Author Index

A

  • Abtahi, Zahra Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
  • Aghaei, Mojgan Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Alavi nasab, Seyed Mohammad Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • AmirTeimoori, Raziyeh Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
  • Asima, Mahdi A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Asoroosh, Abozar Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Atrchi, Romina Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Azizi, Mohammad Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Azizi, Nazanin The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]

B

  • Badavar Nahandi, Yunes A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Baei, Mahya Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • Baghbabi, Ghazaleh Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Bajalan, Saeed Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Bannazadeh, Mohammad Javad A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
  • Baradaran, Rasoul A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
  • Behzadi, Adel Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Bonabi Ghadim, Rahim The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]

D

  • Davallou, Maryam The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
  • Dehghan dehnavi, Mohamad ali Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]

E

  • Ebrahimi, Seyed Babak Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Esfandirari Moghaddam, Amir Teymur The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
  • Eskandari, Farzad Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
  • Eyvazloo, Reza Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]

F

  • Fakhari, Hossein Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
  • Fallahpour, Saeid Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
  • Fallah Shams, Mirfeiz Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
  • Fathi, Saeed Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Fattahi, Sayyed yousef Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
  • Feizi, Soleiman Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]

G

  • Ghahramani, Ali Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Gharehbaghi, Hadi Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Ghatarani, Alireza Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Ghavam, Mohammad Hossein Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]

H

  • Hasani, Abbas Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
  • Hashemi, Seyed Abbas Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Hendijani Zadeh, Mohammad Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
  • Hoseini Ebrahimabad, Seyed Ali The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
  • Hosseini, Seyed Ali Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]

J

  • Jahangiri, Khalil The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
  • Jalaee, Seyed AbdolMajid Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]

K

  • Karami, Gholamreza Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
  • Kor, Aijamal Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]

M

  • Malayjerdi, Maryam Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
  • Mohammadi, Shapour Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Mohammadiaghdam, Saeed Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
  • Moharram oghli, Oveise Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
  • Mohebbi, Negin Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
  • Montazer Hojat, Amir Hosein The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
  • Mousavi, Maedeh Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]

N

  • Nabizade, Ahmad Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
  • Nadiri, Mohammad Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • Najafi, Amir Abbas Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Nilchi, Moslem Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
  • Nopour, Kobra Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
  • Norouzian Lakvan, Eisa Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]

O

  • Osoolian, Mohammad Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]

P

  • Pouralireza, Karim A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]

R

  • Raei, Reza Modeling Insurance Claim Distribution via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
  • Raei, Reza A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
  • Ramshini, Mahmood Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • Ramtinnia, Shahin Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
  • Rastegar, Mohammad Ali Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Rezaei Dolat Abadi, Hossein Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
  • Rostami, Mohammad Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]

S

  • Saedi Far, Khatereh Optimal Execution Strategy: An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
  • Sajjad, Rasoul Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
  • Salehifar, Mohammad Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
  • Samadi, Saeed Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
  • Saniee, Ehsan Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
  • Saranj, Alireza Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
  • Shafizadeh, Mojtaba Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
  • Shahbazi, Kiumars Investigation of the Common Stochastic Trends between Stock Price Index of Tehran Stock Exchange and Stock Markets of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
  • Shams, Shahabeddin The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
  • Soleymani Mareshk, Mojtaba Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]

T

  • Tajeddin, Fatemeh Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
  • Tehrani, Reza A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]

V

  • Vaez, Sayed Ali The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
  • Valipour Khatir, Mohammad Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
  • Vares, Sayed Hamed A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]

Y

  • Yousofan, Nahid Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]

Z

  • Zayandeh Roodi, Mohsen Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
  • Zeynali, Mehdey A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]