Author Index

A

  • Aalamifar, Sanaz Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2022, Pages 593-624]
  • Abbasi, Abbas Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2016, Pages 301-324]
  • Abbasi, Ebrahim Forecasting of Stock Returns with Non linear Models and the role of Trading Volume in Improving the Performance of These Models [Volume 13, Issue 32, 2012]
  • Abbasi, Ebrahim The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2015, Pages 289-308]
  • Abbasi, Ebrahim The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2016, Pages 283-300]
  • Abbasi, Ebrahim The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Abbasian, Ezatollah Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • Abbasian, Ezatollah Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Abbasian, Ezatollah The effect of diversification of the credit portfolio on bank’s credit risk [Volume 18, Issue 1, 2016, Pages 149-166]
  • Abbasian, Ezatollah The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Abbasian, Ezatollah The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Abbasian, Ezatollah Evaluating the effect of bank characteristics on bank lending channel with FAVAR approach. [(Articles in Press)]
  • Abbasi Beni, Fatemeh competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Abbassian, Ezatollah Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2021, Pages 451-475]
  • Abdoh Tabrizi, Hossein An Appraisal on the Effect of Share Issue Privatization on Tehran Stock Exchange Liquidity [Volume 13, Issue 31, 2012, Pages 23-40]
  • Abdoh Tabrizi, Hossein Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Abdoh Tabrizi, Hossein Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Abdollahi, Mohammadreza Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2013, Pages 1-16]
  • Abi, Sohbatollah A Survey on the Relationship between Performance of Investment Companies and Liquidity and Profitability ratios and Dividend Per Share in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Abounoori, Esmaiel Modeling Different Sector Volatility of Iran Stock Exchange Using Multivariate GARCH Model [Volume 14, Issue 1, 2013, Pages 1-16]
  • Abrahimi, Seyed Babak Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2017, Pages 613-632]
  • Abrahimnejad, Ali Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Abrishami, Azin Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2015, Pages 201-218]
  • 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]
  • Abzari, Mehdi Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2010]
  • Acar, Melek Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2021, Pages 568-593]
  • Adousi, Hosein The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • Afkhami, Adel Empirical Relation between Risk, Return and Liquidity with Free Float in TSE Listed Companies [Volume 14, Issue 2, 2014, Pages 65-80]
  • Afsharirad, Elham Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Aghababaei, Mohammad Ebrahim Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Aghababaei, Mohammad Ebrahim Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2021, Pages 521-541]
  • Aghababaei, Mohammad Ebrahim The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Aghaei, Mojgan Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Aghaie, Abdollah Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • Aghajani, Hassanali Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Aghazadeh, Hashem competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • Ahmadi, Ehsan Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2015, Pages 309-326]
  • Ahmadi, Freyedon Survey impact of good corporate governance (GCG) on economic value added (EVA) of Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 235-250]
  • Ahmadi, Moemen Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Ahmadi Moghaddam, Mohammad Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2017, Pages 591-612]
  • Ahmadpour, Ahmad Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • Ahmadvand, Maysam Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • Ahmadvand, Zhila Studying the Effect of Ownership Structure on Performance of Companies Accepted in Tehran Stock Exchange [Volume 10, Issue 26, 2010]
  • Ajam, Alireza Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2017, Pages 691-714]
  • Ajam, Alireza Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Akbarosadat, Mohamad Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Alavi, Seyed Enayatallah Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • 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]
  • Alavi Nasab, Seyed Mohammad Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Alavi Nasab, Seyyed Mohammad The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Ali Abbaszadeh Asl, Amir Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Ali Akbari Bidokhti, Amin Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Alibakhshi, Reza An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2016, Pages 259-282]
  • Alibeiki, Hedayat Portfolio optimization using particle swarm optimization method [Volume 12, Issue 29, 2010]
  • Alifaal, Ali The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Alipour, Peyman Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Alishavandi, Abdollah The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Aliyan, Elham The Impacts of Investor Sentiment on Liquidity and its Volatility: Evidence from Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 61-80]
  • Amery Matin, Homa Financial Risk Assessment Model for LNG Projects, Case Study: Iran LNG Project [Volume 14, Issue 2, 2014, Pages 47-64]
  • Aminrostamkolaee, Behnam Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2022, Pages 564-592]
  • Amiri, Esmaeil The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Amiri, Hadi Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Amiri, Hadi The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Amiri, Hadi Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2022, Pages 593-624]
  • Amiri, Meysam Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Amiri, Meysam Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • 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]
  • Ansari, Ali Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Ansari, Hamid Reza Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
  • Anvary Rostamy, Ali Asghar Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2013, Pages 31-54]
  • Anvary Rostamy, Ali Asghar Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2015, Pages 219-234]
  • Anvieh, Lorence Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
  • ArabSalehi, Mehdi Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Arabzadeh, Meysam Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Arefi, Asghar A study of the Effect of Acquisition Premium on Acquirer Returns in Tehran Stock Exchange [Volume 14, Issue 2, 2014, Pages 81-102]
  • Arian, Hamidreza Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Aryanayekta, Benyamin Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Asadi, Behrang Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Asadi, Gholam hosein Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Asadi Mafi, Mahboube Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Asadzadeh, Ahmad A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • Asefi, Sepehr Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Ashari, Elham Determining the Relationship between Credit Risk & Profitability in Iranian Banks [Volume 15, Issue 2, 2013, Pages 229-246]
  • Ashrafnezadeh, Mohammad The Effects of Iran Economic Conditions on Weak Performance of Islamic Banking System in Iran [Volume 13, Issue 32, 2012, Pages 73-90]
  • Ashtab, Ali Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Ashtab, Ali Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • 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]
  • Asima, Mehdi Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Asima, Mehdi Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • Asima, Mehdi Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Aslami, Gholam reza Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Asl Hadad, Ahmad The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2013, Pages 101-116]
  • Asoroosh, Abozar Investigating the volatility, upside risk, downside risk and Capital Asset Pricing Model: Evidences from Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • Asoroosh, Abozar Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2017, Pages 633-652]
  • Asoroosh, Abozar Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Assadi, Gholamhossein An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression [Volume 24, Issue 1, 2022, Pages 81-103]
  • Assadi, Gholam Hossein Comparing the Performance of Value and Growth Strategies;Individual Ratios and Combined Measures [Volume 16, Issue 1, 2014, Pages 1-24]
  • Asyabani, Said The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2010]
  • Atefatdoost, Ali Reza The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2014, Pages 1-14]
  • Atrchi, Romina Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Azar, Adel Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • Azar, Adel The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2014, Pages 1-14]
  • Azar, Adel Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2015, Pages 219-234]
  • Azar, Adel The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • 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]
  • Azizkhani, Masoud Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Azizmohammadlou, Hamid Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]

