Abtahi, Zahra Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
Aghaei, Mojgan Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
Alavi nasab, Seyed Mohammad Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
AmirTeimoori, Raziyeh Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
Asima, Mahdi A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
Asoroosh, Abozar Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
Atrchi, Romina Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
Azizi, Mohammad Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
Azizi, Nazanin The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
B
Badavar Nahandi, Yunes A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
Baei, Mahya Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
Baghbabi, Ghazaleh Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
Bajalan, Saeed Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
Bannazadeh, Mohammad Javad A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
Baradaran, Rasoul A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
Behzadi, Adel Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
Bonabi Ghadim, Rahim The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
D
Davallou, Maryam The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
Dehghan dehnavi, Mohamad ali Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
E
Ebrahimi, Seyed Babak Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
Esfandirari Moghaddam, Amir Teymur The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
Eskandari, Farzad Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
Eyvazloo, Reza Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
F
Fakhari, Hossein Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
Fallahpour, Saeid Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
Fallah Shams, Mirfeiz Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
Fathi, Saeed Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
Fattahi, Sayyed yousef Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
Feizi, Soleiman Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
G
Ghahramani, Ali Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
Gharehbaghi, Hadi Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
Ghatarani, Alireza Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
Ghavam, Mohammad Hossein Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
H
Hasani, Abbas Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
Hashemi, Seyed Abbas Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
Hendijani Zadeh, Mohammad Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
Hoseini Ebrahimabad, Seyed Ali The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
Hosseini, Seyed Ali Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
J
Jahangiri, Khalil The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
Jalaee, Seyed AbdolMajid Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
K
Karami, Gholamreza Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
Kor, Aijamal Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
Mohammadi, Shapour Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
Mohammadiaghdam, Saeed Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
Moharram oghli, Oveise Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
Mohebbi, Negin Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
Montazer Hojat, Amir Hosein The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
Mousavi, Maedeh Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
N
Nabizade, Ahmad Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
Nadiri, Mohammad Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
Najafi, Amir Abbas Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
Nilchi, Moslem Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
Nopour, Kobra Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
Norouzian Lakvan, Eisa Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
O
Osoolian, Mohammad Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
P
Pouralireza, Karim A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
R
Raei, Reza Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
Raei, Reza A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
Ramshini, Mahmood Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
Ramtinnia, Shahin Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
Rastegar, Mohammad Ali Optimal Execution Strategy:
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
Rezaei Dolat Abadi, Hossein Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
Rostami, Mohammad Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
Sajjad, Rasoul Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
Salehifar, Mohammad Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
Samadi, Saeed Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
Saniee, Ehsan Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
Saranj, Alireza Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
Shafizadeh, Mojtaba Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
Shahbazi, Kiumars Investigation of the Common Stochastic Trends between Stock Price Index of Tehran
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
Shams, Shahabeddin The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
Soleymani Mareshk, Mojtaba Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
T
Tajeddin, Fatemeh Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
Tehrani, Reza A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
V
Vaez, Sayed Ali The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
Valipour Khatir, Mohammad Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
Vares, Sayed Hamed A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
Y
Yousofan, Nahid Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
Z
Zayandeh Roodi, Mohsen Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
Zeynali, Mehdey A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
