List of Articles

• Open Access Article
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  1 - threshold cointegration of the stock market returns and currency and gold markets in Iran
  sayed yahya abtahi ali azadineghad
  20.1001.1.22519165.1398.10.38.1.7
• Open Access Article
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  2 - Analysis of Common Weighting Method in Data Envelopment Analysis Based on Customer Satisfaction of Companies Active in Tehran Stock Exchange
  Zahra Bodaghi Mahnaz Ahadzadeh Namin Shadi Shahverdiani
  20.1001.1.22519165.1398.10.38.2.8
• Open Access Article
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  3 - Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies
  Negar Aghaeefar Mohammad Ebrahim Mohammad Pourzranadi
  20.1001.1.22519165.1398.10.38.3.9
• Open Access Article
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  4 - A new model for calculating the efficiency of existing cement companies with a network structure (an application of data envelopment analysis)
  Mohammad hossein darvish motevalli Farhad hosseinzadeh lotfi naghi shoja amir gholamabri
  20.1001.1.22519165.1398.10.38.4.0
• Open Access Article
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  5 - Credit risk management in banks using a hybrid approach
  Narges Delafrooz Mahdi Homayounfar maryam taghipour tamijani
  20.1001.1.22519165.1398.10.38.5.1
• Open Access Article
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  6 - The effect of number of shareholders on the behavior and value of companies based on the two models, Yang, and Ustaruk and Austenberg
  annahita zandi Fraydoon Rahnamay Roodposhti
  20.1001.1.22519165.1398.10.38.6.2
• Open Access Article
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  7 - An Investigation on liquidity Risk in Tehran Security Exchange Market with non-trading days: Insights from liquidity-adjusted CAPM
  Pedram Samiee Tabrizi Ali Najafi moghadam
  20.1001.1.22519165.1398.10.38.7.3
• Open Access Article
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  8 - The use of F.MCDM Combined to Improve the Performance of Stock Selection In the Stock Exchange (Case Study: Cement Industry)
  zohreh zia Zahra Pourzamani
  20.1001.1.22519165.1398.10.38.8.4
• Open Access Article
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  9 - Portfolio choice with high frequency data: constant relative risk aversion preferences and the liquidity effect
  mohammad firouzdehghan Hadi Saeidi Shaban Mohammadi ghasem elahi
  20.1001.1.22519165.1398.10.38.9.5
• Open Access Article
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  10 - Checking the accuracy of learning machines in predicting stock returns using the Rough set model, Nearest neighbor and decision tree.
  mohammad reza karimi pouya mehrdad ghanbari babak jamshidinavid mansoor esmaeilpour
  20.1001.1.22519165.1398.10.38.10.6
• Open Access Article
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  11 - Presenting a new approach based on association rule to investigating the relationship of the Oil market with global markets
  Reza Khosravi Ehsan Mohammadian Amiri pouria Rezai Seyed Babak Ebrahimi
  20.1001.1.22519165.1398.10.38.11.7
• Open Access Article
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  12 - Reference Points, Stock’s Major Historical Highs and Lows and Volume: Evidence from Tehran Stock Exchange
  Gholamhosein Asadi Seyed Amirhosein Emami
  20.1001.1.22519165.1398.10.38.12.8
• Open Access Article
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  13 - Impacts of Intellectual Capital on the Assets and Share Liquidity : Evidence from Tehran Stock Exchange
  khosro moradi shahdadi Ali Asghar Anvary Rostamy Mohammad Hossein Ranjbar seyed jallal sadeghisharifasl
  20.1001.1.22519165.1398.10.38.13.9
• Open Access Article
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  14 - A Simulation Based Optimization Model for Pricing Basket Options
  Ehsan Hajizadeh Masoud Mahootchi
  20.1001.1.22519165.1398.10.38.14.0
• Open Access Article
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  15 - Evaluation the effect of stochastic fluctuations on operational risk of hedging European options: Application of Markov Switching and Black Scholes Standard
  Mahmoud Zarrini seyed parviz jalili kamju Razyeh Goodarzi
  20.1001.1.22519165.1398.10.38.15.1
• Open Access Article
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  16 - Synthetic Collateralized Debt Obligations and Kth to Default Swaps Valuation Using Copula Model
  Alireza Saranj
  20.1001.1.22519165.1398.10.38.16.2
• Open Access Article
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  17 - Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange
  Ehsan Atefi Meysam Rashidi Ranjbar
  20.1001.1.22519165.1398.10.38.17.3