Author Index

A

abbasi.ebrahim Designing a Hybrid Intelligent Model for Prediction of Stock Price Golden Points [ Vol.8, Issue 29 - Spring Year 1398]
abdoh tabrizi.hossein An Evaluation of Mutual Funds Performance in Iranian Capital Market by combining Market Timing Models with the Fama and French three Factor Model [ Vol.8, Issue 31 - Autumn Year 1398]
Akbari Moqadam.Beitollah Analyzing profitable strategies on option market - evidence from the gold coin option contracts on the Iran mercantile exchange [ Vol.8, Issue 30 - Summer Year 1398]
Alasvand.Farshid Regional Role of Tax Return Transcript Establishment in Intention-to-pay Taxes: (Study Case: Taxpayers of Iranian National Tax Admission Organization-Tehran) [ Vol.8, Issue 29 - Spring Year 1398]
amini khouzani.mohsen Cultural factors and risk-taking power of investment companies in Iran's stock exchange [ Vol.8, Issue 30 - Summer Year 1398]
Amiri.Maghsoud The effect of the brand on investor behavior and perceived risk as Mediate [ Vol.8, Issue 32 - Winter Year 1398]
Amirinejad.Mahdiyeh Analyzing profitable strategies on option market - evidence from the gold coin option contracts on the Iran mercantile exchange [ Vol.8, Issue 30 - Summer Year 1398]
amouzad mahdiraji.hossein Promotion of Effective Level of Investment Management in Iran Capital Market using Artificial Neural Network and Fuzzy Logic [ Vol.8, Issue 31 - Autumn Year 1398]
ansari.hojjatallah Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm [ Vol.8, Issue 30 - Summer Year 1398]
asadi ghareh jeloo.behrang An Evaluation of Mutual Funds Performance in Iranian Capital Market by combining Market Timing Models with the Fama and French three Factor Model [ Vol.8, Issue 31 - Autumn Year 1398]
Asghapour.Hossein Cultural factors and risk-taking power of investment companies in Iran's stock exchange [ Vol.8, Issue 30 - Summer Year 1398]
Askarinejad Amiri.Ali Macroeconomics variables and corporate events effect on systematic risk according to jump beta [ Vol.8, Issue 29 - Spring Year 1398]
Azarnivar.Leila Information Environment and Earnings Management in Companies to Dual Holdings [ Vol.8, Issue 29 - Spring Year 1398]

B

badiei.hossein Investigate the Relationship between Financial Development and Cost of Equity [ Vol.8, Issue 31 - Autumn Year 1398]
Bagheri.Oveis Test of effect the rational speculative bubbles and the political cycle based based on the theory of constraint on the rate of return in selected companies of the Tehran Capital Market [ Vol.8, Issue 32 - Winter Year 1398]
bakhshmohammadlou.minoo Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [ Vol.8, Issue 31 - Autumn Year 1398]
bakhtiari.masoud Investigate the relationship between investor sentiment, courage in predicting dividends and future corporate performance [ Vol.8, Issue 30 - Summer Year 1398]
Barasoud.Mahdi Comparative study of the behavior of investors in equity portfolio (Classic financial approach or behavioral finance approach) [ Vol.8, Issue 29 - Spring Year 1398]
Behzadi.Adel Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm [ Vol.8, Issue 30 - Summer Year 1398]
Borzabadi Farahani.maryam The oil and gold global market interaction on the stock market of Iran; the GARCH-Copula approach [ Vol.8, Issue 30 - Summer Year 1398]
Borzabadi Farahani.maryam The ranking of Exchange-Trade Funds (ETFs); Applying the parametric value at risk approach [ Vol.8, Issue 31 - Autumn Year 1398]