B

  • Babaie-Zakliki, Mohammad Ali Studying the Effect of Ownership Structure on Performance of Companies Accepted in Tehran Stock Exchange [Volume 10, Issue 26, 2010]
  • Babaii, Arash مدل‎سازی تلاطم بازده نقدی در بورس سهام تهران با استفاده از داده‌های پانل و مدل GARCH [Volume 13, Issue 31, 2012, Pages 41-72]
  • Babajani, Jafar Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Badavar Nahandi, Younes Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Badavar Nahandi, Yunes A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Badri, Ahmad Investor type trading behavior and trade performance in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 21-38]
  • 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]
  • Bagheri, Mahdi The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Bagheri, Saeed Contrarian Strategy in Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 75-94]
  • Bagheri, Sahar Forecasting of Stock Returns with Non linear Models and the role of Trading Volume in Improving the Performance of These Models [Volume 13, Issue 32, 2012]
  • Bagherian, Behnam Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Bagherpour, Morteza Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Bagherzadeh, Hojjatollah The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta [Volume 17, Issue 1, 2015, Pages 1-20]
  • Bahadori, Hojjat Ownership Structure and Payout Ratio: Empirical Evidence of Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Bahlakeh, Aynaz A review of investors’ reaction to unexpected events in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 103-122]
  • Bahri Sales, Jamal Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Bahri Sales, Jamal Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Bajalan, Saeed Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2010]
  • Bajalan, Saeed Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • Bajalan, Saeed Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Bajalan, Saeed Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Bajalan, Saeed Corporate Policies under Transitory and Permanent Shocks of Cash Flows: An Empirical Study of Cash Management [Volume 23, Issue 3, 2021, Pages 351-376]
  • Bajalan, Saeed Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • Bajalan, Saeed Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [(Articles in Press)]
  • Banisharif, Abbas Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • 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]
  • Bannazadeh, Mohammad Javad Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Baradaran, Rasoul A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Baradaran Hassanzadeh, Rasoul Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Barakchian, Seyed Mahdi An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Barakchian, Seyed Mahdi Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Barakchian, Seyyed Mehdi The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Barakchian, Seyyed Mehdi Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Barari Nokashti, Soghra Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • Barzegari Khanaghah, Jamal Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
  • Barzideh, Farrokh STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • Barzinpour, Farnaz Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Basakha, Hamed Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Basakha, Hamed Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Bashiri, Mahdi Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]
  • Bayani, Ozra Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
  • Behzadi, Adel Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Behzadi, Adel Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Behzadi, Adel Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2021, Pages 542-567]
  • Beik Boshrouyeh, Salman Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2022, Pages 653-665]
  • Boghosian, Albert Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • 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]
  • Botshekan, Mahmoud Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Botshekan, Mohammadhashem Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Bozh Mehrani, Mehdi Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]

C

  • Chavoshi, Behnam Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2021, Pages 451-475]
  • Chavoshi Nia, Kazem Product Diversification (Related/Unrelated) ,Ownership Structure and Capital Structure [Volume 16, Issue 2, 2015, Pages 271-288]
  • Chirani, Ebrahim Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Chizari, Vahid Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]

D

  • Dadashi, Iman The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Dadbin, Maral ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
  • Daghani, Reza Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Dahmardeh Ghaleno, Nazar Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Dastpak, Mohsen Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Davallou, Maryam Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [Volume 16, Issue 2, 2015, Pages 235-252]
  • Davallou, Maryam Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • Davallou, Maryam The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
  • Davallou, Maryam The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
  • Davallou, Maryam Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Davari Langroodi, Marzieh The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Davodi, Abdolah Financial Information Transparency and Investor Behavior in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Dehdar, Farrokh The Anatomy of Value and Growth Stocks Capital Gain Return and Dividend Yield in the Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 121-146]
  • Dehghan dehnavi, Mohamad ali Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • Dehghani Ashkezari, Mahdi Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2022, Pages 545-563]
  • Dehghanpour, Mojtaba Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2010]
  • Delshad, Afsaneh Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Delshad, Afsaneh Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Didar, Hamzeh The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • Dorodi, Diako Presenting a new hybrid method for predicting the Stock Exchange price inde [Volume 18, Issue 4, 2017, Pages 613-632]

E

  • Ebadi, Javad MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • Ebrahimi, Mohsen Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Ebrahimi, Seyed Babak Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Ebrahimi, Seyed Babak Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Ebrahimi, Seyed Babak Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Ebrahimi Sarveolia, Mohammad Hassan Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • Ebrahimi Sarvolia, Mohammad Hasan Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2017, Pages 653-674]
  • Ebrahimnejad, Ali An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Ebrahimnejad, Ali Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Ebrahimnejad, Ali Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Ebrahim Nejad, Ali The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Ebrahim Nejad, Ali Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Eghbalnia, Mohammad Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Eghbalreihani, Nahid Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Elahi, Morteza Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • Emamat, Mir Seyed Mohammad Mohsen Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Eram, Asghar Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Eram, Asghar Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Erzae, Amirhossein Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Erzae, Amir Hossein Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Esfandirari Moghaddam, Amir Teymur Investigation of the Effects of Types of Ownershipon Disposition effect of Mutual funds in Tehran Stock Exchange [Volume 18, Issue 4, 2017, Pages 675-960]
  • 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]
  • Eskandari, Mahdi Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Eslamibidgoli, Saeed Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Eslami Bidgoli, Gholamreza Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2013, Pages 17-30]
  • Eslami Bidgoli, Gholam Reza Examination of Weekend Effect and Caparison of Individual and Legal Investor's Behavior During 1381-85 in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Eslami Bidgoli, Saeed Comparing the Performance of Value and Growth Strategies;Individual Ratios and Combined Measures [Volume 16, Issue 1, 2014, Pages 1-24]
  • Eslami Bidgoli, Saeed Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Eslami-Bidgoli, Gholamreza The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Eslami-Bidgoli, Gholam Reza Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2010]
  • Esmaeilpour, Hassan The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Esmaeilpour, Mansour Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Estejab, Iman Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2016, Pages 301-324]
  • Etemadi, Hossein Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Eyvazloo, Reza Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Eyvazloo, Reza Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2017, Pages 691-714]
  • Eyvazloo, Reza Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Eyvazloo, Reza Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Eyvazloo, Reza Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • Eyvazloo, Reza Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2022, Pages 545-563]
  • Eyvazloo, Reza Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Ezabadi, Bahare Investor type trading behavior and trade performance in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 21-38]
  • Ezadpour, Mostafa Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2022, Pages 653-665]
  • Ezazi, Mohammad The effect of Capital Market Liberalization on Economic Growth in Developing Countries [Volume 11, Issue 28, 2010]

F

  • Fadaei, Hamidreza Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Fadaeinejad, Mohammadesmaeel Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Fadaeinejad, Mohammadesmaeil An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression [Volume 24, Issue 1, 2022, Pages 81-103]
  • Fadaei-Nejad, Mohammad- Esmaeel Investigating the Psychology of Numbers and "Price Clustering" in Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 73-98]
  • Fadaienejad, Mohamad Esmail The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Fadaie Nejad, Mohammad Esmaiel Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Fahami, Elmira Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • Faizabad, Arash Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • Falahatgar Mottahedjoo, Saeed Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Falahati, Ali Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Falahpor, Saied Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Falah Shams, Mir Feyz Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2013, Pages 69-84]
  • Fallahi, Saman The effect of diversification of the credit portfolio on bank’s credit risk [Volume 18, Issue 1, 2016, Pages 149-166]
  • Fallahpour, Saeed Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [Volume 16, Issue 2, 2015, Pages 309-326]
  • Fallahpour, Saeed Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Fallahpour, Saeed Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2017, Pages 591-612]
  • Fallahpour, Saeed Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
  • Fallahpour, Saeed Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Fallahpour, Saeed An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • Fallahpour, Saeed Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2022, Pages 545-563]
  • Fallahpour, Saeeid Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Fallahpour, saeid Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [(Articles in Press)]
  • Fallahpour, Saeid Financial Risk Assessment Model for LNG Projects, Case Study: Iran LNG Project [Volume 14, Issue 2, 2014, Pages 47-64]
  • Fallahpour, Saeid Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2016, Pages 325-340]
  • 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]
  • Fallahpour, Saeid Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • Fallahpour, Saeid Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Fallahpour, Saeid Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Fallahshams, Mirfeiz Appraising the Use of KMV Model in Predicting Default of Companies Listed in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • 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]
  • Fallah Shams, Mirfeiz Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • Fallah Shams, Mirfeiz Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Fallah Shams, Mir Feiz Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Fallahshams Layalestani, Mirfeiz What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Fallah Tafti, Sima Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Farahbakhsh, Sarah Timing in Portfolio Evaluation: Evidence of capital market [Volume 16, Issue 1, 2014, Pages 25-36]
  • Farajpour Bibalan, Mohammadreza Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Farhadi, Hamid Reza Criticizing the Total Return Index formula and suggesting a substituting formula [Volume 12, Issue 29, 2010]
  • Farhanian, Mohammad Javad Investigating the volatility, upside risk, downside risk and Capital Asset Pricing Model: Evidences from Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • Farid, Daryush Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-Gaussian Models of Stochastic Volatility [(Articles in Press)]
  • Faroughi, Hamid An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression [Volume 24, Issue 1, 2022, Pages 81-103]
  • Farzanegan, Elham Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • Farzanegan, Elham Optimal design of securitization in a principal-agent relationship based on Bayesian inference for moral hazard [Volume 17, Issue 1, 2015, Pages 123-140]
  • Fatemi, Farshad Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Fathali, Akram Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Fathi, Saeed Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Fathi, Saeed A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Fatourechian, Naser Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • 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]
  • Fayyaz Heydari, Kazem Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Fazelian, Zeinab A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Fegheh Majidi, Ali An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • 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]
  • Firoozian, Mahmoud Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Foroghi, Dariush The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Foroghi, Daruosh Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Foroush Bastani, Ali Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Foroush Bastani, Ali Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]

