Author Index

A

  • Afsharirad, Elham Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Alavi, Seyed Enayatallah Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Alavi Nasab, Seyed Mohammad Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Amiri, Esmaeil The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Amiri, Hadi Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Arabzadeh, Meysam Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]
  • Asefi, Sepehr Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Ashtab, Ali Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Azar, Adel The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]

B

  • Bagherian, Behnam Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]
  • Barakchian, Seyed Mahdi An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Behzadi, Adel Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Botshekan, Mohammadhashem Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]

D

  • Dastpak, Mohsen Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Delshad, Afsaneh Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]

E

  • Ebrahimnejad, Ali An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Emamat, Mir Seyed Mohammad Mohsen Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Erzae, Amirhossein Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]

F

  • Fadaienejad, Mohamad Esmail The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Falahatgar Mottahedjoo, Saeed Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Fallahpour, Saeed Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Fallahpour, Saeid Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Fallah Tafti, Sima Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Fathali, Akram Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Fegheh Majidi, Ali An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Foroghi, Daruosh Explaining Accrual Anomaly Using Multi-factor Pricing Model in Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 305-326]

G

  • Ghanipour, Majid An Analysis of the Unobserved Actions of Iranian Mutual Funds using Return Gap Criteria [Volume 20, Issue 1, 2018, Pages 33-52]
  • Ghasemzade, Mortaza Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]

H

  • Haghighat, Hamid Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]
  • Heidari, Mahdi Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Heidari, Mehdi Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]

J

  • Jamali, Ali Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Jamshidi, Naser Studying the Effect of Investors’ Personality on their Business Behavior and Investment Performance: Evidences of Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 75-90]
  • Joshan, Ebrahim The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]

K

  • Khajavi, Shokrollah Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Khodamipour, Ahmad The Effect Manipulation of Firm Actual Activities on Stock Trading Cost [Volume 20, Issue 4, 2018, Pages 509-530]
  • Kordestani, Gholam Reza Investigating the Relationship between Predicted Financial Distress and Earnings management Approaches Based on Structural Equations [Volume 20, Issue 4, 2018, Pages 467-488]

M

  • Mansourfar, Gholamreza Earning Volatility and Capital Structure Decisions considering the Moderating Role of Financial Distress;A Structural Equations Modeling Approach [Volume 20, Issue 2, 2018, Pages 227-248]
  • Mazaheri, Tahmasb Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Mehrara, Mohsen Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]
  • Mehrgan, Mohammad Reza Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Mirzaee, Majid Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach [Volume 20, Issue 3, 2018, Pages 365-388]
  • Moazzez, Hashem The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Mohammadi, Ahmad An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Mohammadi, Shapour Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]

N

  • Nabizade, Ahmad Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [Volume 20, Issue 2, 2018, Pages 193-210]
  • Nadiri, Mohammad Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Nanavay Sabegh, Behnaz An Investigation of the Price Index Convergence Emphasizing on Iran Stock Market [Volume 20, Issue 1, 2018, Pages 107-129]
  • Nikusokhan, Moien An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market [Volume 20, Issue 3, 2018, Pages 389-408]
  • Norouzian, Eisa Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]

P

  • Peymani, Moslem Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Pourgoudarzi, Alireza Which Approach will be Used by Company Managers of Various Industries in Working Capital Financing? [Volume 20, Issue 4, 2018, Pages 489-508]
  • Pymani, Moslem Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]

R

  • Rabiee, Reihaneh Investigating Some of Effective Factors on Spoofing Manipulation in Iranian Stock Market [Volume 20, Issue 3, 2018, Pages 327-342]
  • Raei, Reza Applying Combined Approach of Sequential Floating Forward Selection and Support Vector Machine to Predict Financial Distress of Listed Companies in Tehran Stock Exchange Market [Volume 20, Issue 3, 2018, Pages 289-304]
  • Rajabzadeh, Ali The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Rashidi Baqhi, Mohsen Pricing of Information Distribution Based on Comparability and Market Inefficiency [Volume 20, Issue 4, 2018, Pages 531-553]
  • Rastegar, Mohammad Ali Developing a High-Frequency Trading system with Dynamic Portfolio Management using Reinforcement Learning in Iran Stock Market [Volume 20, Issue 1, 2018, Pages 1-16]
  • Rastegar, Mohammad Ali Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]

S

  • Sabbaghzadeh, Mohammad Hossein Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 343-364]
  • Sabunchi, Mohamad Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [Volume 20, Issue 1, 2018, Pages 17-32]
  • Sadeghi Moghadam, Ali asghar The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Sadeghi Moghadam, Mohammad Reza Applying the Clustering and UTADIS Models to form an Investment Portfolio [Volume 20, Issue 1, 2018, Pages 53-74]
  • Sadeqi Sharif, Seyed Jalal Investigating the Reaction of Capital Market on Managerial Myopia in Companies Listed on Tehran Stock Exchange [Volume 20, Issue 1, 2018, Pages 91-106]
  • Salehabadi, Ali The Effect of Sokuk Issuance on Risk-adjusted Return and Stock Trading Value [Volume 20, Issue 4, 2018, Pages 427-444]
  • Salimi, Mohammadjavad Developing a hybrid approach for financial distress prediction of listed companies in Tehran stock exchange [Volume 20, Issue 2, 2018, Pages 173-192]
  • Saranj, Alireza The Agent-based modeling of stockholders’ behavior in Iranian capital market [Volume 20, Issue 2, 2018, Pages 130-150]
  • Seifi, Farnaz Margin Variations Effect on Gold Coin Futures Market in Iran Mercantile Exchange [Volume 20, Issue 2, 2018, Pages 211-226]
  • Shirkavnd, Saeid Investigating the Impact of Non-Banking Financial and Banking Commerce Activities Regulations on Their Liquidity in Developing Countries [Volume 20, Issue 4, 2018, Pages 445-466]
  • Sinaei, Hassanali Developing an Intelligent Model to Predict Stock Trend Using the Technical Analysis [Volume 20, Issue 2, 2018, Pages 249-264]
  • Soheyli Ahmadi, Habib Arrival Dynamics of Informed and Uninformed Traders into Tehran Stock Exchange [Volume 20, Issue 3, 2018, Pages 265-288]

T

  • Tehrani, Reza Portfolio Optimization Using Krill Herd Metaheuristic Algorithm Considering Different Measures of Risk in Tehran Stock Exchange [Volume 20, Issue 4, 2018, Pages 409-426]
  • Teimoory, Farideh Order Placement Strategy: Trade-off between Market Impact and Non-Execution Risk [Volume 20, Issue 2, 2018, Pages 151-172]