D

Danesh Fard.Karam Allah Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [ Vol.8, Issue 31 - Autumn Year 1398]
Danesh Fard.Karam Allah Investigating specific cases on the balance sheet approach of financing from the point of view of agency theory [ Vol.8, Issue 29 - Spring Year 1398]
DARABI.ROYA Different Effect of Corporate size on The Relationship Between conventional Returns, unconventional Returns and Heterogeneous Investor Beliefs [ Vol.8, Issue 31 - Autumn Year 1398]
davoodi.sayyed mohammad reza Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [ Vol.8, Issue 32 - Winter Year 1398]
Dehghan.Abdolmajid Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange [ Vol.8, Issue 29 - Spring Year 1398]
Dehghan.Abdolmajid Investigating the Conceptual Model Explaining the Contagion Turbulence Influencing Returns in Banks Accepted in the Stock Exchange [ Vol.8, Issue 31 - Autumn Year 1398]
doostian.Rahman Investigating the Conceptual Model Explaining the Contagion Turbulence Influencing Returns in Banks Accepted in the Stock Exchange [ Vol.8, Issue 31 - Autumn Year 1398]
dorostkar.maliheh Presenting a model identification and prioritize for customer preferences in selecting banks and do invest based on grounded theory method and structural equation modeling (case study: Iran’s banking industry) [ Vol.8, Issue 30 - Summer Year 1398]

E

Ebrahimi kavari.sadegh Developing an expert system to create and rebalance investment portfolio, using technical analysis [ Vol.8, Issue 29 - Spring Year 1398]
Ebrahimi kavari.sadegh Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [ Vol.8, Issue 31 - Autumn Year 1398]
Ebrahimi kavari.sadegh Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method [ Vol.8, Issue 30 - Summer Year 1398]
ebrahimiyan.nader Regional Role of Tax Return Transcript Establishment in Intention-to-pay Taxes: (Study Case: Taxpayers of Iranian National Tax Admission Organization-Tehran) [ Vol.8, Issue 29 - Spring Year 1398]
Ebrati.Mohammadreza The Impact of Political Connections on Stock Price Crash Risk with an Emphasize on Product Market Competition in Tehran Stock Exchange listed companies [ Vol.8, Issue 29 - Spring Year 1398]
Emamdoost.Mostafa Fuzzy portfolio selection under down risk measure by hybrid intelligent algorithm [ Vol.8, Issue 30 - Summer Year 1398]
Enayatollahi.Sna Evaluating the Relationship between Tehran Stock Exchange and Istanbul Stock Exchange: Causality and Co-Integration [ Vol.8, Issue 29 - Spring Year 1398]
entezar.elnaz The Investigating of Exchange Rate Volatility Impact on Stock Market Price Efficiency and Optimization of Investment Portfolio [ Vol.8, Issue 31 - Autumn Year 1398]

F

faghani makrani.khosro Discuss Optimal Portfolio Efficiency in terms of Kurtosis Model in Phase environment [ Vol.8, Issue 31 - Autumn Year 1398]
fahimi.alireza Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange [ Vol.8, Issue 29 - Spring Year 1398]
fallahpour.saeid Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach [ Vol.8, Issue 30 - Summer Year 1398]
Farhadi sharif Abad.Mohsen Investigating the relationship between Default risk of banks and risk-return of their stocks in Tehran Stock Exchange [ Vol.8, Issue 29 - Spring Year 1398]
faridnia.Amir The Impact of Management Overconfidence on Value Creation and Stock Return Risk [ Vol.8, Issue 31 - Autumn Year 1398]
Farnoosh.rahman Option Hedging in Jump-Diffusion Markets by Malliavin Calculus [ Vol.8, Issue 31 - Autumn Year 1398]

