Author Index

A

  • 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]
  • 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]
  • Ali Akbari Bidokhti, Amin Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • 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]
  • 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]
  • Ashtab, Ali Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Asima, Mehdi Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • 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]

B

  • 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 Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 353-374]
  • 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, 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]

C

  • 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

  • Davallou, Maryam Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]

E

  • Ebrahim Nejad, Ali Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]
  • 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]
  • Eyvazloo, Reza Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]

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, Mohammadesmaeil An Explanation Model of Regime Shifts in the Tehran Stock Exchange by Smooth Transfer Regression [Volume 24, Issue 1, 2022, Pages 81-103]
  • 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]
  • 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]
  • 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]
  • Fathi, Saeed A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]
  • Fazelian, Zeinab A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies [Volume 24, Issue 3, 2022, Pages 329-352]

G

  • 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]
  • 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 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]

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]
  • Hasangholipoure, Hosaine Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • 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]
  • 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]

J

  • Jabbarzadeh Kangarlooi, Saeed Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]

K

  • Kafi, Parisa Performance of Semi-parametric Asset Pricing Model in Tehran Stock Exchange [Volume 24, Issue 3, 2022, Pages 375-390]
  • 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]
  • 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]
  • Kheradyar, Sina Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]

M

  • Mirbargkar, Seyed Mozafar Proposing a Framework for Catastrophic Risk Management through Alternative Risk Transfer Instruments [Volume 24, Issue 2, 2022, Pages 283-306]
  • 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]
  • 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]
  • Moradi, Babak Explaining and Proposing a Market Liquidity Prediction Model in Tehran Stock Exchange [Volume 24, Issue 1, 2022, Pages 134-156]
  • Moradian, Hamed Mutual Fund Transaction Costs and Their Effect on Funds Performance [Volume 24, Issue 1, 2022, Pages 37-60]

N

  • 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]
  • Nikoomaram, Hashem Investigating and Comparing the Performance of Conventional and Hybrid Models of Predicting Financial Distress [Volume 24, Issue 2, 2022, Pages 214-235]
  • 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]

R

  • 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]
  • 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]

S

  • 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]
  • 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]

T

  • 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]
  • 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]

Y

  • 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]
  • Yazdi, Ardavan Pairs Trading; A Comparison between Student-t and Vine Copulas [Volume 24, Issue 1, 2022, Pages 104-133]

Z

  • 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]
  • 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]