Author Index

A

  • Abbasian, Ezatollah The effect of diversification of the credit portfolio on bank’s credit risk [Volume 18, Issue 1, 2016, Pages 149-166]
  • Abbasi Beni, Fatemeh competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • 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]
  • Aghaie, Abdollah Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • Aghazadeh, Hashem competition effects on policyholders' welfare and insurers' risk [Volume 18, Issue 2, 2016, Pages 201-218]
  • 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 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]
  • Ajam, Alireza Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2017, Pages 691-714]
  • Alifaal, Ali The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • 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]
  • Aslami, Gholam reza Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]
  • Asoroosh, Abozar Designing Istisna Sukuk Models in Iran Capital Market [Volume 18, Issue 4, 2017, Pages 633-652]

B

  • 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]
  • Barzideh, Farrokh STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • 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]

D

  • Dadbin, Maral ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]
  • Davallou, Maryam Deviation from target debt ratio, cash flow imbalance and capital structure adjustment [Volume 18, Issue 2, 2016, Pages 287-306]
  • 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 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]
  • Eram, Asghar Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]
  • 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]
  • Eslami Bidgoli, Saeed Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Eyvazloo, Reza Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2017, Pages 691-714]

F

  • Fadaeinejad, Mohammadesmaeel Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • Fahami, Elmira Smart Money Effect In Mutual Funds [Volume 18, Issue 1, 2016, Pages 1-22]
  • 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 Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches [Volume 18, Issue 4, 2017, Pages 591-612]
  • Fallahpour, Saeid Predicting Companies Financial Distress by Using Ant Colony Algorithm [Volume 18, Issue 2, 2016, Pages 347-368]

G

  • Ghaderi, Saman Financial Globalization and Stock Return: Theory and Evidence from Time Series Data [Volume 18, Issue 4, 2017, Pages 715-734]
  • Ghahramani, Ali Analyzing the Performance of Fama and French Five-factor Model Using GRS Test [Volume 18, Issue 4, 2017, Pages 691-714]
  • Ghasempour, Shiva Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2017, Pages 653-674]
  • Gorji, Mahsa Estimation of multi-period VaR based on the simulation and parametric methods [Volume 18, Issue 1, 2016, Pages 167-184]

H

  • Haghighi, Saman Trading Mechanisms and Pricing Error: Evidence from Tehran Stock Exchange [Volume 18, Issue 2, 2016, Pages 219-234]
  • Hamidizadeh, Mohammadreza Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]
  • 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]
  • Hassas Yeganeh, Yahya MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • Heidari, Ebrahim Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • 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]
  • Honardust, Azam Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [Volume 18, Issue 1, 2016, Pages 185-200]

J

  • 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]

K

  • Kaffash Panjeshahi, Mohammad STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • Karami, Gholamreza Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • Karimkhani, Meisam Financial Literacy; Political and Economic origins and its Function in Market Economy [Volume 18, Issue 2, 2016, Pages 251-274]
  • Khajavi, Shokr allah The role of information release on skewness relation and future stock return [Volume 18, Issue 1, 2016, Pages 129-148]
  • Kobari, Mojtaba Herd Behavioral in Tehran Stock Exchange Based on Market Microstructure (case study:Mokhaberat Company) [Volume 18, Issue 3, 2016, Pages 519-540]

M

  • 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]
  • Moghdani, Reza Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • 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, Seyed Erfan Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • 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]
  • Moradi, Zahra Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • Mortazavi, SeyyedMorteza Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • 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]

N

  • Nasiri, Mehrab Surveying Price impact of block trades in the Iran stock market [Volume 18, Issue 1, 2016, Pages 23-38]
  • 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]
  • Nezhad Afrasiabi, Maryam Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • 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]

P

  • Pouyanfar, Ahmad ideal cash flow for normal investors and speculators in Iranian capital market [Volume 18, Issue 2, 2016, Pages 275-286]

R

  • 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 Robust Asset Allocation Based on Forecasts of Econometric Methods (ARMA & GARCH) and Uncertainty for Return & Covariance [Volume 18, Issue 3, 2016, Pages 415-436]
  • 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]
  • 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]
  • Ramtinnia, Shahin Portfolio Optimization by Using the Symbiotic Organisms Search [Volume 18, Issue 2, 2016, Pages 369-390]
  • 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]
  • 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 Recent Evidence on Investors’ Behavior in the Tehran Stock Exchange: Preliminary Evidence and Future Insights [Volume 18, Issue 1, 2016, Pages 95-125]

S

  • 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]
  • Saghafi, Ali Fundamental Analysis and the Prediction of Earnings with Emphasis on Role of Contextual Factors [Volume 18, Issue 1, 2016, Pages 77-94]
  • 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]
  • Salami, Mohammad Javad Developing a model for rating of Iranian banks based on soundness. [Volume 18, Issue 4, 2017, Pages 653-674]
  • Saleh abadi, Ali MUTUAL FUND PERFORMANCE PERSISTENCE [Volume 18, Issue 2, 2016, Pages 331-346]
  • Salimifard, Khodakaram Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm [Volume 18, Issue 3, 2016, Pages 483-504]
  • 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]
  • Shahabi, Alireza Tax Policy Model Considering Cultural Values [Volume 18, Issue 3, 2016, Pages 541-562]
  • Shahriari, Hamid Financial Time series Forecasting using Holt-Winters in H-step Ahead [Volume 18, Issue 3, 2016, Pages 505-518]
  • 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]
  • Shariatpanahi, Seyed Majid STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]

T

  • Taghavifard, Mohammad Taghi STOCK PRICING MODEL BASED ON PROSPECT THEORY [Volume 18, Issue 1, 2016, Pages 59-76]
  • 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]

Y

  • 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]

Z