G

Ghadami.Mohsen Designing an Econometric Innovation Model Based on the Main Dimensions of Strategy in Iranian Governmental Organizations (Case Study: the state organization for registration of deeds and properties) [ Vol.8, Issue 29 - Spring Year 1398]
ghalmegh.karim The effect of financial literacy on Machiavellian personality of Tehran exchange market investors [ Vol.8, Issue 30 - Summer Year 1398]
Ghasemi.Ahmad Reza Evaluating and Prioritizing of the Risk of Money Laundering Criteria (Case Study: Refah Bank) [ Vol.8, Issue 31 - Autumn Year 1398]
ghasemi.saeid predicted profit on the possibility of revision in profit prediction [ Vol.8, Issue 31 - Autumn Year 1398]
Ghazanfari.Hossein A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [ Vol.8, Issue 31 - Autumn Year 1398]
Gholami-Jamkarani.Reza Investigate the relationship between investor sentiment, courage in predicting dividends and future corporate performance [ Vol.8, Issue 30 - Summer Year 1398]
Gholipour Khaneghah.Mahdi Role of Investment Opportunities Set (IOS) in Companies Financing Policy [ Vol.8, Issue 29 - Spring Year 1398]

H

haghighi.saman Heavenly Bodies and the Performance of the Tehran Stock Exchange [ Vol.8, Issue 29 - Spring Year 1398]
Hamedinia.Hamed Installment Option Valuation by Least Squares with Checking the Solution Convergence [ Vol.8, Issue 32 - Winter Year 1398]
Hasas Yeganeh.Yahya Regional Role of Tax Return Transcript Establishment in Intention-to-pay Taxes: (Study Case: Taxpayers of Iranian National Tax Admission Organization-Tehran) [ Vol.8, Issue 29 - Spring Year 1398]
Heidarzadeh Hanzaei.Alireza Information Environment and Earnings Management in Companies to Dual Holdings [ Vol.8, Issue 29 - Spring Year 1398]
hossaini.seyed mehdi Installment Option Valuation by Least Squares with Checking the Solution Convergence [ Vol.8, Issue 32 - Winter Year 1398]
hosseini.ali The investigation of the effect of risk disclosure on investment efficiency of accepted companies in Tehran stock exchange [ Vol.8, Issue 31 - Autumn Year 1398]

I

Islami.Reza The Effects of Governmental Monetary Policy Changes on Investment in Islamic Countries [ Vol.8, Issue 32 - Winter Year 1398]

J

jafari tajangooke.Abuozar Earnings Quality, Leverage Deficit (Surplus), and Financing Policy in companies listed in Tehran Stock Exchange [ Vol.8, Issue 32 - Winter Year 1398]
Jafarnejad.Ahmad Development of a Suitable Readiness Assessment Framework for Firms and Industrial Parks for the Adoption of the Fundamental Components of the Fourth Industrial Revolution (I4.0) and Investment Development [ Vol.8, Issue 31 - Autumn Year 1398]
Jafarzadeh.Soodabeh Evaluating and Prioritizing of the Risk of Money Laundering Criteria (Case Study: Refah Bank) [ Vol.8, Issue 31 - Autumn Year 1398]
Jamshidinavid.Babak Investigating the Conceptual Model Explaining the Contagion Turbulence Influencing Returns in Banks Accepted in the Stock Exchange [ Vol.8, Issue 31 - Autumn Year 1398]

