Babak Jamshidinavid Articles List

List of Articles Babak Jamshidinavid

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1 - Interpretive structural modeling to improve the financial fragility of companies listed on the Iranian Stock Exchange with a screening approach
bahman kianirad Babak Jamshidinavid Mehrdad GhanbarI

Financial fragility is one of the terms that has recently been widely used in financial and accounting issues and its improvement has become one of the important issues and challenges in various organizations in the public and private sectors. This mixed (qualitative-qu More

Financial fragility is one of the terms that has recently been widely used in financial and accounting issues and its improvement has become one of the important issues and challenges in various organizations in the public and private sectors. This mixed (qualitative-quantitative) research has been conducted with the aim of presenting a model for promoting financial fragility with a screening approach in companies listed on the Iranian Stock Exchange. After interviewing 19 experts, 28 components of the model were identified in the qualitative section, but fuzzy Delphi method was used to rely on very important components and screen the identified components. Then, to achieve the model in the quantitative part, based on interpretive structural modeling (ISM) and self-interaction matrix was used to collect the required data. Findings The research presents a four-level model consisting of 9 components, of which the most effective component and the only independent component of the financial fragility improvement model of this research is the amount of economic stability. Manuscript profile
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2 - Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies
Farhad Azadi Mehrdad GhanbarI Babak Jamshidi navid Javad Masodi

Today, profit rates and the possibility of managing and manipulating the profits are clear to all, and researchers have always sought solutions to remove the uncertainties facing investors and stakeholders when making their financial decisions. To clarify users' decisio More

Today, profit rates and the possibility of managing and manipulating the profits are clear to all, and researchers have always sought solutions to remove the uncertainties facing investors and stakeholders when making their financial decisions. To clarify users' decision path of financial data users, Beneish (1999) has developed a profit-management predicting model that has yielded different results in different societies. Thus, this article aims to optimize and localize Beneish’s model by adding the Tunneling variable to Beneish’s variable and using a modern neural network and particle swarm algorithms. The statistical research population consisted of 196 companies listed at the Tehran Stocks Exchange from 2014 to 2019. The research method was a descriptive-library method in which the variables are interrelated through the causal-correlational method. From an objective point of view, it is an Ex-Post Facto research design. To analyze the data, the regression method and artificial neural and the PSO algorithms were used. The model analysis results suggested that all financial ratios had significant effects on Beneish’s profit management, as the Tunneling phenomenon and the financial leverage had the highest and lowest effects on predicting Beneish’s profit management, respectively. Manuscript profile
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3 - Investigating the Conceptual Model Explaining the Contagion Turbulence Influencing Returns in Banks Accepted in the Stock Exchange
Rahman Doostian Babak Jamshidi navid Mehrdad Ghanbari Abdol Majid Dehghan

The present study investigates the volatility of parallel markets of capital markets on stocks of Bourse's banks. In this study, the visibility of bank libraries has been measured separately from parallel markets of foreign exchange and gold, as well as the oil market a More

The present study investigates the volatility of parallel markets of capital markets on stocks of Bourse's banks. In this study, the visibility of bank libraries has been measured separately from parallel markets of foreign exchange and gold, as well as the oil market as an influential independent market. In this regard, the method of Vector Auto Regression Model (VAR) and self-regression model is used to predict the heterogeneity of generalized multivariate variances (MGARCH). The data from the beginning of July 2012 to the end of September 2018 were collected and tested. The method of this research is based on the classification of research based on the method, nature and direction are descriptive, applied and post-event respectively, and are correlated in terms of type. The results of this study confirm the relationship between the impact of bourse banks on parallel markets of currency, gold and oil. Based on this, the main hypotheses of the research that the stock markets of stock exchanges are active in the capital market from parallel markets is maintained from two perspectives of return and risk. Finally, in this study, the estimated model, which relates to the daily returns of gold and foreign exchange markets on the returns of the total stock market index, has been conceptually and mathematically explained as the best estimator of the effects of cross-market contagion. Therefore, the results of testing the research hypotheses over the time period under study confirm that the contagion effects of contingent volatility of the yields of banks admitted to the stock market by the MGARCH model are predictable. Manuscript profile

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List of Articles Babak Jamshidinavid