Author Index

A

Abbasi.Ibrahim The Impact of Crude Oil Price Returns on the Stock Index Returns A Case study: Tehran Stock Exchange & Istanbul Stock Exchange [ Vol.3, Issue 12 - Winter Year 1393]
Abounoori.Abbasali Comparing the performance Of Artificial Neural Networks(ANN) and Auto Regressive Moving Average(ARIMA) Model in Modeling and Forecasting Short-term Exchange Rate Trend in Iran [ Vol.3, Issue 10 - Summer Year 1393]
asadian.samira The Impact of Crude Oil Price Returns on the Stock Index Returns A Case study: Tehran Stock Exchange & Istanbul Stock Exchange [ Vol.3, Issue 12 - Winter Year 1393]
Azizi.Mansoureh The relationships between market beta with macroeconomic variables and accounting information [ Vol.3, Issue 10 - Summer Year 1393]
Azizi.Mohammadreza Application of Extreme Value Theory in Value at Risk forecasting [ Vol.3, Issue 12 - Winter Year 1393]

B

Babakhani.Massoud Constant Conditional Correlation Volatility Transmission Model with Long Memory Effect, evidence from Tehran and Dubai Stock Market [ Vol.3, Issue 11 - Autumn Year 1393]
Badri.Ahmad Higher Moments and Idiosyncratic Volatility Puzzle [ Vol.3, Issue 11 - Autumn Year 1393]

C

Chavoshi.Kazem Optimization of portfolio Constituted from mutual funds of Tehran stock exchange using genetic algorithm [ Vol.3, Issue 12 - Winter Year 1393]

D

Davarzadeh.Mahtab Usefulness Assessment of Technical Analysis of World Gold Prices (Approach to the Directional Indicators or Oscillators) [ Vol.3, Issue 9 - Spring Year 1393]
Davarzadeh.Mahtab A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [ Vol.3, Issue 11 - Autumn Year 1393]

E

Ebrahimi.Sajad Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship [ Vol.3, Issue 11 - Autumn Year 1393]
Esmaeili.Bahman Initial public offering (IPO) price Short-term Overreaction: The Effect of price and other factors in Tehran Stock Exchange [ Vol.3, Issue 11 - Autumn Year 1393]

F

Fahimi Doab.Reza Feasibility study of the pricing of crude oil by OPEC and OECD countries using game theory in the form of a win– win [ Vol.3, Issue 10 - Summer Year 1393]
Fallah Shams.Mirfeyz Capture the effect of amplitude fluctuation permitted in Tehran Stock Exchange [ Vol.3, Issue 12 - Winter Year 1393]
Fathullahi.Fuad Return Momentum:Evidence from Tehran Stock Exchange [ Vol.3, Issue 9 - Spring Year 1393]
Fazel Yazdi.Ali The Impact of Corporate Governance on the Relationship between Capital Structure and Firm Value in the Tehran Listed Firms by Using Structural Equation Modeling [ Vol.3, Issue 9 - Spring Year 1393]
Foroghi.Dariosh Evaluation Fundamental based risk model in predicting stock prices [ Vol.3, Issue 12 - Winter Year 1393]
foroughnejad.heidar An Investigation of Affecting Factors in Bid Ask Spread as a Measure for Information Asymmetry [ Vol.3, Issue 12 - Winter Year 1393]
foroughnejad.heidar Agent-based modeling in financial markets [ Vol.3, Issue 12 - Winter Year 1393]

G

gholami.Elham Evaluating of the Business Cycle Status in Iran and its Impact on the Effectiveness of Fiscal Stimulus Programs and Investment [ Vol.3, Issue 12 - Winter Year 1393]
Gholamlou.Ghasem The effect of the political cycle on the Tehran Stock market trading volume and liquidity [ Vol.3, Issue 10 - Summer Year 1393]

H

Hajiha.زهره Studying the Effect of Information Asymmetry and Firm Value on the Firm Investment in Companies Listed in Tehran Stock Exchange [ Vol.3, Issue 12 - Winter Year 1393]
Hedayati.Shohreh Estimation of Value at Risk by using Extreme Value Theory [ Vol.3, Issue 9 - Spring Year 1393]
hezarkhani.masoumeh Cash Flow Sensitivity Analysis on the Impact of Financial Constraints Based on the Bao Model [ Vol.3, Issue 12 - Winter Year 1393]
Hojabrkiani.هژبر کیانی Evaluating of the Business Cycle Status in Iran and its Impact on the Effectiveness of Fiscal Stimulus Programs and Investment [ Vol.3, Issue 12 - Winter Year 1393]
Honardoost.Azam The effect of maturity date, trade volume and open interests on gold coin future price volatility [ Vol.3, Issue 9 - Spring Year 1393]

J

Janfada.Reza Corporate Governance and Financial Constraints (Investment-cash flow sensitivity) [ Vol.3, Issue 10 - Summer Year 1393]
Jokar.Iman Cash Flow Sensitivity Analysis on the Impact of Financial Constraints Based on the Bao Model [ Vol.3, Issue 12 - Winter Year 1393]

