Author Index

A

abbasi.ebrahim Feasibility of using credit default swaps money market [ Vol.4, Issue 16 - Winter Year 1394]
Abbasi.Ibrahim Parameter setting of technical analysis indicators using multi-objective particle swarm optimization and adaptive fuzzy inference system [ Vol.4, Issue 15 - Autumn Year 1394]
Ahmadi.Nastaran applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio [ Vol.4, Issue 13 - Spring Year 1394]
Allahyari.Meysam Using Stress Test in Securitization Process [ Vol.4, Issue 16 - Winter Year 1394]
Amir- Hossieni.Zahra Investment Opportunity Evaluation by Analyzing the Effective Financial Structure on Company Value [ Vol.4, Issue 14 - Summer Year 1394]
Amiri.Maghsoud A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [ Vol.4, Issue 15 - Autumn Year 1394]
Azizi.Homa Agent-oriented modeling for credit risk analysis [ Vol.4, Issue 15 - Autumn Year 1394]
Azizi.Shirin applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio [ Vol.4, Issue 13 - Spring Year 1394]

B

Bahrololoum.Mohammad Mahdi A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [ Vol.4, Issue 15 - Autumn Year 1394]

D

Dastpak.Mohsen Presenting of High-frequency Trading System [ Vol.4, Issue 15 - Autumn Year 1394]

E

Erza.Amir Hossein Design of dividends receivable backed securities [ Vol.4, Issue 16 - Winter Year 1394]
Esmaeilzadeh.Hojjat Analysing Investors’ overreaction to the Accruals (Accrulas Anomoly) in Tehran Stock Exchange [ Vol.4, Issue 14 - Summer Year 1394]

F

Fallah Shams.Mirfeyz Effect of Exchange approved transactional recipes on the liquidity of Stocks listed companies in Tehran Stock Exchange [ Vol.4, Issue 13 - Spring Year 1394]
Fallah Shams.Mirfeyz A Model for Core-Satellite Investment in Tehran Stock Exchange Using the Hybrid Approach of Exact and Heuristic Algorithms [ Vol.4, Issue 15 - Autumn Year 1394]
farhadi.roohollah Forecasting Investors Trading Behavior: Evidence from Prospect Theory [ Vol.4, Issue 15 - Autumn Year 1394]

G

Ghaffari.Sepideh Examining the Effects of Securitization Process on Credit Risk and Banking Stability: Empirical Evidence from Commercial Banks in Iran [ Vol.4, Issue 16 - Winter Year 1394]
Ghasemi.Mozhde Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [ Vol.4, Issue 14 - Summer Year 1394]
Ghorbani Bavani.Mahsa New methods of financing football clubs in developed countries and the developing countries have a comparative study [ Vol.4, Issue 13 - Spring Year 1394]

H

Hajali.Mohammad Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [ Vol.4, Issue 14 - Summer Year 1394]
Hashempoor.Morteza Proposing a novel model based on ARIMA technique for forecasting housing price: a case study of Tehran [ Vol.4, Issue 14 - Summer Year 1394]
Hendijanizadeh.Mohammad A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm [ Vol.4, Issue 13 - Spring Year 1394]

I

Izadi.Mansoureh An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [ Vol.4, Issue 13 - Spring Year 1394]

J

Jafarnejad.Ahmad Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [ Vol.4, Issue 14 - Summer Year 1394]
Jahanshad.Azita Analysis of factors affecting expected stock returns based on the implied cost of capital [ Vol.4, Issue 14 - Summer Year 1394]
Jalilvand.Ameneh Feasibility of using credit default swaps money market [ Vol.4, Issue 16 - Winter Year 1394]

K

Karami.Hosseyn Examining the potential of the energy exchange in performance resistive economic policies and transparency in capital market information [ Vol.4, Issue 13 - Spring Year 1394]
Karami.Hosseyn Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average [ Vol.4, Issue 14 - Summer Year 1394]
Khodamoradi.Saeed Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital [ Vol.4, Issue 13 - Spring Year 1394]
Kiani Bakhtiyari.Abolfazl Providing an Applicable Model to Calculate the Return & Spillover of Research & Development in Iran's Selected Industries [ Vol.4, Issue 14 - Summer Year 1394]
Kordestani.Gholamreza Performance Evaluation of risk premium measurement models: q-theory asset pricing model against three factor model of fama and french [ Vol.4, Issue 14 - Summer Year 1394]
Kordlouie.Hamidreza A comparative survey on behavioral factors on financial assets investment [ Vol.4, Issue 15 - Autumn Year 1394]