G

  • Gerami, Asghar Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [Volume 23, Issue 1, 2021, Pages 64-86]
  • Ghadakforoushan, Maryam Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
  • Ghaderi, Salahadin The Survey of the Impact of globalization on the cost of capital of listed companies in Tehran Stock Exchange: Panel Data Approach [Volume 16, Issue 2, 2015, Pages 327-344]
  • Ghaderi, Saman The Survey of the Impact of globalization on the cost of capital of listed companies in Tehran Stock Exchange: Panel Data Approach [Volume 16, Issue 2, 2015, Pages 327-344]
  • Ghaderi, Saman Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2017, Pages 715-734]
  • Ghaderi, Saman The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
  • Ghaemi, Mohammad hosein An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2014, Pages 103-116]
  • Ghaemi, Mohammad Hossein Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]
  • Ghaemi Asl, Mahdi Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Ghahramani, Ali Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2017, Pages 691-714]
  • Ghahramani, Ali Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Ghahramani, Ali An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • Ghalibaf, Hasan The effects of Ownership Structure(mix and concentration) on Firm's Return and Value in the Tehran Stock Exchange(TSE) [Volume 11, Issue 28, 2010]
  • Ghalibaf Asl, Hasan The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2013, Pages 85-100]
  • Ghalibaf Asl, Hasan Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Ghalibaf Asl, Hasan Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Ghalibaf-Asl, Hasan The Effects of Price Limit Modification on Volatility, Return, Trade Frequency, Trade Size and Turn-over Velocity in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Ghalibaf Aslf Asl, Hasan Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Ghanavti, Jalil The Comparative Study of Ijarah Sukuk between Iran, Malaysia and England Law [Volume 13, Issue 32, 2012, Pages 133-150]
  • Ghanbari, Mehrdad Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Ghanipour, Majid An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Ghanooni Shishone, Vahideh Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2016, Pages 219-238]
  • Gharehbaghi, Hadi Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Ghasemi, Hamid reza Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2014, Pages 117-132]
  • Ghasempour, Shiva Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2017, Pages 653-674]
  • Ghasemzade, Mortaza Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • 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]
  • Ghayour, Farzad The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • Ghazaavi, Hossein Model of managing challenges facing banking system in sanction [Volume 17, Issue 2, 2016, Pages 341-356]
  • Gholamnia Roshan, Hamid Reza The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Gholipour, Aryan The effects of investor personality and perceptual bias in Tehran stock exchange [Volume 12, Issue 29, 2010]
  • Gholipour, Fattaneh The effects of investor personality and perceptual bias in Tehran stock exchange [Volume 12, Issue 29, 2010]
  • Gholizadeh salteh, Tohid Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Ghorbani, Ramin Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]
  • Ghorbani Farmad, Hossein Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [Volume 16, Issue 2, 2015, Pages 219-234]
  • Ghyafehdavoudi, Mostafa The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Golarzi, Gholamhosein A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2015, Pages 359-371]
  • Golarzi, Gholamhossein Predicting Stock Price Movement Using Support Vector Machine Based on Genetic Algorithm in Tehran Stock Exchange Market [Volume 15, Issue 2, 2013, Pages 269-288]
  • Golarzi, Gholamhossein Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 410-430]
  • Gorgani, Mostafa The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2013, Pages 101-116]
  • Gorgani, Mostafa Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Gorji, Mahsa Estimation of multi-period VaR based on the simulation and parametric methods [Volume 18, Issue 1, 2016, Pages 167-184]

H

  • Hadizadeh, Elahe Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • Haghighat, Hamid Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Haghighat, Hamid Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]
  • Haghighi, Saman Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Haji, Golamali The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Hakimian, Hasan Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Hamidifard, Hadis Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2022, Pages 564-592]
  • Hamidizadeh, Mohammadreza Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Hamzenejadi, Yaser Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Haqiqi, Fatemeh Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • Hasangholipoure, Hosaine Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • 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]
  • Hasannejad, Mohammad Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Hashemi, Amir Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
  • Hashemi, Seyed Abbas Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Hashemi Kochaksaraei, Seyed Mohammad Hasan The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Hasheminejad, Seyed Ali Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Hasheminejad, Seyed Mohammad Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Hassani, Mohammad Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
  • Hassannezhad, Mohammad An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Hassas Yeganeh, Yahya The effects of corporate governance mechanisms and financial variables on the financial restatement of the firms listed on the Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 39-58]
  • Hassas Yeganeh, Yahya MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • Hedayatifar, Leyla The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2013, Pages 55-68]
  • Heidari, Ebrahim Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Heidari, Hasan Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Heidari, Hassan Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 35-56]
  • Heidari, Hassan Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Heidari, Mahdi Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Heidari, Mehdi The Qualitative Effect of Risk Disclosure Components on Information Asymmetry, Regarding To the Moderating Variables, Firm-Riskiness, Economic Downturn and Institutional Analysts in Tehran Stock Exchange [Volume 18, Issue 3, 2016, Pages 391-414]
  • Heidari, Mehdi Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Heidarian, Maryam Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Hejazi, Rezvan Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2022, Pages 625-652]
  • Hejazi, Seyed Reza Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Hekmat, Hanieh Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Hemati, Mehdi Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2022, Pages 523-544]
  • 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]
  • Heydari, Mehdi Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • Honardust, Azam Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Hoseini, Ahad Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Hoseinian, Shahamat Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2013, Pages 31-54]
  • 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]
  • Hoseini Ebrahimabad, Seyed Ali Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Hoseini Maasoom, Mohamad Reza The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • Hossaini, Seyed Milad Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Hosseini, Ahad Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Hosseini, Seyed Ali Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
  • 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]
  • Hosseini, Seyed Farhang Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
  • Hosseini, Seyed Hossein Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]

I

  • Isayi Tafreshi, Mohammad Analysis of Legal Framework of Self-regulatory Organizations in Iran’ Capital Market with Comparative Study in the US Legal System [Volume 15, Issue 2, 2013, Pages 149-160]
  • Izadi Nia, Naser Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2010]

