Author Index

Abdi.Matin Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory [ Vol.11, Issue 37 - Spring Year 1397]
Aghababaei.Mohammad Ebrahim Portfolio selection by Using Multi Attribute Decision Making based on grey relational analysis and linear programming [ Vol.11, Issue 38 - Summer Year 1397]
almasi.mojtaba Modeling of long-term memory and regime changes in Tehran Stock Exchange stock returns and asymmetric effects of oil market shocks on it [ Vol.11, Issue 40 - Winter Year 1397]
amini khouzani.mohsen The Influence of socio-cultural factors by role of mediator Trust on participation in the stock (Case Study: Iran Stock Market) [ Vol.11, Issue 40 - Winter Year 1397]
Amirinejad.Mahdiyeh Analyzing the investment strategies on option contract based on the Black-Scholes model-evidence from the gold coin option contracts in Iran mercantile exchange [ Vol.11, Issue 40 - Winter Year 1397]
anvari.ebrahim The Design and Calibration of a New Keynesian DSGE Model with Stock Market Dynamics in Iran Economy [ Vol.11, Issue 38 - Summer Year 1397]
Atrchi.Romina Portfolio optimization with differential evolution and conditional value at risk approach [ Vol.11, Issue 40 - Winter Year 1397]
Azizzadeh.Fatemeh Modeling Financial return with Markov Time-Varying Mixed Normal GARCH Model [ Vol.11, Issue 37 - Spring Year 1397]

Chenari.Hassan Financial Statement Comparability and Expected Stock Price Crash Risk [ Vol.11, Issue 39 - Autumn Year 1397]

eskini.sobhan Social mood and behavior of investors; evidence of herd behavior of investors in the religious months [ Vol.11, Issue 37 - Spring Year 1397]

Fallah shams.Mir feiz Studying the relationship between default risk and momentum effect: based on evidence from firms listed on Tehran stock exchange [ Vol.11, Issue 37 - Spring Year 1397]
fattahizadeh.fathiyeh Modeling of long-term memory and regime changes in Tehran Stock Exchange stock returns and asymmetric effects of oil market shocks on it [ Vol.11, Issue 40 - Winter Year 1397]
fegheh majidi.ali An Investigation Stock Price Index Convergence in Middle East stock markets: Cluster Analysis Approach [ Vol.11, Issue 39 - Autumn Year 1397]

ghaffari.farhad Portfolio Optimization in Capital Market Bubble Condition [ Vol.11, Issue 40 - Winter Year 1397]

Hajiha.zohreh Financial Statement Comparability and Expected Stock Price Crash Risk [ Vol.11, Issue 39 - Autumn Year 1397]
heidari haratemeh.mostafa Investigating the Effect of Real Options Resulting from Flexibility on Stock Return [ Vol.11, Issue 39 - Autumn Year 1397]

Janani.Mohammad Hassan Performance Persistence of Mutual Funds in Iran: Momentum Strategy Approach [ Vol.11, Issue 40 - Winter Year 1397]

Keyvan.Razieh Performance Persistence of Mutual Funds in Iran: Momentum Strategy Approach [ Vol.11, Issue 40 - Winter Year 1397]

Manteghi.Khosro Modeling Financial return with Markov Time-Varying Mixed Normal GARCH Model [ Vol.11, Issue 37 - Spring Year 1397]
matinfard.mehran Test the effectiveness of stock price synchronicity on risk of stock price reduction [ Vol.11, Issue 38 - Summer Year 1397]
mohammadi.Ahmad An Investigation Stock Price Index Convergence in Middle East stock markets: Cluster Analysis Approach [ Vol.11, Issue 39 - Autumn Year 1397]
Mohseni.Abdolreza Political connections, dividend and stock return in listed firms on Tehran Stock Exchange [ Vol.11, Issue 38 - Summer Year 1397]
Monavari.Hossein Instruments of Financial Regulation in Iran & U.K [ Vol.11, Issue 39 - Autumn Year 1397]