K

karami chamgordani.marzieb Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [ Vol.8, Issue 32 - Winter Year 1398]
Kargar.Hashem Designing an Econometric Innovation Model Based on the Main Dimensions of Strategy in Iranian Governmental Organizations (Case Study: the state organization for registration of deeds and properties) [ Vol.8, Issue 29 - Spring Year 1398]
karimi.masoume Investigating the Short-Term and Long-Term Effects of Real Currency Value on Iran's Stock Exchange [ Vol.8, Issue 32 - Winter Year 1398]
katebi.Hamid Reza Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [ Vol.8, Issue 30 - Summer Year 1398]
Keyghobadi.Amirreza Using data mining techniques to measure tax risk of value added taxes [ Vol.8, Issue 32 - Winter Year 1398]
khalili damghani.kaveh Designing a Hybrid Intelligent Model for Prediction of Stock Price Golden Points [ Vol.8, Issue 29 - Spring Year 1398]
khalili.soheil Dependence structure between Iranian financial system’s sub sectors: a vine copula approach [ Vol.8, Issue 30 - Summer Year 1398]
Khodadad Hosseini.Seyed Hamid A classification model of factors affecting application of corporate venture capital strategy: An Interpretive Structural Modeling approach [ Vol.8, Issue 31 - Autumn Year 1398]
Kiani Bakhtiari.Abolfazl Development of a Suitable Readiness Assessment Framework for Firms and Industrial Parks for the Adoption of the Fundamental Components of the Fourth Industrial Revolution (I4.0) and Investment Development [ Vol.8, Issue 31 - Autumn Year 1398]
kooklan.niloofar Heavenly Bodies and the Performance of the Tehran Stock Exchange [ Vol.8, Issue 29 - Spring Year 1398]

M

Masihi.Mohammad Using data mining techniques to measure tax risk of value added taxes [ Vol.8, Issue 32 - Winter Year 1398]
Mirlohi.Seyed Mojtaba Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies [ Vol.8, Issue 29 - Spring Year 1398]
Mirsepasi.Niloufar The impact of cultural Factors based on schein model on herding behavior in Investors’ Decision-Making [ Vol.8, Issue 31 - Autumn Year 1398]
mohammadi.shaban The Fuzzy Mean-Entropy Portfolio Model : Sensitivity Analysis, Transaction Costs Based on Credibility Theory [ Vol.8, Issue 29 - Spring Year 1398]
mohammadi.shaban Stock Portfolio Selection Using Dempster-Shafer Evidence Theory [ Vol.8, Issue 32 - Winter Year 1398]
Mohammadian Amiri.Ehsan Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method [ Vol.8, Issue 30 - Summer Year 1398]
Mokhatab Rafiei.Farimah Statistical Arbitrage Strategy Based on Factor Models of Prices in Iran's stock exchange market [ Vol.8, Issue 32 - Winter Year 1398]
Moradi.Rouhalah The effect of the brand on investor behavior and perceived risk as Mediate [ Vol.8, Issue 32 - Winter Year 1398]
Moshari.Mohammad Designing a Hybrid Intelligent Model for Prediction of Stock Price Golden Points [ Vol.8, Issue 29 - Spring Year 1398]
Moshrefi.Mohammad Solving portfolio selection problem using Dantzig-Wolfe algorithm [ Vol.8, Issue 30 - Summer Year 1398]
motafaker azad.mohamadali Cultural factors and risk-taking power of investment companies in Iran's stock exchange [ Vol.8, Issue 30 - Summer Year 1398]
Mozafari.Mehrdokht Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index [ Vol.8, Issue 32 - Winter Year 1398]

N

nabavi chashmi.seyed ali Tests pricing Capital assets with the approach of some value with the use of derivatives [ Vol.8, Issue 31 - Autumn Year 1398]
nadighomi.vali Speculative bubble and stock return [ Vol.8, Issue 29 - Spring Year 1398]
naghshbandi.nader The Fuzzy Mean-Entropy Portfolio Model : Sensitivity Analysis, Transaction Costs Based on Credibility Theory [ Vol.8, Issue 29 - Spring Year 1398]
naghshbandi.nader Stock Portfolio Selection Using Dempster-Shafer Evidence Theory [ Vol.8, Issue 32 - Winter Year 1398]
nasr.mohammad Tests pricing Capital assets with the approach of some value with the use of derivatives [ Vol.8, Issue 31 - Autumn Year 1398]
Nategh Golestan.Ahmad The Impact of Investor’s Perception of Risk on Portfolio Management (Case Study: Active Investor’s Mashhad Stock brokers) [ Vol.8, Issue 30 - Summer Year 1398]
Noravesh.Iraj Studying the Factors Affecting on the Investment Management in Holding Companies [ Vol.8, Issue 32 - Winter Year 1398]
Norouzi.Alireza Economic policy uncertainty, banks’ lending decisions [ Vol.8, Issue 32 - Winter Year 1398]
nourahmadi.marziyeh Application of stress test models in risk management [ Vol.8, Issue 29 - Spring Year 1398]
nourbakhsh.kamyar Statistical Arbitrage Strategy Based on Factor Models of Prices in Iran's stock exchange market [ Vol.8, Issue 32 - Winter Year 1398]