J

  • Jabbarzadeh Kangarlooi, Saeed Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Jabbarzade Kangaarloye, Saaed Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Jafari Bagherabadi, Ehsan Investigating the Relationship between Mutual Funds Flows and the Stock Index in Tehran Stock Market [Volume 15, Issue 2, 2013, Pages 201-214]
  • Jafari Seresht, Davood An Appraisal on the Effect of Share Issue Privatization on Tehran Stock Exchange Liquidity [Volume 13, Issue 31, 2012, Pages 23-40]
  • Jafarzadeh, Abdol Hossein Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2016, Pages 393-414]
  • Jahandoust Marghoub, Mehran Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • 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]
  • Jahangiri, Khalil Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Jahankhani, Ali An Analytical survey Of Inflation Distortions to Economic Value Added and the Firm’s Financial Characteristics [Volume 12, Issue 29, 2010]
  • 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]
  • Jalili Marand, Alireza A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • Jalilvand, Abol Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Jalilvand, Abolhassan What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Jamali, Ali Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Jamshidi, Naser Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Jamshidi, Naser Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Jamshidinavid, Babak Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Jenabi, Omid Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Joshan, Ebrahim The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Joudi, Samira Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]

K

  • Kafaiee, Mohammad Ali Measuring event risk [Volume 16, Issue 2, 2015, Pages 345-358]
  • Kaffash Panjeshahi, Mohammad STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • Kafi, Parisa Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • Karami, Gholamreza Economic Value Added and Stock Market Liquidity [Volume 12, Issue 30, 2011, Pages 117-132]
  • Karami, Gholamreza Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • 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]
  • Karami, Gholamreza Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2022, Pages 653-665]
  • Karimi, Amin Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Karimi, Kiyana The Effect of Diversification Strategy on the Financial Performance of the Manufacturing Companies of Tehran Securities Bourse [Volume 10, Issue 25, 2009]
  • Karimi, Mohammad Sharif Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Karimi, Sirous Neural Network Forecasts of Stock Return Using Accounting Ratios [Volume 11, Issue 28, 2010]
  • Karimkhani, Meisam Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Kashanipour, Farhad Investigating the Impact of the Effective Factors on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 57-74]
  • Kashanipour, Mohammad Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Kazemi, Aliyeh Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Keshavarz Haddad, GholamReza مدل‎سازی تلاطم بازده نقدی در بورس سهام تهران با استفاده از داده‌های پانل و مدل GARCH [Volume 13, Issue 31, 2012, Pages 41-72]
  • Khajavi, Shokr allah The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Khajavi, Shokrollah Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Khajavi, Shokrollah Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Khalifehsultani, Seyed Ahmad Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2022, Pages 625-652]
  • Khalili, Elham An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2016, Pages 259-282]
  • Khalili, Elham Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Khalili Araghi, Maryam Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Khaloozadeh, Hamid Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2015, Pages 253-270]
  • Khan Ahmadi, Fatemeh Risk Reduction of Portfolio based on Generalized Autoregressive Conditional Heteroscedasticity Model in Tehran Stock Exchange [Volume 14, Issue 1, 2013, Pages 17-30]
  • Khani, Abdollah Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2022, Pages 593-624]
  • Khani, Abdullah Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Khani, Khani Financing Anomalies and Investing Anomalies in Tehran Stock Exchange [Volume 14, Issue 2, 2014, Pages 31-46]
  • Khansari, Rasool Appraising the Use of KMV Model in Predicting Default of Companies Listed in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Khashei, Mehdi Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Khastar, Hamzeh The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • Kheradyar, Sina Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Khezri, Mohsen Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Khodabakhshi, Najmeh Developing a Working Capital Management Model [Volume 22, Issue 4, 2021, Pages 612-641]
  • Khodamipour, Ahmad The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Khodavaisi, Hassan Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • Khorsandi Ashtiani, Amirreza Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Khoshnud, Hadi The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]
  • Kobari, Mojtaba Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Kolbari, Somayeh Volume- & Size-Related Lead-Lag Effects in Stock Return & Volatility: An Empirical Investigation of the Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Kolbari, Somayeh Volume- & Size-Related Lead-Lag Effects in Stock Return & Volatility: An Empirical Investigation of the Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • 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]
  • Kordestani, Gholamreza Earnings Attributes and Cost of Equity [Volume 15, Issue 1, 2013, Pages 75-94]
  • Kordestani, Gholamreza Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]
  • Kordestani, Gholam Reza Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]

L

  • Larimi, Seiyed Jafar The Relationship between liquidity and stocks return in Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • Loni, Somayeh The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Lotfi, Ali Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Lotfi, Vali Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]

M

  • Mahdavi, Gholamhossein Examining the relationship between board structure and financing constraints for the companies listed on Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 179-198]
  • Mahdavi Kalishami, Ghadir Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Mahdikhah, Hossein Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Mahmoodi, Mohammad The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Mahmoodi, Vahid Performance Assessment of Valuation Models in Tehran Stock Exchange [Volume 10, Issue 26, 2010]
  • Mahmoudi, Vahid Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • Malayjerdi, Maryam Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Mamizadeh, Farzad The influences of the deviation from the expected optimal cash on future stock returns [Volume 17, Issue 2, 2016, Pages 377-392]
  • Mansoori Gargari, Hamed Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • Mansourfar, Gholamreza The Qualitative Effect of Risk Disclosure Components on Information Asymmetry, Regarding To the Moderating Variables, Firm-Riskiness, Economic Downturn and Institutional Analysts in Tehran Stock Exchange [Volume 18, Issue 3, 2016, Pages 391-414]
  • Mansourfar, Gholamreza Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Mansourfar, Gholamreza Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
  • Mansourfar, Gholamreza Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Mansouri, Shole The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Manteghi, Manouchehr Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Mashayekhi, Bita Systematic Risk and Conditional Conservatism [Volume 15, Issue 1, 2013, Pages 109-128]
  • Masoumi, javad An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2014, Pages 103-116]
  • Mazaheri, Sasan Study of Security Selection and Market Timing Abilities in Mutual Funds in Iranian Capital Market [Volume 15, Issue 2, 2013, Pages 247-268]
  • Mazaheri, Tahmasb Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Mazinezhad, Mohammad Mehdi An examination of Factors Associated with Reliance of External Auditors on Internal Auditors Work [Volume 10, Issue 26, 2010]
  • Mehrabanpour, Mohammadreza The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Mehrani, Kiarash Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [Volume 23, Issue 1, 2021, Pages 64-86]
  • Mehrani, Sasan Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Mehrara, Mohsen Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Mehregan, Mohammad Reza Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2016, Pages 393-414]
  • Mehrgan, Mohammad Reza Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Mesbahi Moghadam, Golam Reza Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets [Volume 13, Issue 32, 2012, Pages 1-14]
  • Meshki, Mehdi The effects of Ownership Structure(mix and concentration) on Firm's Return and Value in the Tehran Stock Exchange(TSE) [Volume 11, Issue 28, 2010]
  • Meshki Miavaghi, Mehdi The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • Meshki Miavaghi, Mehdi The influences of the deviation from the expected optimal cash on future stock returns [Volume 17, Issue 2, 2016, Pages 377-392]
  • Miavaghi, Mehdi The Anatomy of Value and Growth Stocks Capital Gain Return and Dividend Yield in the Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 121-146]
  • Mirbargkar, Seyed Mozafar Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • Mirlohi, Sayed Mojtaba Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Mirzad, Negar A review of investors’ reaction to unexpected events in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 103-122]
  • Mirzaee, Majid Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • Mirzaei, Hossein Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
  • Mirzaie, Mehdi Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Moazzez, Hashem The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Moghdani, Reza Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Mohamad Alizadeh, Arash Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • Mohammadi, Ahmad An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Mohammadi, Ali Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [Volume 17, Issue 2, 2016, Pages 301-324]
  • Mohammadi, Asfandyar Survey impact of good corporate governance (GCG) on economic value added (EVA) of Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 235-250]
  • Mohammadi, Emran Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • Mohammadi, Leila Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Mohammadi, Mina Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Mohammadi, Mohammad hasan Model of managing challenges facing banking system in sanction [Volume 17, Issue 2, 2016, Pages 341-356]
  • Mohammadi, Seyed Erfan Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • Mohammadi, Shapoor The effects of Ownership Structure(mix and concentration) on Firm's Return and Value in the Tehran Stock Exchange(TSE) [Volume 11, Issue 28, 2010]
  • Mohammadi, Shapoor Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2011, Pages 23-36]
  • Mohammadi, Shapour Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Mohammadi, Shapour Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Mohammadi, Shapour Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • Mohammadi, Shapour Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Mohammadi, Shapour Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • Mohammadi, Shapour Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Mohammadi, Shapour Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2022, Pages 497-522]
  • 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]
  • Mohammadian, Ayoub Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Mohammadpoor, Siavash The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Mohammadzadeh, Amir The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Mohammadzadeh, Kaoos Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm [Volume 24, Issue 2, 2022, Pages 307-328]
  • 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]
  • Mohmadi, Shapoor Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model [Volume 16, Issue 1, 2014, Pages 77-98]
  • Mohseni, Ghasem The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • Mojtaba Mirlohi, Sayyed Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • Molabahrami, Ahmad Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 35-56]
  • Mola Nazari, Mahnaz Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • 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]
  • Moradi, Babak Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Moradi, Mehdi Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
  • Moradi, Zahra Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Moradian, Hamed Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • Mortazavi, SeyyedMorteza Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Mosavi, Mir Hossein Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Mosavian, Seyed Abbas Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2017, Pages 633-652]
  • Moshtaghi, Yousef Studying the influence of psychological factors with orientation perceptual errors on Decision making process of individual investors [Volume 18, Issue 4, 2017, Pages 735-752]
  • Mostafavi, Seyedeh Fatemeh Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
  • MotaghianPour, Reza Corporate Policies under Transitory and Permanent Shocks of Cash Flows: An Empirical Study of Cash Management [Volume 23, Issue 3, 2021, Pages 351-376]
  • Motmaen, Mohsen Systematic Risk and Conditional Conservatism [Volume 15, Issue 1, 2013, Pages 109-128]
  • Mottagi, Aliasgar Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • 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]
  • Mousavi, Seyed Mohsen Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Movaghari, Hadi Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]

