Author Index

A

  • Aalaei, Mahboubeh Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Abbasian, Ezatollah Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Abbasi Museloo, Khalil Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Abdzadeh Kanafi, Mohammad An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • Ahmadi, Faegh Identification of Factors Affecting Project Financing Risk [Volume 25, Issue 3, 2023, Pages 485-507]
  • Ahmadi Sartakhti, Farshid Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
  • Akhgari, Bahareh Akhgari Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
  • Alipour, Mohammad Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Arabzadeh, Meysam Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Arian Asl, Haniyeh Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]
  • Asghari, Ali Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]

B

  • Biglari, Fahimeh Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]

C

  • Chirani, Ebrahim Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]

E

  • Ebrahimnejad, Khadijeh Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Eghbalnia, Mohammad Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
  • Emami, Karim Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]

F

  • Fallahpour, Saeed Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]
  • Fallahshams, Mirfeiz Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Farid, Daryush Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • Farokhnejad, Farshid Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Fathi, Saeed The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [Volume 25, Issue 3, 2023, Pages 410-432]
  • Fathi Hafashjani, Kiamars Identification of Factors Affecting Project Financing Risk [Volume 25, Issue 3, 2023, Pages 485-507]
  • Fattahi, Seyed Bagher Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]

G

  • Gohania, Elaheh Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]

H

  • Haddadi, Mohammad Reza Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Hamidieh, Alireza Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
  • Hashemi, Seyed Abbas The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Hekmat, Hanieh The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]
  • Heydarian, Mohammad The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Hojabr Kiani, Kambiz Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
  • Hoseini, Seyed Shamsoddin Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]

K

  • Karami, Gholamreza Analyzing the Influence of Managerial Traits and Financial Strategies on Corporate Risk-taking in the Tehran Stock Exchange [Volume 25, Issue 4, 2023, Pages 529-556]
  • Karimi, Paria Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • Kaviani, Meysam Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [Volume 25, Issue 3, 2023, Pages 508-528]
  • Keshavarz mirza mohammadi, Farnoosh The Evaluation of Profitability, Corporate Social Responsibility, and Financial Risk in Asset Management Companies in Iran [Volume 25, Issue 2, 2023, Pages 321-342]

L

M

  • Manochehri, Salaheddin The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]
  • Mansourfar, Gholamreza Interior Point Algorithm in Multi-objective Portfolio Optimization: GlueVaR Approach [Volume 25, Issue 3, 2023, Pages 453-484]
  • Mehrabanpour, Mohammad Reza Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • Memarnejad, Abbas Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]
  • Memarnejad, Abbas Designing a Model for Credit Risk Assessment of Customers for Guarantees Issued by the Export Guarantee Fund of Iran via Artificial Neural Network Model [Volume 25, Issue 4, 2023, Pages 641-660]
  • Mirbargkar, Seyed Mozafar Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]
  • Moazeni, Hamidreza The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [Volume 25, Issue 3, 2023, Pages 410-432]
  • Mohammadi Khanghah, Golshan Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Mohammadinejad Pashaki, Mohammadbagher Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
  • Mozaffari, Zana The Impact of Exchange Rate Volatility on the Housing Price Index in Iran: A GMM Time Series Approach [Volume 25, Issue 3, 2023, Pages 433-452]

N

  • Nadiri, Mohammad Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • Najafikhah, Mahya Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Namaki, Ali Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Nasrollahi, Hossein Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [Volume 25, Issue 4, 2023, Pages 577-595]
  • Nilchi, Moslem Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [Volume 25, Issue 2, 2023, Pages 275-299]
  • Norahmadi, Marziyeh Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Nory Yoshanloey, Jafar Legal Aspects of the Banking Regulatory and liberalization Paradigm upon Becoming a Member of the World Trade Organization [Volume 25, Issue 3, 2023, Pages 387-409]
  • Noshadi, Amin The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Nourahmadi, Mohammad Javad Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [Volume 25, Issue 1, 2023, Pages 63-87]
  • Nouralidokht, Hamid Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]

P

  • Parsaei, Mona Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Peykarjou, Kambiz Investigating the Impact of Bank Capital on Real Variables of an Oil Economy, Using the DSGE Model [Volume 25, Issue 2, 2023, Pages 300-320]

R

  • Raei, Reza Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Rahmani, Ali Credit Rating and Cost of Capital [Volume 25, Issue 1, 2023, Pages 110-126]
  • Rahrovi Dastjerdi, Alireza The Impact of Investors' Emotional Decision Patterns on Firm Performance [Volume 25, Issue 2, 2023, Pages 205-227]
  • Ramazani Zare, Mohammad Hossein Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • Rezaee, Zainab The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Rostaminia, Reza The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Rostami Noroozabad, Mojtaba Investigating the Reactivity of Investors' Decisions on Selling Shares Based on Fundamental Analysts' Recommendations: Evidence from Stock Exchange Investors in Iran’s Fars Province [Volume 25, Issue 2, 2023, Pages 228-254]

S

  • Saadi, Rasoul Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Sadeghi Sharif, Seyyedjalal Investigating and Analyzing the Spillover Effects among Stock, Currency, Gold, and Commodity Markets: VARMA-BEKK-AGARCH Approach [Volume 25, Issue 1, 2023, Pages 88-109]
  • Safarzadeh, Esmaeel Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 255-274]
  • Salari Abarghuoi, Mohammad Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Salavati, Erfan Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • Samavi, Mohammad Ebrahim Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Saranj, Alireza Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [Volume 25, Issue 2, 2023, Pages 180-204]
  • Serkanian, Javad Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]
  • Shabani Rezvani, Leila Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Shahab Lavasani, keyvan Investigating the Asymmetric Relationship between Investor Sentiments and Fluctuations in the Overall Index via the Markov Switching Method [Volume 25, Issue 4, 2023, Pages 661-687]
  • Sharafi, Gholamreza Identification of Factors Affecting Project Financing Risk [Volume 25, Issue 3, 2023, Pages 485-507]
  • Shirkavand, Saeid Evaluating the Effect of Bank Characteristics on Bank Lending Channel: A Factor-augmented Vector Autoregressive (FAVAR) Approach [Volume 25, Issue 1, 2023, Pages 1-25]

T

  • Taftiyan, Akram Assessment of Strategy Disclosure Drivers in Annual Company Report: A Meta-Synthesis Analysis [Volume 25, Issue 4, 2023, Pages 614-640]
  • Taghizadegan, Gholamreza Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]
  • Taghizadeh, Reza An Analysis of Capital Market Using Network Approach [Volume 25, Issue 3, 2023, Pages 369-386]
  • Tamoradi, Ali The Effect of Investors' Destructive Behaviors on the Managers’ Myopia [Volume 25, Issue 1, 2023, Pages 127-151]
  • Tehrani, Reza Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model [Volume 25, Issue 1, 2023, Pages 26-62]

V

  • Vatanparast, Mohammadreza Predicting Iran Cooperative Development Bank's Profit/Loss: Two-stage Collective Learning [Volume 25, Issue 4, 2023, Pages 596-613]

Z

  • Ziyadi, Hossein Housing Price Forecasting Using AI (LSTM) [Volume 25, Issue 4, 2023, Pages 557-576]
  • Zomorodian, Gholamreza Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange [Volume 25, Issue 1, 2023, Pages 152-179]