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, 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 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]
  • Ajam, Alireza Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • 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]
  • 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, 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 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]
  • 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]

B

  • Bahri Sales, Jamal Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • 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]
  • 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]
  • Barakchian, Seyyed Mehdi The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • 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]

D

  • 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]
  • 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]

E

  • Ebrahim Nejad, Ali The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Eskandari, Mahdi Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • 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]
  • Eyvazloo, Reza Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2022, Pages 545-563]
  • Ezadpour, Mostafa Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2022, Pages 653-665]

F

  • 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]
  • 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]
  • 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]
  • 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]
  • Ghanbari, Mehrdad Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • 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]

H

  • 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]
  • 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]
  • Hamzenejadi, Yaser Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Hasannejad, Mohammad Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Hejazi, Rezvan Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2022, Pages 625-652]
  • Hemati, Mehdi Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2022, Pages 523-544]
  • Hosseini, Ahad Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]

J

  • Jabbarzade Kangaarloye, Saaed Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • 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]
  • Jamshidinavid, Babak Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]

K

  • Karami, Gholamreza Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2022, Pages 653-665]
  • 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]
  • 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]

L

  • 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]

M

  • 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]
  • Manteghi, Manouchehr Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • 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]
  • Mohammadi, Mina Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • 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]
  • 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]
  • Mojtaba Mirlohi, Sayyed Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • 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]

N

  • Nabati, Parisa Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • 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]
  • Nayebmohseni, Sheida Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2022, Pages 625-652]
  • Neshat Omidvaran, Navid The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Noorbakhsh, Asgar Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]

O

  • Osoolian, Mohammad Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]

P

  • Payandeh, Reza Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • 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]

R

  • 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]
  • 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]
  • 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 Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2022, Pages 523-544]

S

  • 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]
  • Sadi, Rasol Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Saeedi, Ali Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Seif, Samira Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • 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]
  • Shahbazi, Meisam Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • 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]
  • 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]
  • Soltani, Ramin Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]

T

  • 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]
  • Tehrani, Mostafa Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • 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

  • 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]

Z

  • 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]