N

  • Nabati, Parisa Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Nabizade, Ahmad Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Nabizade, Ahmad Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Nabizade, Ahmad The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • Nabizadeh, Ahmad Examination of Weekend Effect and Caparison of Individual and Legal Investor's Behavior During 1381-85 in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Nadi Qomi, Vali Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
  • 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]
  • Nadiri, Mohammad Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Najafi, Amir Abbas Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [Volume 14, Issue 2, 2014, Pages 117-132]
  • Najafi, Amir Abbas Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Najafi, Amir Abbas Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Naji Zavareh, Marzieh Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2016, Pages 239-258]
  • Namaki, Ali The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2013, Pages 55-68]
  • Namaki, Ali Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Namazi, Navid Reza The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Nanavay Sabegh, Behnaz An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Nasiri, Mehrab Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • Nasr Esfahani, Hamed Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran) [Volume 13, Issue 31, 2012, Pages 1-22]
  • Nayebmohseni, Sheida Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2022, Pages 625-652]
  • Nazari, Hirad Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Nazari, Mohsen Economic Value Added and Stock Market Liquidity [Volume 12, Issue 30, 2011, Pages 117-132]
  • Nazari, Mohsen Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [Volume 13, Issue 31, 2012, Pages 147-167]
  • Nazari, Mohsen The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Nemati, Mehrdad Estimation the Effect of Lending Relationships Impact on Lending Transaction Costs: Case Study of Iranian Banks’ Branches Located in Tehran [Volume 18, Issue 3, 2016, Pages 563-589]
  • Nemati, Mohammad Ranking of insurance companies using multi attribute decision making methods [Volume 16, Issue 1, 2014, Pages 163-180]
  • Neshat Omidvaran, Navid The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Nezhad Afrasiabi, Maryam Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • NicKar, Javad Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]
  • Nikbakht, Mohammad Reza An examination of Factors Associated with Reliance of External Auditors on Internal Auditors Work [Volume 10, Issue 26, 2010]
  • Nikbakht, Mohammad Reza Review the Relationship between Capital Structure and Accounting and Market Performance Assessment Companies Accepted in Stock Exchange [Volume 11, Issue 28, 2010]
  • Nikoomaram, Hashem Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Nikusokhan, Moien An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • 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]
  • Nilchi, Moslem Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-Gaussian Models of Stochastic Volatility [(Articles in Press)]
  • Nobakht, Younes Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2021, Pages 568-593]
  • Noorbakhsh, Asgar Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Nopour, Kobra Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Norouzian, Eisa Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • 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]
  • Nourahmadi, Marziyeh A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Nourahmadi, Mohammad Javad Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [(Articles in Press)]
  • Nourahmadii, Marziyeh Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]

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]
  • Osoolian, Mohammad An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Osoolian, Mohammad Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]

P

  • Pakdin Amiri, Alireza Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2010]
  • Pakdin Amiri, Mojtaba Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2010]
  • Pakdin Amiri, Morteza Prioritize Effective Financial Factors on Price Stock in Tehran Stock Exchange with Using TOPSIS Method [Volume 10, Issue 26, 2010]
  • Pakgohar, Alireza Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2021, Pages 594-611]
  • Panahi, Hossein A Five-Year-Ahead Bankruptcy Prediction: the Case of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 57-76]
  • Payandeh, Reza Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Pazoki, Nima Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Peykani, Mohsen Review the Relationship between Capital Structure and Accounting and Market Performance Assessment Companies Accepted in Stock Exchange [Volume 11, Issue 28, 2010]
  • Peymani, Moslem Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Peymany, Moslem Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta [Volume 10, Issue 26, 2010]
  • Peymany Foroushany, Moslem Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Peymany Foroushany, Moslem Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Poormohamad Ziabari, Maryam The Comparison Liquidity and Tobin’s Q Ratio of Growth and Value stocks in Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 129-146]
  • Porebrahimi, Mohammadreza Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2011, Pages 23-36]
  • Porkavosh, Taher The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Pouralireza, Karim A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Pourebrahimi, Mohamadreza Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Pourebrahimi, Mohammad Reza The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2014, Pages 15-30]
  • Pourgoudarzi, Alireza Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Poursoleiman, Ehsan Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
  • Pouyanfar, Ahmad Collateralized Mortgage Obligations Optimization [Volume 12, Issue 30, 2011, Pages 1-22]
  • Pouyanfar, Ahmad Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [Volume 15, Issue 1, 2013, Pages 129-148]
  • Pouyanfar, Ahmad Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [Volume 15, Issue 2, 2013, Pages 181-200]
  • Pouyanfar, Ahmad ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
  • Pymani, Moslem Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]

Q

  • Qodsi, Saeid Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]

