Author Index

A

  • Abbasian, Ezatollah The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Aghababaei, Mohammad Ebrahim Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Alavi Nasab, Seyyed Mohammad The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Ali Abbaszadeh Asl, Amir Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]
  • Amiri, Hadi The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • ArabSalehi, Mehdi Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Asima, Mehdi Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm [Volume 21, Issue 1, 2019, Pages 101-120]

B

  • Badavar Nahandi, Younes Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Bagherpour, Morteza Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Basakha, Hamed Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Botshekan, Mahmoud Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Bozh Mehrani, Mehdi Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]

D

  • Dahmardeh Ghaleno, Nazar Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]
  • Delshad, Afsaneh Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]

E

  • Ebrahimnejad, Ali Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Eghbalnia, Mohammad Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]
  • Eghbalreihani, Nahid Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Eslamibidgoli, Saeed Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Eyvazloo, Reza Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]

F

  • Fadaie Nejad, Mohammad Esmaiel Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Falahati, Ali Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Fallahpour, Saeid Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Fallahshams Layalestani, Mirfeiz What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Farajpour Bibalan, Mohammadreza Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Fatemi, Farshad Firm Interlock and Stock Price Synchronicity: Evidence from the Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 35-58]
  • Fayyaz Heydari, Kazem Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Foroghi, Dariush The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]

G

  • Ghaemi Asl, Mahdi Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Ghalibaf Aslf Asl, Hasan Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Gholizadeh salteh, Tohid Grey Wolf Optimization Evolving Kernel Extreme Learning Machine: Application to Bankruptcy Prediction [Volume 21, Issue 2, 2019, Pages 187-212]

H

  • Hakimian, Hasan Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 19-34]
  • Hasheminejad, Seyed Ali Venture Capital Portfolio Optimization through Hybrid Approach of Agent-Based Modeling and Modified Harmony Search [Volume 21, Issue 4, 2019, Pages 493-516]
  • Hassannezhad, Mohammad An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Heidari, Hassan Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Heidarian, Maryam Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Hoseini Ebrahimabad, Seyed Ali Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]

J

  • Jahangiri, Khalil Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 59-78]
  • Jalilvand, Abolhassan What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Jamshidi, Naser Studying the Overconfidence and Representativeness Biases of Individual Investors in Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 143-164]
  • Jenabi, Omid Subordinate Shares Pricing under Fractional-Jump Heston Model [Volume 21, Issue 3, 2019, Pages 392-416]

K

  • Karimi, Mohammad Sharif Calculation of the Financial Stress Index and its Impact Analysis on Iran's Economic Growth; Application of the Markov-Switching Autoregressive Model [Volume 21, Issue 3, 2019, Pages 417-447]
  • Khani, Abdullah Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Khodavaisi, Hassan Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • Khorsandi Ashtiani, Amirreza Comparing Repeated Sales Indices (BMN and Case-Shiller) in Real Estate Markets in City of Tehran [Volume 21, Issue 3, 2019, Pages 348-363]
  • Khoshnud, Hadi The Study of the Impact of Price Limits and Trading Halts on Trading Activities, Liquidity and Price Volatility in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 213-236]

M

  • Mahdavi Kalishami, Ghadir Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Mansoori Gargari, Hamed Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 265-292]
  • Mehrabanpour, Mohammadreza The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]
  • Mirlohi, Sayed Mojtaba Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]
  • Mirzaie, Mehdi Developing Multifactor Asset Pricing Models Using Firm's Life Cycle [Volume 21, Issue 4, 2019, Pages 545-569]
  • Mohammadpoor, Siavash The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Mottagi, Aliasgar Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Movaghari, Hadi Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]

N

  • Nazari, Hirad Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]

O

  • Osoolian, Mohammad An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]

P

  • Pazoki, Nima Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Porkavosh, Taher The Impact of Financial Inflexibility on Value Anomaly [Volume 21, Issue 4, 2019, Pages 612-636]

R

  • Raei, Reza Identification of the Factors Affecting Stored Corporate Cash in Tehran Stock Exchange: Robust Variable Selection Technique [Volume 21, Issue 1, 2019, Pages 1-18]
  • Rafei, Maysam An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]
  • Rahimi Baghi, Ali Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]
  • Rastegar, Mohamad Ali Order Splitting Strategy to Reduce Market Impact in Tehran Stock Exchange [Volume 21, Issue 3, 2019, Pages 321-347]
  • Rezaein, Vahid The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
  • Rezazadeh, Ali The Investigation of Time Varying Efficiency in Financial Markets of Iran: Case Study of Foreign Exchange and Gold Markets [Volume 21, Issue 3, 2019, Pages 448-471]
  • Rostami Noroozabad, Mojtaba What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]

S

  • Saedi, Rahman The Effect of the Manager’s Excessive Self-Confidence on Stock Returns and Unsystematic Stock Risk Given the Dual Role of Managing Director: Evidence from Tehran Stock Exchange [Volume 21, Issue 1, 2019, Pages 79-100]
  • Saeedi, Ali What Factors Influence the Differential Behavior of Value and Growth Firms? Evidence from the Tehran Stock Exchange [Volume 21, Issue 4, 2019, Pages 517-544]
  • Samiee Tabrizi, Pedram An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [Volume 21, Issue 2, 2019, Pages 293-320]
  • Shahrzadi, Mahshid The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [Volume 21, Issue 4, 2019, Pages 593-611]
  • Shirkavand, Saeed Insurance Products Ratemaking and Insurance Company Financial Solvency Ratio Calculation via Potential Deviation Ratio Method [Volume 21, Issue 2, 2019, Pages 165-186]
  • Shokri, Mahin An Analysis of Return States in Iran Stock Market: Hidden Semi-Markov Model Approach [Volume 21, Issue 4, 2019, Pages 570-592]

T

  • Taghizadeh, Houshang Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Taghizadeh Khanqah, vahid Presentation of Firm's Investment Efficiency Measurement Model inTehran Stock Exchange [Volume 21, Issue 2, 2019, Pages 237-264]
  • Tahriri, Arash Capital Structure and Stock Liquidity: Experimental Test of the Trade-off Theory versus the Peeking Order Theory [Volume 21, Issue 3, 2019, Pages 472-492]
  • Tehrani, Reza Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [Volume 21, Issue 3, 2019, Pages 364-391]

V

  • Vaez Barzani, Mohammad Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [Volume 21, Issue 1, 2019, Pages 121-142]