M

mahfoozi.gholamreza comparing the return and risk in technical methods with strategies of reinvestment and rebalancing and a buy and hold method (Case Study: Tehran Stock Exchange) [ Vol.4, Issue 16 - Winter Year 1394]
Mohammadi.Shapor Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average [ Vol.4, Issue 14 - Summer Year 1394]
Moradi.جواد An Investigation into the effects of Investors’ Financial Literacy on Securities Investment Decisions [ Vol.4, Issue 13 - Spring Year 1394]
morovati.ali applying Imperialist competitive algorithm (ICA) for construction and optimization Portfolio [ Vol.4, Issue 13 - Spring Year 1394]

N

Nasiri.Mehrab Surveying the Asymmetry of Price Impact of Block Trades in between Buying and Selling [ Vol.4, Issue 16 - Winter Year 1394]
Nategh Golestan.Ahmad Investigation of risk perception mental model of investors of Tehran Stock Exchange [ Vol.4, Issue 13 - Spring Year 1394]
Nekooei.Sadegh Effect of long memory dependence structure between the dollar exchange rate and oil products in the Tehran stock Exchange Index: A copula based approach [ Vol.4, Issue 14 - Summer Year 1394]
Nemati.Narges Developing a Decision Support System for Enterprise Risk Management in Tanavar Co. [ Vol.4, Issue 15 - Autumn Year 1394]

P

Pargar.Taleb Estimation of Net Present Value (NPV) in industrial and mine projects using General Regression Neural Network [ Vol.4, Issue 16 - Winter Year 1394]
Parsaei.Mahmood Analysis of factors affecting expected stock returns based on the implied cost of capital [ Vol.4, Issue 14 - Summer Year 1394]
Pourzarandi.Mohammad Ebrahim A Comparative Study of Venture Capital Instruments in Iranian Commercial Banks [ Vol.4, Issue 15 - Autumn Year 1394]

R

Raei Ezabadi.Mohammad Ebrahim Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital [ Vol.4, Issue 13 - Spring Year 1394]
Raei.Reza Examining the potential of the energy exchange in performance resistive economic policies and transparency in capital market information [ Vol.4, Issue 13 - Spring Year 1394]
Raei.Reza Weekly crude oil price forecasting by hybrid support vector machine model and Autoregressive Integrated Moving Average [ Vol.4, Issue 14 - Summer Year 1394]
Rahnama Roodposhti.Fereydoon Using Stress Test in Securitization Process [ Vol.4, Issue 16 - Winter Year 1394]
Rahnamay Roodposhty.Fraydoon Investigation of risk perception mental model of investors of Tehran Stock Exchange [ Vol.4, Issue 13 - Spring Year 1394]
Rahnamay Roodposhty.Fraydoon Speed of Adjustment Scurities Prices, A Method for Evaluating of Investors Overreaction & Underreaction and Financial Markets Efficiently: Approches, Models and Results [ Vol.4, Issue 14 - Summer Year 1394]
Rowshandel.Shahla Proposing a novel model based on ARIMA technique for forecasting housing price: a case study of Tehran [ Vol.4, Issue 14 - Summer Year 1394]

S

Saeidi Varnamkhasti.Nasrin Comparing Analysis the Effect of Political Riske on Stock Market Developing in Selected Countries [ Vol.4, Issue 15 - Autumn Year 1394]
Salehi.Mahdi Effect of long memory dependence structure between the dollar exchange rate and oil products in the Tehran stock Exchange Index: A copula based approach [ Vol.4, Issue 14 - Summer Year 1394]
Sarlak.Narges Ranking the stock Superior enterprises from intellectual capital position and it Comparison with the ranking based stock indexes [ Vol.4, Issue 14 - Summer Year 1394]
Shahriari.M. A Comparative Study of Venture Capital Instruments in Iranian Commercial Banks [ Vol.4, Issue 15 - Autumn Year 1394]
Shayegan Mehr.Ali Calendar Effects in the Tehran Stock Exchange Approach to Stochastic Dominance Criteria [ Vol.4, Issue 16 - Winter Year 1394]

T

tehrani.reza A novel approach to fulfill active portfolio management and automatic stock trading based on feature selection algorithm [ Vol.4, Issue 13 - Spring Year 1394]
Torabi.Taghi Interest rate of the securities with fixed-income in Iran [ Vol.4, Issue 15 - Autumn Year 1394]

Y

Yaghoobnezhad.Ahmad Investigation of risk perception mental model of investors of Tehran Stock Exchange [ Vol.4, Issue 13 - Spring Year 1394]

Z

zomorodianS.gholam reza Examining and Comparing Security of Investment in the Stock, Gold, Exchange and Housing Market of Iran using Value at Risk (VaR) Criteria [ Vol.4, Issue 13 - Spring Year 1394]