R

  • Rabiee, Reihaneh Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Raee, Reza Estimating Probability of Private Information Based Trade Using Microstructure Model [Volume 15, Issue 1, 2013, Pages 17-28]
  • Raee, Reza Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model [Volume 16, Issue 1, 2014, Pages 77-98]
  • Raeesi, Sara Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks [(Articles in Press)]
  • Raeesi Vanani, Iman Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2016, Pages 219-238]
  • Raei, Reza Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Raei, Reza Portfolio optimization using particle swarm optimization method [Volume 12, Issue 29, 2010]
  • Raei, Reza Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets [Volume 13, Issue 32, 2012, Pages 1-14]
  • Raei, Reza Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [Volume 18, Issue 1, 2016, Pages 39-58]
  • Raei, Reza Financial Risk Assessment Model for LNG Projects, Case Study: Iran LNG Project [Volume 14, Issue 2, 2014, Pages 47-64]
  • Raei, Reza Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
  • Raei, Reza Prediction of stock market crash using self-organizing maps [Volume 17, Issue 1, 2015, Pages 159-178]
  • 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]
  • Raei, Reza Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Raei, Reza Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Raei, Reza Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Raei, Reza Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Raei, Reza Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2022, Pages 497-522]
  • Raei, Reza Applying the Relative Robust Approach for Selection of Optimal Portfolio in the Tehran Stock Exchange by Second-order Conic Programming [Volume 24, Issue 2, 2022, Pages 184-213]
  • Raei, Reza Evaluating the effect of bank characteristics on bank lending channel with FAVAR approach. [(Articles in Press)]
  • Rafei, Maysam An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
  • Rafiee Moghaddam, Ali The Legal Relationship between Special Purpose Vehicle and Investors in Lease (Ij􀆗ra), Interest Sale (Murabaha) and Profit Sharing (Mudarabah) Securities [Volume 15, Issue 2, 2013, Pages 161-180]
  • Rahimi Baghi, Ali Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Rahmani, Ali Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Rahmani, Samad The effect of diversification of the credit portfolio on bank’s credit risk [Volume 18, Issue 1, 2016, Pages 149-166]
  • Rahmani, Saman Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Rahmani fazli, Hadi Measuring event risk [Volume 16, Issue 2, 2015, Pages 345-358]
  • Rahmani Noorozabad, Saman Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Rahnamay Roodposhti, Fereydoon Portfolio Grouping of "Tose-e Melli Group Investment Company (TMGIC)" based on the Matrix Network and Compare the Performance of this Method Using the Upside Potential Ratio [Volume 13, Issue 32, 2012, Pages 15-34]
  • Rahnamay Roodposhti, Fereydun Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]
  • Rahnamay Roodposhti, Fraydoon Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • Rajabi, Mahsa Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [Volume 16, Issue 2, 2015, Pages 253-270]
  • Rajabzadeh, Ali The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Rajizade, Sepideh The Mediating Effect of Earnings Acceleration on the Relationship between Stock Fragility and the Speed of Stock Price Convergence [Volume 23, Issue 3, 2021, Pages 377-403]
  • Ramooz, Najmeh The Application of Non-inferior Set Estimation (NISE) Method in Optimum Portfolio Selection (Case Study: Tehran Security Exchange) [Volume 14, Issue 2, 2014, Pages 1-14]
  • 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 by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • Ramtinnia, Shahin Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Rashidi, Mohsen The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]
  • Rashidi Baqhi, Mohsen Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Rashidy Baghi, Mohsen Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]
  • Rashnoo, Mahdi Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2013, Pages 69-84]
  • Rashnoo, Mahdi Investigating the Prices Manipulation in the Tehran Stock Exchange by Using the SVM Model [Volume 14, Issue 1, 2013, Pages 69-84]
  • Rasouli, Mohammad The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • Rastegar, Mohamad Ali Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Rastegar, Mohamad Ali Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2022, Pages 523-544]
  • Rastegar, Mohammad Ali Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Rastegar, Mohammad Ali Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Rastegar, Mohammad Ali Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Razaghi, Mohadeseh The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [Volume 14, Issue 1, 2013, Pages 85-100]
  • Razavi Khosroshahi, Seyed Mehdi Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Reshadatjoo, Hamideh Proposing a Process Model for Valuation of the Fintech start-ups in the Early Stages of Investment from the Perspective of Venture Capitalists in Iran [Volume 24, Issue 3, 2022, Pages 391-409]
  • Rezaei, Farzin Product Diversification (Related/Unrelated) ,Ownership Structure and Capital Structure [Volume 16, Issue 2, 2015, Pages 271-288]
  • Rezaei, Gholamreza Examining the relationship between board structure and financing constraints for the companies listed on Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 179-198]
  • Rezaei, Mehdi The Qualitative Effect of Risk Disclosure Components on Information Asymmetry, Regarding To the Moderating Variables, Firm-Riskiness, Economic Downturn and Institutional Analysts in Tehran Stock Exchange [Volume 18, Issue 3, 2016, Pages 391-414]
  • Rezaeian, Alireza Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • Rezaei Asl, Morteza Financial Ranking of Firms Listed in Tehran Stock Exchange Corporations Using MADM and Mixed Methods [Volume 14, Issue 1, 2013, Pages 31-54]
  • Rezaei Dolat Abadi, Hossein Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Rezaein, Vahid The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
  • Rezazadeh, Ali The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Rhahmoradi, Ziba The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2016, Pages 283-300]
  • 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]
  • Rostami, Mohammad Reza Using MGARCH to Estimate Value at Risk [Volume 15, Issue 2, 2013, Pages 215-228]
  • Rostami, Mohammad Reza The Effect of Market Monitoring Costs on Price Limit Rules [Volume 17, Issue 2, 2016, Pages 283-300]
  • Rostami, Ramin An Evaluation of Testing Procedures for Event Study [Volume 14, Issue 2, 2014, Pages 103-116]
  • Rostami Asrabadi, Nooshin Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • Rostami noroozabad, Mojtaba Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2017, Pages 715-734]
  • Rostami Noroozabad, Mojtaba Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Rostami Noroozabad, Mojtaba Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]
  • Rostami Noroozabad, Mojtaba What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Rovshandel Arbatani, Taher Introduction of a Model for Improving the Financial Performance of the Organization, with an Emphasis on the Role of “Human Resources Composition” and “Management Stability” [Volume 17, Issue 2, 2016, Pages 199-218]
  • Rozei, Mansour To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]

