Author Index

A

Abdi.Majid Evaluation of long term relations between Tehran Stock Exchange index and macroeconomic variables [ Vol.6, Issue 21 - Spring Year 1396]
Abounoori.Esmaiel The Effect of Economic and Financial Regime-switching on Equity Premium Puzzle In Fuzzy Logic Framework: The Evidence from Iran [ Vol.6, Issue 23 - Autumn Year 1396]
Akbari.Mohsen Examining the Impact of Corporate Social Responsibility on Investment - Cash Flow Sensitivity [ Vol.6, Issue 21 - Spring Year 1396]
Arjmand.Masoud Proposing and solving a multi-objective index tracking portfolio model considering beta, risk and tracking error of the portfolio [ Vol.6, Issue 21 - Spring Year 1396]
Azhang.Ahmad Effect of family firms on information asymmetry and cost of capital [ Vol.6, Issue 21 - Spring Year 1396]
Azizzadeh.Fatemeh Style investing and portfolio composition based on fundamental ratios and technical indicators [ Vol.6, Issue 21 - Spring Year 1396]

B

baharvand.faezeh The Effect of Investment Firms Ownership on Earnings Overstatement: Test of Strategic Alignment and Efficient Monitoring Hypothesis [ Vol.6, Issue 23 - Autumn Year 1396]
Barzideh.Farrokh The effect of prior performance of investors on stock price based on Prospect theory [ Vol.6, Issue 23 - Autumn Year 1396]
Bozorg Asl.Mousa Investigating the Impact of Diversification Strategy in Assets and Loans on Bank Risk [ Vol.6, Issue 21 - Spring Year 1396]

C

Chavoshi.Kazem An Analytical Modeling of Investments Decision-making Behavior in Tehran Stock Exchange [ Vol.6, Issue 23 - Autumn Year 1396]

D

Darabi.Roya The study of behavioral factors in the selection of optimal portfolio in [ Vol.6, Issue 22 - Summer Year 1396]
Dastgir.Mohsen Evaluate Capital market analyst’s personality traits as a third dimension to their success [ Vol.6, Issue 22 - Summer Year 1396]
dianati dalami.zahra The impact of environmental news on stock prices of companies listed in Tehran Stock Exchange [ Vol.6, Issue 23 - Autumn Year 1396]

E

Ebadpoor.Bahram Assessment of the behavioral determinants of individual investors in Tehran Stock Exchange based on structural equation modeling [ Vol.6, Issue 22 - Summer Year 1396]
ebrahimiyan.nader Assessment of the behavioral determinants of individual investors in Tehran Stock Exchange based on structural equation modeling [ Vol.6, Issue 22 - Summer Year 1396]
elahi.naser The Relation Between one Economic Events with the Concepts of Changing Regime about Returns, Risk and Liquidity in Stock Market [ Vol.6, Issue 24 - Winter Year 1396]

F

Falatoon Nejhad.Farshid An Analytical Modeling of Investments Decision-making Behavior in Tehran Stock Exchange [ Vol.6, Issue 23 - Autumn Year 1396]
Fogharaei.Hamed Optimizing technical indicator rules [ Vol.6, Issue 22 - Summer Year 1396]
foroush bastani.ali The Evaluation of Venture Capital as an Installment Option and Real Options [ Vol.6, Issue 21 - Spring Year 1396]

G

galebafasl.hasan The Relation Between one Economic Events with the Concepts of Changing Regime about Returns, Risk and Liquidity in Stock Market [ Vol.6, Issue 24 - Winter Year 1396]
Ghasemi Shams.Masoomeh Examining the Impact of Corporate Social Responsibility on Investment - Cash Flow Sensitivity [ Vol.6, Issue 21 - Spring Year 1396]
Ghasempour.Maasomeh Evaluation the Effects of Monetary and Fiscal Policy and Iindustry Growth on Changes of Tehran Security Exchange Index [ Vol.6, Issue 22 - Summer Year 1396]

H

Hamedinia.Hamed The Evaluation of Venture Capital as an Installment Option and Real Options [ Vol.6, Issue 21 - Spring Year 1396]
hasheminejad.seyed mohammad Modeling volatility and conditional VaR measure using GARCH models and theoretical EVT in Tehran Stock Exchange [ Vol.6, Issue 23 - Autumn Year 1396]
Hashemzadeh Khorasgani.Gholamreza Investigating the Importance of R & D Capacity Factors on Technology Transfer Techniques (Case Study: Iranian Automotive Industry) [ Vol.6, Issue 22 - Summer Year 1396]

