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]
  • 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]

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]

H

  • 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]

K

  • Karimi, Paria Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 180-204]
  • 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]

M

  • Mehrabanpour, Mohammad Reza Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [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]
  • 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]

N

  • Nadiri, Mohammad Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [Volume 25, Issue 2, 2023, Pages 180-204]
  • Namaki, Ali Investigating the Factors Governing the Informativeness of Stock Prices Using the DEMATEL Approach [Volume 25, Issue 2, 2023, Pages 343-368]
  • 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]
  • 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]
  • Saranj, Alireza Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches [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]
  • 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

  • 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]
  • 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]

Z

  • 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]