S

  • Sabbaghzadeh, Mohammad Hossein Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Sabunchi, Mohamad Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Sadeghi, Mohsen Investigating the volatility, upside risk, downside risk and Capital Asset Pricing Model: Evidences from Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • Sadeghi, Mohsen Investigating the Psychology of Numbers and "Price Clustering" in Tehran Stock Exchange [Volume 13, Issue 31, 2012, Pages 73-98]
  • Sadeghi, Somaye The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
  • Sadeghi Moghadam, Ali asghar The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Sadeghi Moghadam, Mohammad Reza An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach [Volume 17, Issue 2, 2016, Pages 259-282]
  • Sadeghi Moghadam, Mohammad Reza Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Sadeghi Sharif, Seyed Jalal Ownership Structure and Payout Ratio: Empirical Evidence of Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Sadeghi Sharif, Seyed Jalal Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Sadegh Sharif, Seyed Jalal Earning Management & the Long-Run Market Performance of Initial Public Offerings: Evidences from Tehran Stock Exchange (TSE) [Volume 13, Issue 32, 2012, Pages 57-72]
  • Sadehvand, Mohammad Javad Examining the Ability of EVA Momentum, EVA Spread and Conventional Performance Measures to Predict Stock Return [Volume 18, Issue 2, 2016, Pages 307-330]
  • Sadehvand, Mohammad Javad Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • Sadeqi, Hojjatollah A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [Volume 24, Issue 2, 2022, Pages 236-256]
  • Sadeqi Sharif, Seyed Jalal Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Sadi, Rasol The effects of investor personality and perceptual bias in Tehran stock exchange [Volume 12, Issue 29, 2010]
  • Sadi, Rasol Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Saedi, Rahman The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
  • Saedi Far, Khatereh Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Saeedi, Ali To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Saeedi, Ali Contrarian Strategy in Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 75-94]
  • Saeedi, Ali Mutual Funds Cash Flow and Market Return: Evidences from Tehran Stock Exchange [Volume 13, Issue 32, 2012, Pages 35-56]
  • Saeedi, Ali Empirical Relation between Risk, Return and Liquidity with Free Float in TSE Listed Companies [Volume 14, Issue 2, 2014, Pages 65-80]
  • Saeedi, Ali What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Saeedi, Ali Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
  • Saeedi, Ali Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Saeeidi, Hossein Saeeidi Mutual Funds Cash Flow and Market Return: Evidences from Tehran Stock Exchange [Volume 13, Issue 32, 2012, Pages 35-56]
  • Saeida Ardakani, Saeid A review of investors’ reaction to unexpected events in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 103-122]
  • Saeidi Koosha, Mahdi Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2021, Pages 521-541]
  • Safabakhsh, Shahla Collateralized Mortgage Obligations Optimization [Volume 12, Issue 30, 2011, Pages 1-22]
  • Safari, Hossein Performance assessment of branches of Iran Insurance Corporation using data envelopment analysis [Volume 17, Issue 2, 2016, Pages 393-414]
  • Saghafi, Ali Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • Sahmani Asl, Mohammad Ali The Effects of Iran Economic Conditions on Weak Performance of Islamic Banking System in Iran [Volume 13, Issue 32, 2012, Pages 73-90]
  • Saiah, Sajad Jurisprudence, Legal and Supervision Study of Options Contracts in Iran's Financial Markets [Volume 13, Issue 32, 2012, Pages 1-14]
  • Sajadi, Seyed Hosein Cross sectional variation in cash flow asymmetric timeliness and its effect on conditional conservatism [Volume 17, Issue 1, 2015, Pages 83-102]
  • Sajjad, Rasoul Estimation of multi-period VaR based on the simulation and parametric methods [Volume 18, Issue 1, 2016, Pages 167-184]
  • Sajjad, Rasoul Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • 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]
  • Salami, Mohammad Javad Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2017, Pages 653-674]
  • Salehabadi, Ali The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Saleh abadi, Ali MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • Salehi, Ahmad Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Salehi, Mehdi Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • 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]
  • Salem, Ali Asghar The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta [Volume 17, Issue 1, 2015, Pages 1-20]
  • Salimi, Mohammadjavad Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Salimifard, Khodakaram Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Samadi, Saeed Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Samady, Saied Evaluation of Base Metals Companies in Tehran Stock Exchange (TSE) Using EVA Model and its relation with Profit accounting criteria [Volume 10, Issue 26, 2010]
  • Samiee Tabrizi, Pedram An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Saniee, Ehsan Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Saranj, Alireza Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model [Volume 16, Issue 1, 2014, Pages 77-98]
  • Saranj, Alireza Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange [Volume 18, Issue 3, 2016, Pages 437-460]
  • 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]
  • Saranj, Alireza The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Savadkouhifar, Sam Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Sedigi, Faride Disclosure level and its determinants in Banks with emphasis on corporate governance mechanisms and islamic centrality [Volume 17, Issue 2, 2016, Pages 357-376]
  • Seif, Samira Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Seifi, Farnaz Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Seighali, Mohsen The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Sepahvand, Farshid The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • Seraj, Mostafa Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Serkanian, Javad Evaluating the effect of bank characteristics on bank lending channel with FAVAR approach. [(Articles in Press)]
  • Setayesh, Mohammad Hossein The comparative investigation of corporate governance mechanisms in financial distressed and non financial distressed listed companies of Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 99-112]
  • Setayesh, Mohammad Hossein Setayesh1 Investigating the Impact of the Effective Factors on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 57-74]
  • Seyedhosseini, Seyed Mohammad Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [Volume 15, Issue 1, 2013, Pages 51-74]
  • Seyed-Khosroshahi, Seyed Ali The Relationship between Dividend Policy and Trading Volume in Tehran Stock Exchange [Volume 14, Issue 2, 2014, Pages 15-30]
  • Shabani, Marjan The Effects of Presidential Cycle on Stock Market Returns in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 95-108]
  • Shafipoor, Seyed Mojtaba Economic Value Added and Stock Market Liquidity [Volume 12, Issue 30, 2011, Pages 117-132]
  • Shafizadeh, Mojtaba Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Shahabi, Alireza Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • 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]
  • Shahbazi, Meisam Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Shahrazi, Mahdi The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
  • Shahriar, Behnam The Calculation of Optimal Interest Rate of Fire Insurance Catastrophe Bonds in Iran using Extreme Value Theory [Volume 14, Issue 1, 2013, Pages 101-116]
  • Shahriari, Hamid Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • Shahrzadi, Mahshid The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Shaker, Iman Forecast Error Analysis of State Tax Revenues in Iran [Volume 13, Issue 32, 2012, Pages 109-132]
  • Shams, Shahabeddin The Relationship between liquidity and stocks return in Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • Shams, Shahabeddin The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 95-116]
  • Shams, Shahabeddin Comparison Between the Hybrid Model of Genetic Fuzzy and Self - Organizing Systems and Linear Model to Predict the Price of Gold Coin Futures Contracts [Volume 17, Issue 2, 2016, Pages 239-258]
  • Shams, Shahabeddin Investigation of the Effects of Types of Ownershipon Disposition effect of Mutual funds in Tehran Stock Exchange [Volume 18, Issue 4, 2017, Pages 675-960]
  • 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]
  • Shams, Shahabeddin The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Sharafy, Kaveh The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Shariati, Abdollah Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
  • Shariatpanahi, Seyed Majid STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • Shariatpanahi, Seyed Majid Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Shariat Panahi, Seyed Majid Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
  • Sharifi, Maryam The Effect of Mispricing on Investment and Capital Structure of Financial Constraints Firms [Volume 16, Issue 2, 2015, Pages 289-308]
  • Shavvalpour, Saeed Determining the Relationship between Credit Risk & Profitability in Iranian Banks [Volume 15, Issue 2, 2013, Pages 229-246]
  • Shirazi, Fatemeh Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Shirkavand, Saeed Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Shirkavand, Saeed Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion [Volume 24, Issue 1, 2022, Pages 1-17]
  • Shirkavand, Saeid Evaluating the effect of bank characteristics on bank lending channel with FAVAR approach. [(Articles in Press)]
  • Shirkavnd, Saeid Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Shirvani Naghani, Moslem Introduction of a Model for Improving the Financial Performance of the Organization, with an Emphasis on the Role of “Human Resources Composition” and “Management Stability” [Volume 17, Issue 2, 2016, Pages 199-218]
  • Shirzadi, Saeed The House Money Effect in Individual Investors; Evidence from Tehran Stock Exchange [Volume 16, Issue 1, 2014, Pages 147-162]
  • Shojaei, Abdonaser Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis [Volume 17, Issue 1, 2015, Pages 59-82]
  • Shokri, Mahin An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
  • Sinaei, Hasanali Financial Information Transparency and Investor Behavior in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Sinaei, Hassanali Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Soheyli Ahmadi, Habib Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Sohrabi, Babak Evaluating the Corporate Tax Performance and Analyzing the Tax Trends through the Utilization of Data Mining Algorithms [Volume 17, Issue 2, 2016, Pages 219-238]
  • Sohrabi, Jamshid An Analytical survey Of Inflation Distortions to Economic Value Added and the Firm’s Financial Characteristics [Volume 12, Issue 29, 2010]
  • Sohrabi Araghi, Mohsen Contrarian investment strategy based on reward-risk stock selection criteria [Volume 16, Issue 1, 2014, Pages 113-128]
  • Soleimani Amiri, Gholamreza Developing a Working Capital Management Model [Volume 22, Issue 4, 2021, Pages 612-641]
  • Soleymani Mareshk, Mojtaba Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Soltani, Ramin Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Soroushyar, Afsaneh Comparative Assessment of Economic and Accounting Performance Measures Ability in Explaining Value of Companies Listed in Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 29-50]

