List of Articles mohammadhasan gholizadeh

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  1 - Analysis of financial risk in the cryptocurrency market: Evidence from predicting value at risk
  Zahra Bozorgtabar Baei Reza Aghajan Nashtaei Mohammad Hasan Gholizadeh
  Considering the extreme fluctuations of the cryptocurrency market and also the importance of predicting the value at risk in such conditions, the purpose of the present study is to predict the value at risk in the cryptocurrency market and also to compare different mode More

  Considering the extreme fluctuations of the cryptocurrency market and also the importance of predicting the value at risk in such conditions, the purpose of the present study is to predict the value at risk in the cryptocurrency market and also to compare different models for predicting the value at risk. In addition, the impact of different distributions of model innovation terms has been investigated. In this research, we use different models to predict the value at risk of return of four well-known cryptocurrencies. The data used in the research covers the period from 1/1/2018 to 16/3/2022. This research uses CAViaR and DQR models that directly predict the return distribution quantiles as value at risk. In addition to the mentioned models, several types of common models have been used to predict value at risk. In order to check the performance of the used models, we have used the back-test method, which is one of the common methods for testing the performance of the models. The results show that the models that directly use the quantiles of the return distribution to predict value at risk (specifically CAViaR and DQR models) have a much better performance than other common models for predicting value at risk. Manuscript profile
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  2 - Financial crimes; Model design and explanation With grounded theory Method
  Ali Reza Amerian Ebrahim Chirani mohammadhasan gholizadeh seyed mozaffar mirbargkar
  The purpose of this study is to design a model for financial crime. This research has a qualitative approach and is based on the theory of data foundation or grounded theory. The data are collected using semi-structured deep interview techniques. 20 experts and experts More

  The purpose of this study is to design a model for financial crime. This research has a qualitative approach and is based on the theory of data foundation or grounded theory. The data are collected using semi-structured deep interview techniques. 20 experts and experts including faculty members of universities and managers who have at least 15 years of financial affairs have been selected through targeted sampling and snowball technique. The validity of this research was evaluated by the interviewees and then by the professors and confirmed. Reliability test has also been used to test the reliability of the test. The reliability of the interviews conducted in this study is 86%, and since this is above 60%, the reliability of the coding is confirmed. For data analysis, the continuous comparison method has been used during the three stages of open, axial and selective coding. Qualitative findings have been analyzed by MAXQDA software and, finally, a paradigm model of financial crimes is explained. Manuscript profile
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  3 - An Analysis of Financial Crimes in Iran Using Structural Equation Modeling
  Ali Reza Amerian Ebrahim Chirani Mohammadhasan Gholizadeh Seyed Mozaffar MirbargKar
  The increasing spread of financial crimes and the irreparable economic, and even social and cultural damage they cause, clearly illuminates the necessity of research and analysis in this area and to investigate the causes of such crimes. Therefore, the main issue in thi More

  The increasing spread of financial crimes and the irreparable economic, and even social and cultural damage they cause, clearly illuminates the necessity of research and analysis in this area and to investigate the causes of such crimes. Therefore, the main issue in this research is the spread of financial crime and its concerns in Iranian society. The researcher seeks to understand financial crime economically and not from a sociological or criminological perspective. Therefore, the overall purpose of the present study is to design and test a model to explain and predict the causes of financial crime to prevent financial deviations. In this regard, a hybrid research approach was used which used the qualitative stage of the theory of grounded theory or the grounded theory and in the quantitative stage the descriptive-survey method. The qualitative findings were analyzed by MAXQDA software and at the end of the qualitative phase the conceptual model of financial crime was extracted. In the quantitative phase, the model was validated using partial least squares structural equation modeling with PLS software. Model fit indices indicate that the data fits well with the conceptual model. In other words, quantitative data fits well with the conceptual model of research and confirms the qualitative data. Manuscript profile
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  4 - Modeling the financial behavior of momentum and random investors in crisis situations: Qualitative analysis based on grounded theory
  Fatemeh Jafari Reza Aghajan Nashtaei Mohammadhasan Gholizadeh
  The main purpose of this study is to provide a model to explain the financial behavior of momentum and random investors. The research was conducted qualitatively with grounded theory technique. Data were collected through semi-structured interviews. The statistical popu More

  The main purpose of this study is to provide a model to explain the financial behavior of momentum and random investors. The research was conducted qualitatively with grounded theory technique. Data were collected through semi-structured interviews. The statistical population of the current research is active investors in the stock exchange in the period from 1399 to 1401. In this regard, 16 interviews with momentum investors and 8 interviews with random investors were conducted according to the research topic. Then, based on the systematic approach of Strauss and Corbin's theories, in three main steps of open coding, axial coding and selective coding, the financial behavior model of momentum and random investors was presented. The results of coding interviews with momentum investors have shown that the behavior of this group of investors has often been based on risk-return analysis and fundamental and technical analysis. Financial advisors are sometimes consulted, focusing on capital management and portfolio diversity. Although they sometimes engage in emotional behaviors, these behaviors are not predominant and they mostly try to behave rationally. While random investors, on the other hand, benefit less from these analyzes and consider only financial knowledge and investment literacy important. This group is more prone to emotional behaviors, especially mass behaviors. Manuscript profile
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  5 - Compilation and validation of the financial resilience model of the hotel industry in crisis conditions: a mixed approach
  Seyyede Maryam Abolhasani Komle Mohammadhasan Gholizadeh Mehdi Meshki miavaghi
  The purpose is to provide a model of financial resilience of the hotel industry in crisis in Iran. This research was conducted using the mixed method research of exploratory type. In the qualitative section, the grounded theory method, based on Strauss and Corbin's para More

  The purpose is to provide a model of financial resilience of the hotel industry in crisis in Iran. This research was conducted using the mixed method research of exploratory type. In the qualitative section, the grounded theory method, based on Strauss and Corbin's paradigm model, was used. Semi-structured interviews were conducted with hotel experts and continued until theoretical saturation based on the snowball technique. From 982 key phrases obtained from the interviews, 86 concepts and 18 main categories were obtained. The qualitative evaluation of the model was carried out and confirmed according to the opinion of Strauss and Corbin in all dimensions. In the quantitative evaluation of the model, structural equation modeling and SmartPLS software were used. All significant numbers were greater than 1.96 and standard coefficients were greater than 0.4 and the model was approved. Considering that the data fitting criterion was 0.603, the fit of the final model was confirmed. The most important findings of the research were identified in the field of financial resilience strategies of the hotel industry in crisis conditions, strengthening of human resources, strengthening of inter-institutional cooperation, tourism industry marketing, optimal financing and innovation. The most important findings of the research were identified in the field of financial resilience strategies of the hotel industry in crisis conditions, including: strengthening of human resources, strengthening of inter-institutional cooperation, tourism industry marketing, optimal financing and innovation. Manuscript profile