K

Kamali.Ehsan Evaluation Fundamental based risk model in predicting stock prices [ Vol.3, Issue 12 - Winter Year 1393]
Kargari.Yasser Usefulness Assessment of Technical Analysis of World Gold Prices (Approach to the Directional Indicators or Oscillators) [ Vol.3, Issue 9 - Spring Year 1393]
Kargari.Yasser A study on how managers of mutual funds invest in Iran (With an approach based on technical & fundamental analysis and Modern Portfolio Theory) [ Vol.3, Issue 11 - Autumn Year 1393]
Khalili Araghi.Maryam Initial public offering (IPO) price Short-term Overreaction: The Effect of price and other factors in Tehran Stock Exchange [ Vol.3, Issue 11 - Autumn Year 1393]
Khoshnood.Mehdi Agent-based modeling in financial markets [ Vol.3, Issue 12 - Winter Year 1393]
Khosravi.Tania The effect of governmental investment on the effect private investment with the existence of corporate tax" [ Vol.3, Issue 10 - Summer Year 1393]
Kiani Harchegani.Maedeh Optimizing Stock Portfolio with regard to Minimum Level of Total Risk using Genetic Algorithm [ Vol.3, Issue 11 - Autumn Year 1393]
Kiyanoosh.Mahsa Students’ knowledge and understanding of personal financial security Analysis of students’ attitude towards knowledge of personal financial security [ Vol.3, Issue 12 - Winter Year 1393]

M

Mansoory.Sholeh Psychological entropy theory in behavioral finance [ Vol.3, Issue 11 - Autumn Year 1393]
Mohammadzadegan.Hadi Examining the Relationship Between Spot Price of an Underlying Asset and Cost of Carry of Gold Coin Futures in Iran Mercantile Exchange (IME) [ Vol.3, Issue 10 - Summer Year 1393]
monjazeb.mohammadreza Capture the effect of amplitude fluctuation permitted in Tehran Stock Exchange [ Vol.3, Issue 12 - Winter Year 1393]
Moradijoz.Mohsen An Investigation of Affecting Factors in Bid Ask Spread as a Measure for Information Asymmetry [ Vol.3, Issue 12 - Winter Year 1393]

N

Nekooei.Sadegh The identifying and investigating the factors of not applying inflation Impacts on the financial reporting in Iran [ Vol.3, Issue 11 - Autumn Year 1393]

P

Panahi.Yagoub Efficiency comparison among GARCH models in modeling and liquidity measurement. Case study: Tehran Stock Exchange [ Vol.3, Issue 9 - Spring Year 1393]
Pourmousa.Ali Akbar Creating the balance between sources and uses of pension plans by Using the Actuarial knowledge [ Vol.3, Issue 10 - Summer Year 1393]
Pourzamani.Zahra Spillover Effect On The On Contest Markets For Capital Market [ Vol.3, Issue 11 - Autumn Year 1393]

R

Raei Ezabadi.Mohammad Ebrahim Relation between “individual investors’ mental evaluations from product and brand” and “their preference to investing in stock” [ Vol.3, Issue 10 - Summer Year 1393]
Rahimian.Nezamoldin The association between excess Cash holding and shareholder value: The case of Tehran security exchange [ Vol.3, Issue 12 - Winter Year 1393]
Rahnamay Roodposhty.Fraydoon Optimization of portfolio Constituted from mutual funds of Tehran stock exchange using genetic algorithm [ Vol.3, Issue 12 - Winter Year 1393]

S

Saber.Ebrahim Optimization of portfolio Constituted from mutual funds of Tehran stock exchange using genetic algorithm [ Vol.3, Issue 12 - Winter Year 1393]
Saieda Ardakani.Saied The Impact of Corporate Governance on the Relationship between Capital Structure and Firm Value in the Tehran Listed Firms by Using Structural Equation Modeling [ Vol.3, Issue 9 - Spring Year 1393]
Soleimani.Saeed Designing Joint Investment Fund to increase the capacity of the insurance reinsurance [ Vol.3, Issue 9 - Spring Year 1393]

T

Tatli.Rashid The Evaluate ability of Altman adjusted Model to Prediction Stages of Financial Distress Newton and Bankruptcy [ Vol.3, Issue 9 - Spring Year 1393]
tehrani.reza Usefulness Assessment of Technical Analysis of World Gold Prices (Approach to the Directional Indicators or Oscillators) [ Vol.3, Issue 9 - Spring Year 1393]
Toloei Ashlaghi.Abbas Purchasing stock in Stock Exchange (Application of MADM Models) [ Vol.3, Issue 11 - Autumn Year 1393]

Y

Yazdani Chamzini.Abdolreza presentation of new method for investment strategy in private section [ Vol.3, Issue 11 - Autumn Year 1393]

Z

Zomorodian.Gholamreza Investigation of capabilities of econometrist models in determination of value at risk in investment companies for determination of optimized portfolio in capital market of Iran [ Vol.3, Issue 12 - Winter Year 1393]