T

  • Tabarsa, Bahareh The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
  • Tabasi, Hamed Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
  • Tabatabaei, Seyed Jalal Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2021, Pages 594-611]
  • Taebi Noghondari, Amirhossein The Mediating Effect of Earnings Acceleration on the Relationship between Stock Fragility and the Speed of Stock Price Convergence [Volume 23, Issue 3, 2021, Pages 377-403]
  • Taghavifard, Mohammad Taghi STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • Taghavi Fard, Mohammad Taghi Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Taghizadeh, Houshang Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Taghizadeh, Somayyeh The effects of corporate governance mechanisms and financial variables on the financial restatement of the firms listed on the Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 39-58]
  • Taghizadeh Khanqah, vahid Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Taghizadeh Yazdi, Mohammad Reza Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2017, Pages 591-612]
  • Taherifar, Roya Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [Volume 18, Issue 3, 2016, Pages 461-482]
  • Tahriri, Arash Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • 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]
  • Talaneh, Adbol Reza The Informational Content of Abnormal Trading Volume of Shares Listed at Tehran Stock Exchange [Volume 15, Issue 1, 2013, Pages 1-16]
  • Talebi, Mohammad The Effects of Iran Economic Conditions on Weak Performance of Islamic Banking System in Iran [Volume 13, Issue 32, 2012, Pages 73-90]
  • Talebi, Morteza Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2021, Pages 521-541]
  • Talebniya, Ghodratollah Study about influence of companies financial factors: on volume of them shares traded in Tehran stock exchange [Volume 12, Issue 29, 2010]
  • Talebzadeh, Fatemeh The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
  • Taleghani, Mohammad Providing a Model for Predicting the Financial behavior of Currency Pairs in the Forex Market [Volume 24, Issue 2, 2022, Pages 257-282]
  • Tashakori, Nasimeh Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]
  • Tavassoly, Tahereh sadat A review of investors’ reaction to unexpected events in Tehran Stock Exchange [Volume 17, Issue 1, 2015, Pages 103-122]
  • Tayefeh, Siyamak Earnings Attributes and Cost of Equity [Volume 15, Issue 1, 2013, Pages 75-94]
  • Tehrani, Mostafa Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • Tehrani, Reza A Survey on the Relationship between Performance of Investment Companies and Liquidity and Profitability ratios and Dividend Per Share in Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Tehrani, Reza Modeling Volatility: Evidence from Tehran Stock Exchange [Volume 11, Issue 27, 2010]
  • Tehrani, Reza The effect of Capital Market Liberalization on Economic Growth in Developing Countries [Volume 11, Issue 28, 2010]
  • Tehrani, Reza Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [Volume 12, Issue 30, 2011, Pages 23-36]
  • Tehrani, Reza An Appraisal on the Effect of Share Issue Privatization on Tehran Stock Exchange Liquidity [Volume 13, Issue 31, 2012, Pages 23-40]
  • Tehrani, Reza The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [Volume 14, Issue 1, 2013, Pages 55-68]
  • Tehrani, Reza Portfolio optimization with simulated annealing algorithm [Volume 17, Issue 1, 2015, Pages 141-158]
  • 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]
  • Tehrani, Reza Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Tehrani, Reza Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Tehrani, Reza Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Tehrani, Reza Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2021, Pages 451-475]
  • Tehrani, Reza Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [Volume 24, Issue 2, 2022, Pages 157-183]
  • Tehrani, Reza An algorithm for detecting suspicious trades in Tehran Stock Exchange Based on spoof Trading model [(Articles in Press)]
  • Teimoory, Farideh Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Thehrani, Raza The Effect of Diversification Strategy on the Financial Performance of the Manufacturing Companies of Tehran Securities Bourse [Volume 10, Issue 25, 2009]
  • Tondnevis, Farid Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [Volume 17, Issue 2, 2016, Pages 325-340]
  • Tondnevis, Farid Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2022, Pages 497-522]

V

  • Vadiee, Mohammad Hossein The Comparison of The Stocks Price in Government Firms Including Privatization with their Priced Stocks Based on Price-Earnings Ratio Model (P/E) of Similar Firms [Volume 10, Issue 26, 2010]
  • Vadiei, Mohamad Hosein The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • 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]
  • Vaez Barzani, Mohammad Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Vakilian Agohei, Mahdi The Relationship between Economic Value Added (EVA) and Residual Income (RI) in the Predicting Future Earning Per Share (EPS) [Volume 11, Issue 27, 2010]
  • Validi, Alireza Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Validi, Javad Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • 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, Hamed Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • 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]
  • Vasheghani, Sara The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Voghouei, Hatra Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2022, Pages 564-592]

W

  • Weysihesar, Soraya Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]

Y

  • Yaghoobnezhad, Ahmad To Estimate Market Risk Premium with respect to Market Leverage in Tehran Stock Exchange [Volume 11, Issue 28, 2010]
  • Yahyatabar, Fatemeh Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Yahyazadehfar, Mahmood Investigation of the relationship between Intellectual Capital and companies' performance in Tehran stock exchange [Volume 16, Issue 1, 2014, Pages 181-199]
  • Yahyazadehfar, Mahmood The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Yahyazadeh Far, Mohammad The Relationship between liquidity and stocks return in Tehran Stock Exchange [Volume 12, Issue 29, 2010]
  • Yahyazadeh Far, Mohammad The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [Volume 12, Issue 30, 2011, Pages 95-116]
  • Yazdani, Fateme Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [Volume 24, Issue 1, 2022, Pages 18-36]
  • Yazdani, Nasser Studying the influence of psychological factors with orientation perceptual errors on Decision making process of individual investors [Volume 18, Issue 4, 2017, Pages 735-752]
  • Yazdi, Ardavan Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]
  • Yousefi, Mohsen Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • Yousefi Zenouz, Reza Portfolio Selection by Robust Optimization [Volume 16, Issue 2, 2015, Pages 201-218]
  • Yousofan, Nahid Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]

Z

  • Zamani Sabzi, Mahdi Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
  • Zare Mehrjerdi, Yahia Portfolio optimization with mean-variance approach using hunting search meta-heuristic algorithm [Volume 16, Issue 1, 2014, Pages 37-56]
  • Zare Nikoo Parvare Yazdi, Mahmood Study about influence of companies financial factors: on volume of them shares traded in Tehran stock exchange [Volume 12, Issue 29, 2010]
  • Zargham boroujeni, Hamid MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • 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]
  • Zeinali, Hadis The Mediating Effect of Earnings Acceleration on the Relationship between Stock Fragility and the Speed of Stock Price Convergence [Volume 23, Issue 3, 2021, Pages 377-403]
  • Zeynali, Mehdey A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Zeynali, Mehdi Impact of Informational, Operational, and Corporate Governance Complexity Components of Companies on Mispricing of Stocks [Volume 24, Issue 3, 2022, Pages 431-452]
  • Ziyachi, Aliasghar A Survey in Investor Herding Behavior With Trading Volume Approach in Tehran Stock Exchange [Volume 16, Issue 2, 2015, Pages 359-371]
  • Zolfaghari, Rohollah Designing Collaterals Assessment Model to Finance Technological Projects and SMEs by Adaptive Neural Fuzzy Inference System (ANFIS) [Volume 24, Issue 3, 2022, Pages 453-479]