12, Issue 43 - Autumn Year 1398]
Mirzaei.Maryam Investigation of financial inclusion and financial literacy's Role in Perceived Investment Value in Tehran Stock Exchange [ Vol.12, Issue 41 - Spring Year 1398]
Mohammadi.Esfanyar The consequences of financial literacy on investment decisions and investment performance [ Vol.12, Issue 41 - Spring Year 1398]
mohammadi.jamal The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume [ Vol.12, Issue 42 - Summer Year 1398]
Mohammadian Amiri.Ehsan Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR) [ Vol.12, Issue 44 - Winter Year 1398]
Mohebbi.Meysam Review and Assessment of Capital Assets Pricing Models and Compare Them with the 5-Factor Model of Fama and French “Using Economic Variables Exchange; Rates, Inflation, Import and Liquidity” [ Vol.12, Issue 42 - Summer Year 1398]

N

neko.aziz Juridical and Economic Look to the Ijarah securities, features and benefits [ Vol.12, Issue 41 - Spring Year 1398]
Nekouei.Farzin Impact of ownership concentration on the relationship between management overconfidence and debt maturity of firms. [ Vol.12, Issue 43 - Autumn Year 1398]
Nikoomaram.Hashem The Pattern Design of Financial Decisions Mix of in the Development of Iranian Financial Markets (The case of Iranian capital market) [ Vol.12, Issue 43 - Autumn Year 1398]
nobakht.younes Scientometrics Study of the Islamic Finance sphere treatises in Iran [ Vol.12, Issue 44 - Winter Year 1398]
nobari tabrizi.ali The role of Liquid-claims, free cash flow and capital structure in optimizing financial leverage (Case study: Iran's Capital Markets Banking Industry) [ Vol.12, Issue 42 - Summer Year 1398]
norouzizadeh.hossein The impact of stock market pressure on tax benefits based on the Ming-Chin Chen model (2015) [ Vol.12, Issue 42 - Summer Year 1398]
nourahmadi.marziyeh Ranking Iranian Banks in terms of corporate governance whit emphasizing the status of the board of directors and its committees [ Vol.12, Issue 41 - Spring Year 1398]

P

pakizeh.kamran Exploring the effect of investors' personality on their investment performance with mediating role of heuristic biases [ Vol.12, Issue 42 - Summer Year 1398]
pirdadeh beyranvand.Mahboubeh Uncertainty about economic policies and the stock market in Iran based on Markov switching model [ Vol.12, Issue 44 - Winter Year 1398]
Prokopczuk.Marcel Dynamic Efficiency in Tehran Stock Exchange by Kalman Filter [ Vol.12, Issue 42 - Summer Year 1398]

R

Rahnamay Roodposhti.Fereydoon The Pattern Design of Financial Decisions Mix of in the Development of Iranian Financial Markets (The case of Iranian capital market) [ Vol.12, Issue 43 - Autumn Year 1398]
Rahnamay Roodposhti.Fereydoon The effects of financial stress index on economic growth using linear and nonlinear models (Markov Switching) [ Vol.12, Issue 42 - Summer Year 1398]
rezaei sakha.zeinab Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio [ Vol.12, Issue 42 - Summer Year 1398]
Rohani.Maryam The effect of the abundance of natural resources on financial development in selected OPEC countries of oil and gas (with emphasis on the multi-dimensional index of financial market development in the stock market) [ Vol.12, Issue 42 - Summer Year 1398]
roshanpazhooh.akram The Relationship between Capital Structure and Corporate Performance In the Tehran Stock Exchange (Business Cycle Effect) [ Vol.12, Issue 44 - Winter Year 1398]

S

SABA.MINA Comparison of the Efficiency of Technical Analysis Indicators in in the capital market periods of the boom and depression in the active Manufacturing companies at the Tehran Stock Exchange [ Vol.12, Issue 42 - Summer Year 1398]
saboor.siavash E-Garch and Modeling of Market Volatility Based on Noise Trading [ Vol.12, Issue 44 - Winter Year 1398]
saeidi.parviz Investor Sentiment Based on the Crude Oil Business Cycle [ Vol.12, Issue 42 - Summer Year 1398]
salehi.mehrdad A scheme of CAPM models considering momentum premium [ Vol.12, Issue 43 - Autumn Year 1398]
salmalian.sahar A comparison of fundamental and historical beta in assessment of systematic risk Evidence from Tehran Security Exchange [ Vol.12, Issue 43 - Autumn Year 1398]
shirazian.zahra Investigation of financial inclusion and financial literacy's Role in Perceived Investment Value in Tehran Stock Exchange [ Vol.12, Issue 41 - Spring Year 1398]
Soheili.Kiumars Compare effect of monetary and fiscal policy effect on stock market bubble within DSGE model in Iran stock market [ Vol.12, Issue 43 - Autumn Year 1398]
SOHRABI.maryam Ranking of exchange-traded funds (ETF) And value at risk approach (EVT) based on value-generating theory (VaR) risk approach [ Vol.12, Issue 44 - Winter Year 1398]

V

vakili.azam To Survey the Relation between Financial Restatement and Information Asymmetry (Evidences from companies listed in Tehran Stock Exchange) [ Vol.12, Issue 41 - Spring Year 1398]
vakilifard.hamid reza The Pattern Design of Financial Decisions Mix of in the Development of Iranian Financial Markets (The case of Iranian capital market) [ Vol.12, Issue 43 - Autumn Year 1398]
Valiyan.Hasan Explaining the Model of Mental Accounting for the Selection of Portfolios of Shares of Companies in the Tehran Stock Exchange with Investment Horizon Approach [ Vol.12, Issue 43 - Autumn Year 1398]

Z

zare.Hashem Non-classical oscillator model in stock market for selected companies: An approach of quantum mechanics [ Vol.12, Issue 43 - Autumn Year 1398]
zare.Hashem Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio [ Vol.12, Issue 42 - Summer Year 1398]
zare.Mohammad Uncertainty in macroeconomic Assets Market: An Approach of Stochastic Portfolio [ Vol.12, Issue 42 - Summer Year 1398]
Zomorodian.Gholamreza Ranking of exchange-traded funds (ETF) And value at risk approach (EVT) based on value-generating theory (VaR) risk approach [ Vol.12, Issue 44 - Winter Year 1398]