K

khanmohammadi.mohammadhamed Influence of Behavioral finance factors on the decisions of individual investors [ Vol.6, Issue 24 - Winter Year 1396]
khorasani.saba Proposing and solving a multi-objective index tracking portfolio model considering beta, risk and tracking error of the portfolio [ Vol.6, Issue 21 - Spring Year 1396]
Kiamehr.Mohammad The Effect of Net Financial Expenses on the Company’s Value Using Residual Income Model in the Capital Market [ Vol.6, Issue 22 - Summer Year 1396]
kordlouie.hamidreza The Relationship between Net Share Value and Trade Value of Companies Listed On Tehran Stock Exchange in Securities Market Boom and Bust Cycles [ Vol.6, Issue 24 - Winter Year 1396]
Korzbor.Bahram The effect of capital structure on firm efficiency and product competitive market of Listed Companies in Tehran Stock Exchange [ Vol.6, Issue 23 - Autumn Year 1396]

L

Lari Dashtbayaz.Mahmoud Minimizing portfolio variance with the limitations of (L) [ Vol.6, Issue 21 - Spring Year 1396]

M

Mahdian.Syed Ali A Model for Explaining Working Capital Management: A Structural Equilibrium Modeling Approach [ Vol.6, Issue 24 - Winter Year 1396]
Mahfoozi.Gholalreza Examining the Impact of Corporate Social Responsibility on Investment - Cash Flow Sensitivity [ Vol.6, Issue 21 - Spring Year 1396]
Mahmoodzadeh.Saeid Idiosyncratic Risk and Market Friction in Investment Process [ Vol.6, Issue 22 - Summer Year 1396]
makhmalbaf.Narges Minimizing portfolio variance with the limitations of (L) [ Vol.6, Issue 21 - Spring Year 1396]
manteghi.manouchehr Investigating the Importance of R & D Capacity Factors on Technology Transfer Techniques (Case Study: Iranian Automotive Industry) [ Vol.6, Issue 22 - Summer Year 1396]
Mashayekhi.Bita Effect of family firms on information asymmetry and cost of capital [ Vol.6, Issue 21 - Spring Year 1396]
memarnezhad.abbas The Effect of Uncertainty of Macroeconomic Indices on Tehran Stock Exchange Returns with the Approach of Randomized Fluctuations Models with Time Variations [ Vol.6, Issue 23 - Autumn Year 1396]
Mohammadi.Shapoor Design and explanation of fractional multiresoloution capital asset pricing model with higher co-moments on Tehran stock exchange [ Vol.6, Issue 21 - Spring Year 1396]
Monavari.Hossein Styles of Financial Regulation in Iran & U.K [ Vol.6, Issue 22 - Summer Year 1396]
Mozaffari.Mohammad Mahdi Survey the Effects of Micro Finance Credits Fund on the Rural Women’s Managerial Empowerment (Case Study: Alamout Region) [ Vol.6, Issue 24 - Winter Year 1396]

N

Nabizade.Ahmad Design and explanation of fractional multiresoloution capital asset pricing model with higher co-moments on Tehran stock exchange [ Vol.6, Issue 21 - Spring Year 1396]
najafimoghadam.ali Synchoronization of the stock price and the role of institutional investors in Tehran Stock Exchange [ Vol.6, Issue 23 - Autumn Year 1396]
noorzadeh.Roghayyeh The Effect of Net Financial Expenses on the Company’s Value Using Residual Income Model in the Capital Market [ Vol.6, Issue 22 - Summer Year 1396]
noravesh.iraj A Model for Explaining Working Capital Management: A Structural Equilibrium Modeling Approach [ Vol.6, Issue 24 - Winter Year 1396]

P

pakizeh.kamran Style investing and portfolio composition based on fundamental ratios and technical indicators [ Vol.6, Issue 21 - Spring Year 1396]