P

pahleh.behzad Financial management and Dungeon Kruger's (self-help) [ Vol.8, Issue 30 - Summer Year 1398]
panahian.hosein Ranking P/E Predictor Factors In Tehran Stock Exchange With Using The Harmony Search Meta Heuristic Algorithm [ Vol.8, Issue 29 - Spring Year 1398]
pasamehr.fatemeh Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange [ Vol.8, Issue 32 - Winter Year 1398]
Pouralireza.Karim Relationship between Financial Constraint and Investment Efficiency and Working Capital Strategy [ Vol.8, Issue 32 - Winter Year 1398]

R

Raei.Reza Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach [ Vol.8, Issue 30 - Summer Year 1398]
Rahimzadeh.Mohammad Amin Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [ Vol.8, Issue 31 - Autumn Year 1398]
Rahnama Roodposhti.Fereydoon Clarification of the Factors Affecting Finance through Assets Securitization to the Agricultural Bank [ Vol.8, Issue 31 - Autumn Year 1398]
Rahnama Roodposhti.Fereydoon The Application of Ecology Theories in Finance [ Vol.8, Issue 29 - Spring Year 1398]
Rahnama Roodposhti.Fereydoon The ranking of Exchange-Trade Funds (ETFs); Applying the parametric value at risk approach [ Vol.8, Issue 31 - Autumn Year 1398]
Rahnama Roodposhti.Fereydoon Identification and Rating of Financing Criteria through Assets Securitization in Bank Keshavarzi [ Vol.8, Issue 30 - Summer Year 1398]
rajabi farjad.hajieh The impact of cultural Factors based on schein model on herding behavior in Investors’ Decision-Making [ Vol.8, Issue 31 - Autumn Year 1398]
Rajaei bagh siaee.mohammad Regional Role of Tax Return Transcript Establishment in Intention-to-pay Taxes: (Study Case: Taxpayers of Iranian National Tax Admission Organization-Tehran) [ Vol.8, Issue 29 - Spring Year 1398]
RAMEZANI.ALI Test of effect the rational speculative bubbles and the political cycle based based on the theory of constraint on the rate of return in selected companies of the Tehran Capital Market [ Vol.8, Issue 32 - Winter Year 1398]
Ramezanian.Reza Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation [ Vol.8, Issue 31 - Autumn Year 1398]
Ramtinnia.Shahin Role of Investment Opportunities Set (IOS) in Companies Financing Policy [ Vol.8, Issue 29 - Spring Year 1398]
Ranjbar.M. Hossein Presenting a model identification and prioritize for customer preferences in selecting banks and do invest based on grounded theory method and structural equation modeling (case study: Iran’s banking industry) [ Vol.8, Issue 30 - Summer Year 1398]
rezaei.nader Economic policy uncertainty, banks’ lending decisions [ Vol.8, Issue 32 - Winter Year 1398]

