Author Index

A

  • Abbassian, Ezatollah Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2021, Pages 451-475]
  • Abdoh Tabrizi, Hossein Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Acar, Melek Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2021, Pages 568-593]
  • Aghababaei, Mohammad Ebrahim Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2021, Pages 521-541]
  • Amiri, Meysam Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Anvieh, Lorence Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
  • Arian, Hamidreza Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Aryanayekta, Benyamin Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Asima, Mehdi Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]
  • Azizmohammadlou, Hamid Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]

B

  • Babajani, Jafar Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Bannazadeh, Mohammad Javad Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]
  • Barakchian, Seyed Mahdi Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Barzegari Khanaghah, Jamal Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
  • Basakha, Hamed Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Behzadi, Adel Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [Volume 22, Issue 4, 2021, Pages 542-567]

C

  • Chavoshi, Behnam Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2021, Pages 451-475]

D

  • Dadashi, Iman The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Davallou, Maryam The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]

E

  • Ebrahimnejad, Ali Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Erzae, Amir Hossein Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Eyvazloo, Reza Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [Volume 22, Issue 3, 2020, Pages 343-365]

F

  • Fallahpour, Saeed Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
  • Fallahpour, Saeed Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Foroush Bastani, Ali Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]

G

  • Ghadakforoushan, Maryam Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [Volume 22, Issue 2, 2020, Pages 266-296]
  • Ghaderi, Saman The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
  • Ghaemi, Mohammad Hossein Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]
  • Ghalibaf Asl, Hasan Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Gholamnia Roshan, Hamid Reza The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Ghorbani, Ramin Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]

H

  • Haghighat, Hamid Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]
  • Hashemi Kochaksaraei, Seyed Mohammad Hasan The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]
  • Hassani, Mohammad Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
  • Hekmat, Hanieh Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Hosseini, Seyed Farhang Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]

J

  • Joudi, Samira Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]

K

  • Karimi, Amin Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 1-26]
  • Kashanipour, Mohammad Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Khalili, Elham Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Khodabakhshi, Najmeh Developing a Working Capital Management Model [Volume 22, Issue 4, 2021, Pages 612-641]
  • Kordestani, Gholamreza Developing a Model for Evaluating the Effectiveness of Risk Management in the Banking Industry [Volume 22, Issue 4, 2021, Pages 496-520]

L

  • Lotfi, Ali Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Lotfi, Vali Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]

M

  • Mahdikhah, Hossein Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Mansourfar, Gholamreza Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]
  • Mirzaei, Hossein Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
  • Mola Nazari, Mahnaz Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Moradi, Mehdi Analysis of the Relationship between Business Cycles and Financial Market Indices in Iran Using an Error Correction Model [Volume 22, Issue 1, 2020, Pages 110-130]
  • Mosavi, Mir Hossein Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Mostafavi, Seyedeh Fatemeh Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]

N

  • Nabizade, Ahmad The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • Nadi Qomi, Vali Investigating the Effects of Strength of Corporate Governance Mechanisms on Systemic Risk for Financial Institutions Listed on Tehran Stock Exchange [Volume 22, Issue 2, 2020, Pages 206-226]
  • Najafi, Amir Abbas Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Nobakht, Younes Effect of Accrual-based and real Earnings Management on Firm Value: A Case Study of Companies listed on the Tehran Stock Exchange [Volume 22, Issue 4, 2021, Pages 568-593]

P

  • Pakgohar, Alireza Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2021, Pages 594-611]
  • Peymany Foroushany, Moslem Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Poursoleiman, Ehsan Associate Prof., Department of Finance, Faculty of Management and Economics, Urmia University, West Azarbaijan, Urmia, Iran. [Volume 22, Issue 2, 2020, Pages 227-248]

R

  • Raei, Reza Equity Portfolio Optimization Using Mean-CVaR Method Considering Symmetric and Asymmetric Autoregressive Conditional Heteroscedasticity [Volume 22, Issue 2, 2020, Pages 149-159]
  • Rahmani, Ali Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’ [Volume 22, Issue 4, 2021, Pages 476-495]
  • Rashidi, Mohsen The Impact of Operational Diversification and Investment Opportunities on the Relationship between Cost of Capital and CEO Change [Volume 22, Issue 3, 2020, Pages 428-450]

S

  • Sadeghi, Somaye The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
  • Saeedi, Ali Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]
  • Saeidi Koosha, Mahdi Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2021, Pages 521-541]
  • Salehi, Ahmad Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Salehi, Mehdi Trades Return Based on Candlestick Charts in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 69-89]
  • Savadkouhifar, Sam Studying the Regulatory Framework and Implementation of the Principle of Fair and Equitable Treatment of Shareholders by Issuers in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 44-68]
  • Sepahvand, Farshid The Effect of Active Management on Mutual Fund Performance in Tehran Stock Exchange Market [Volume 22, Issue 3, 2020, Pages 366-387]
  • Seraj, Mostafa Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Shahrazi, Mahdi The Impact of World Commodity Price Index on Tehran Stock Exchange Returns: The Bayesian Approach of Markov Switching Method [Volume 22, Issue 1, 2020, Pages 90-109]
  • Shariatpanahi, Seyed Majid Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Soleimani Amiri, Gholamreza Developing a Working Capital Management Model [Volume 22, Issue 4, 2021, Pages 612-641]

T

  • Tabarsa, Bahareh The Style Momentum and Its Origin [Volume 22, Issue 3, 2020, Pages 320-342]
  • Tabasi, Hamed Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange [Volume 22, Issue 1, 2020, Pages 27-43]
  • Tabatabaei, Seyed Jalal Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach [Volume 22, Issue 4, 2021, Pages 594-611]
  • Taghavi Fard, Mohammad Taghi Model Determination for Equilibrium Valuation of Startup Companies Using Real Option Method in the Presence of Agency Cost [Volume 22, Issue 2, 2020, Pages 182-205]
  • Talebi, Morteza Tehran Stock Exchange Underreaction Following Extreme Market Events [Volume 22, Issue 4, 2021, Pages 521-541]
  • Talebzadeh, Fatemeh The Effect of Financial Liberalization on Informational Efficiency in Developing Economies: Evidence from State Space and GMM Models [Volume 22, Issue 2, 2020, Pages 249-265]
  • Tehrani, Reza Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran [Volume 22, Issue 3, 2020, Pages 297-319]
  • Tehrani, Reza Developing a Model for Ranking Mutual Funds in Iran Using the Systematic Risk Assessment Approach Based on LTD, SES, MES, and CoVaR Models [Volume 22, Issue 4, 2021, Pages 451-475]

V

  • Validi, Alireza Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Validi, Javad Online Portfolio Selection Based on Follow-the-Loser Algorithms [Volume 22, Issue 3, 2020, Pages 408-427]
  • Vares, Hamed Herd Behavior Analysis in Tehran Stock Exchange with Chiang and Zheng Model [Volume 22, Issue 3, 2020, Pages 388-407]

Y

  • Yahyazadehfar, Mahmood The Role of Performance and Governance Criteria in Determining the Price of Shares with an Artificial Intelligence-based Approach [Volume 22, Issue 1, 2020, Pages 131-147]

Z

  • Zamani Sabzi, Mahdi Capital Structure Adjustment Speed and the Effect of Boom and Recession on that: Evidence from Tehran Stock Exchange Listed Companies [Volume 22, Issue 2, 2020, Pages 160-181]