R

Radfar.Reza Investigating the Importance of R & D Capacity Factors on Technology Transfer Techniques (Case Study: Iranian Automotive Industry) [ Vol.6, Issue 22 - Summer Year 1396]
Rahnama Roodposhti.Fereydoon Market Depth and Noisy Prices: A Maximum Likelihood Approach [ Vol.6, Issue 23 - Autumn Year 1396]
rajabi khanghah.abdollah Expression and design a model to forecast the exchange rate shocks and stress testing of the currency in Iran [ Vol.6, Issue 24 - Winter Year 1396]
rameshg.mehdi Idiosyncratic Risk and Market Friction in Investment Process [ Vol.6, Issue 22 - Summer Year 1396]
Rasekh.Mohammad Styles of Financial Regulation in Iran & U.K [ Vol.6, Issue 22 - Summer Year 1396]
Rezaee Manesh.Behrooz Identify the capabilities and resources to change the business model of commercial banks in Iran [ Vol.6, Issue 21 - Spring Year 1396]

S

Safaei.Mohammad Ranking of mutual funds in Iran based on favorable and unfavorable risk criteria [ Vol.6, Issue 24 - Winter Year 1396]
Salahesh.Tanaz An investigation on the nonlinear effects of monetary policy in the framework of the two channels of net worth and cash flow of the firms (Applying the panel quantile method) [ Vol.6, Issue 23 - Autumn Year 1396]
Salavati.Samaneh sadat Investigation of Relationship between Corporate Governance and Cash Flow with Firms’ Investment Efficiency [ Vol.6, Issue 24 - Winter Year 1396]
Samadi Moghadam.yahya Investigating the Importance of R & D Capacity Factors on Technology Transfer Techniques (Case Study: Iranian Automotive Industry) [ Vol.6, Issue 22 - Summer Year 1396]
Saranj.Alireza Rating parametric and nonparametric methods for estimating the expected shortfall and value at risk [ Vol.6, Issue 22 - Summer Year 1396]
sayyah.soroor sadat Comprehensive Model of Credit Risk Management in the Banking System of Iran [ Vol.6, Issue 24 - Winter Year 1396]
Seifoddini.Jalal Market Depth and Noisy Prices: A Maximum Likelihood Approach [ Vol.6, Issue 23 - Autumn Year 1396]
Sepasi.Sahar Model of the relationship between transparency and effectiveness of the Board on tax aggressiveness on investment development [ Vol.6, Issue 21 - Spring Year 1396]
Shabani Barzegar.Laleh Mean-Variance test based on theoretical framework of downside risk using VAR [ Vol.6, Issue 22 - Summer Year 1396]
Shahmansuri.Esfandyar Testing portfolio strategies based on fundamental, technical and heuristically with behavioral objects and characteristics of Tehran stoke market investors [ Vol.6, Issue 24 - Winter Year 1396]
SHEIDAEI NARMIGI.ALI Identifying and ranking the risk factors affecting the leasing industry case study of AHP in the company mellat leasing [ Vol.6, Issue 24 - Winter Year 1396]

T

taghavifard.mohammad taghi Identify the capabilities and resources to change the business model of commercial banks in Iran [ Vol.6, Issue 21 - Spring Year 1396]
Tajmir Riyahi.Hamed Ranking of Behavioral Biases of Investors in the Face of political News and Rumors, emphasis on the era of Nuclear Talks [ Vol.6, Issue 24 - Winter Year 1396]
Tasharofi.Mohammad Predicting of Equity Premium: Empirical Evidence from PEG Models [ Vol.6, Issue 23 - Autumn Year 1396]
torkaman ahmadi.masoomeh The Relation Between one Economic Events with the Concepts of Changing Regime about Returns, Risk and Liquidity in Stock Market [ Vol.6, Issue 24 - Winter Year 1396]

Z

Ziaee.Mohammad Sadegh Survey the Effects of Micro Finance Credits Fund on the Rural Women’s Managerial Empowerment (Case Study: Alamout Region) [ Vol.6, Issue 24 - Winter Year 1396]
Zomorodian.Gholamreza Feasibility of Currency hedging for exporter and importer companies by Using the Iran Mercantile Exchange Coin futures contract [ Vol.6, Issue 23 - Autumn Year 1396]
zomorodianS.gholam reza Examining the Effect of Shocks in Monetary and Fiscal Policy on Value Added of Industry and Mining Sector in Iran [ Vol.6, Issue 24 - Winter Year 1396]