nadighomi.vali Time-varying effect of oil price shocks on the stock market return of Iran by it [ Vol.11, Issue 39 - Autumn Year 1397]
nikoomaram.hashem Clarifying the Relationship between the Return and the Simultaneous Volatility of Stock Returns Utilizing Investment Options Pattern [ Vol.11, Issue 37 - Spring Year 1397]
nourbakhsh.kamyar Market neutral statistical arbitrage strategy by factor models in Tehran stock exchange [ Vol.11, Issue 39 - Autumn Year 1397]

pedramrad.mahdi Estimating Price Delays on Tehran Stock Exchange [ Vol.11, Issue 38 - Summer Year 1397]
Pourjavan.Abdollah The Design and Calibration of a New Keynesian DSGE Model with Stock Market Dynamics in Iran Economy [ Vol.11, Issue 38 - Summer Year 1397]

Rahnamay Roodposhti.Fereydoon Clarifying the Relationship between the Return and the Simultaneous Volatility of Stock Returns Utilizing Investment Options Pattern [ Vol.11, Issue 37 - Spring Year 1397]
Rahnamay Roodposhti.Fereydoon Portfolio Optimization in Capital Market Bubble Condition [ Vol.11, Issue 40 - Winter Year 1397]
Rahnamay Roodposhti.Fereydoon Political connections, dividend and stock return in listed firms on Tehran Stock Exchange [ Vol.11, Issue 38 - Summer Year 1397]
Rahnamay Roodposhti.Fereydoon Gold as a Safe Haven for Tehran Stock Exchange: A Regime Switching Approach [ Vol.11, Issue 40 - Winter Year 1397]
Ramtinnia.Shahin Portfolio optimization with differential evolution and conditional value at risk approach [ Vol.11, Issue 40 - Winter Year 1397]
ranjpour.reza The Influence of socio-cultural factors by role of mediator Trust on participation in the stock (Case Study: Iran Stock Market) [ Vol.11, Issue 40 - Winter Year 1397]
Rasekh.Mohammad Instruments of Financial Regulation in Iran & U.K [ Vol.11, Issue 39 - Autumn Year 1397]

Salahmanesh.Ahmad The Design and Calibration of a New Keynesian DSGE Model with Stock Market Dynamics in Iran Economy [ Vol.11, Issue 38 - Summer Year 1397]
salahvarzi.sohbat Test the effectiveness of stock price synchronicity on risk of stock price reduction [ Vol.11, Issue 38 - Summer Year 1397]
Salehi.Mojtaba Economies of Scale based on Theory of Constraints in Banks [ Vol.11, Issue 39 - Autumn Year 1397]
salmani.behzad Relationship between real effective exchange rate and trade balance, considering savings rate: Smooth Transition Regression (STR) Approach [ Vol.11, Issue 40 - Winter Year 1397]
Samadi.Mohammad Taghi The Effect of Liquidity Risk and Credit Risk on Financial Stability Banking industry in Iran; Multiple regression approach [ Vol.11, Issue 38 - Summer Year 1397]
Sarafraz.Elaheh The Relationship between Stock Mispricing and Corporate Investments with Emphasis on the Role of Financial Constraints and Time Horizon of Stockholders Investment [ Vol.11, Issue 37 - Spring Year 1397]
shirazian.zahra Investigating effect of mean residence time on herd behavior on Tehran stock exchange index volatility by Heston model [ Vol.11, Issue 40 - Winter Year 1397]
shirazian.zahra Investigation Effect of Financial Literacy and Money Management on Personal Financial Management of Tehran stock exchange investors [ Vol.11, Issue 38 - Summer Year 1397]

Taghavi.Mahdis Portfolio selection by Using Multi Attribute Decision Making based on grey relational analysis and linear programming [ Vol.11, Issue 38 - Summer Year 1397]
talebi.bahman Evaluation the impact Off Balance Sheet Financing on sustainability profit and Economic Value Added of companies listed on the Stock Exchange of Tehran [ Vol.11, Issue 40 - Winter Year 1397]

vakilifard.hamidreza Performance Persistence of Mutual Funds in Iran: Momentum Strategy Approach [ Vol.11, Issue 40 - Winter Year 1397]
Validi.Alireza investor's utility in portfolio rebalancing strategies [ Vol.11, Issue 40 - Winter Year 1397]