S

sabunchi.amin The Demographical Factors Role in Explanation of Retail Investors’ Financial Risk-Tolerance and Their Risk-Taking Behavior [ Vol.8, Issue 32 - Winter Year 1398]
Sadeghi Sharif.Seyed Jalal Studying the Factors Affecting on the Investment Management in Holding Companies [ Vol.8, Issue 32 - Winter Year 1398]
saeedi motlagh.mohammad hasan Stock Portfolio Selection Using Dempster-Shafer Evidence Theory [ Vol.8, Issue 32 - Winter Year 1398]
Safa.mojgan Ranking P/E Predictor Factors In Tehran Stock Exchange With Using The Harmony Search Meta Heuristic Algorithm [ Vol.8, Issue 29 - Spring Year 1398]
Salehifar.Mohammad The Application of Ecology Theories in Finance [ Vol.8, Issue 29 - Spring Year 1398]
Shahriari.Mohammadreza Studying the Factors Affecting on the Investment Management in Holding Companies [ Vol.8, Issue 32 - Winter Year 1398]
shekarkhah.javad Evaluating the Relationship between Tehran Stock Exchange and Istanbul Stock Exchange: Causality and Co-Integration [ Vol.8, Issue 29 - Spring Year 1398]
shirazian.zahra Investigating of effect herding behavior types among analysts on stock price by network analysis in Tehran Stock Exchange [ Vol.8, Issue 30 - Summer Year 1398]
Siahkarzadeh.Mohammad Sajjad Identification, describing & prioritization of operational risk management execution obstacles in Iranian banks [ Vol.8, Issue 32 - Winter Year 1398]
soleiman.shahnaz The investigation of the effect of risk disclosure on investment efficiency of accepted companies in Tehran stock exchange [ Vol.8, Issue 31 - Autumn Year 1398]
Songhori.Reza The relationship between financing variables, the ratio of R & D to operating profit and corporate financial crisis [ Vol.8, Issue 32 - Winter Year 1398]

T

tehrani.reza Dependence structure between Iranian financial system’s sub sectors: a vine copula approach [ Vol.8, Issue 30 - Summer Year 1398]
Tehrani.Reza Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies [ Vol.8, Issue 29 - Spring Year 1398]

V

vafaei ghaeini.vahid Day-ahead stock price forecasting using hybrid model [ Vol.8, Issue 30 - Summer Year 1398]
vakilifar.hamidreza The Effects of Governmental Monetary Policy Changes on Investment in Islamic Countries [ Vol.8, Issue 32 - Winter Year 1398]
Varzideh.Alireza Application of Geometric Brownian motion in prediction of gold price and currency rate [ Vol.8, Issue 30 - Summer Year 1398]

Y

Yaghoobnezhad.Ahmad Using data mining techniques to measure tax risk of value added taxes [ Vol.8, Issue 32 - Winter Year 1398]

Z

zamanpour.alireza Impact of Buffer capital changes on banks portfolio risk changes [ Vol.8, Issue 32 - Winter Year 1398]
zanjirdar.Majid predicted profit on the possibility of revision in profit prediction [ Vol.8, Issue 31 - Autumn Year 1398]
zeynali.Mahdi Relationship between Financial Constraint and Investment Efficiency and Working Capital Strategy [ Vol.8, Issue 32 - Winter Year 1398]
zolghadr.Abolfazl Financial management and Dungeon Kruger's (self-help) [ Vol.8, Issue 30 - Summer Year 1398]
zomorodianS.gholam reza Comparative study of the behavior of investors in equity portfolio (Classic financial approach or behavioral finance approach) [ Vol.8, Issue 29 - Spring Year 1398]
zomorodianS.gholam reza The ranking of Exchange-Trade Funds (ETFs); Applying the parametric value at risk approach [ Vol.8, Issue 31 - Autumn Year 1398]
zomorodianS.gholam reza Investigating the Short-Term and Long-Term Effects of Real Currency Value on Iran's Stock Exchange [ Vol.8, Issue 32 - Winter Year 1398]
zomorodianS.gholam reza Investigating the Power of Explaining Spectral, Coherent, Deviation and Artificial Neural Networks risk criterias and Their Application in Selecting the Optimal Investment Basket in Tehran Stock Exchange [ Vol.8, Issue 30 - Summer Year 1398]