Author Index

A

  • Abbasi, Abbas Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]
  • Abbasian, Ezatolah Performance evaluation of actively managed mutual funds and the puzzle of their acceptance by investors [Volume 10, Issue 31, 2020, Pages 103-127]
  • Abdoh Tabrizi, Hossein Performance evaluation of actively managed mutual funds and the puzzle of their acceptance by investors [Volume 10, Issue 31, 2020, Pages 103-127]
  • Abdollahi Poor, Mohammad Sadegh Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2021, Pages 57-80]
  • Aghababaei, Mohammad Ebrahim The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
  • Aghaei, Mohammad Ali The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
  • Aleheidar, Shima The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
  • Aliakbarlou, Alireza Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
  • Asadi, Gholamhossein Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
  • Asayesh, Hamid the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]

B

  • Baradaran Hasanzadeh, Rasoul The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2021, Pages 159-188]
  • Behbahaninia, Parisa Saadat Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
  • Beiranvand, Sara The Effect of Monetary and Financial Instability on Energy-Intensive Industries Stocks [Volume 10, Issue 32, 2021, Pages 81-107]
  • Bigdelo, Jamshid Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
  • Borzabadi Farahani, Maryam Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
  • Botshekan, Mohammad Hashem Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2021, Pages 57-80]

C

  • Cheetsazan, Hasti Performance evaluation of actively managed mutual funds and the puzzle of their acceptance by investors [Volume 10, Issue 31, 2020, Pages 103-127]
  • Chirani, Ebrahim Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]

D

  • Dadashi, Iman Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
  • Dargahi, Hassan The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
  • Davallou, Maryam Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
  • Dehkhoda, Akram Investigating the Impact of Mood on the Behavioral Finance Trap of Investors in Tehran Stock Exchange [Volume 10, Issue 30, 2020, Pages 143-162]
  • Derakhshani Darabi, Kaveh the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]

E

  • Ebrahimi Sarv Oliya, Mohammad Hassan The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
  • Eghbalnia, Mohammad The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
  • Eskini, Sobhan Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
  • Eyvazlo, Reza Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2021, Pages 9-32]

F

  • Fallah, Mirfeiz Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
  • Farhadian, Ali Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2021, Pages 131-158]
  • Fateri, Ali The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
  • Fathi, Saeed The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]

G

  • Ghayour, Farzad Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
  • Gholamnia Roshan, Hamidreza Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
  • Gholizadeh, Mohammad hassan Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]

H

  • Hanaei, Sedigheh The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
  • Hashemi, Yasaman Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2021, Pages 9-32]
  • Hesarzadeh, Reza The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2021, Pages 109-130]

K

  • Keshavarz, Hadi The Effect of Monetary and Financial Instability on Energy-Intensive Industries Stocks [Volume 10, Issue 32, 2021, Pages 81-107]
  • Khermandar, Masoome Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
  • Khoshnoud, Zahra Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
  • Kordmanjiri, Sajjad Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
  • Koushki, Ali Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]

L

  • Larisemnani, Behrouz Investigating the Impact of Mood on the Behavioral Finance Trap of Investors in Tehran Stock Exchange [Volume 10, Issue 30, 2020, Pages 143-162]

M

  • Mansourfar, Gholamreza Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
  • Mirabi, Mohammad Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2021, Pages 33-56]
  • Mohammadi, Ahmad The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2021, Pages 159-188]
  • Moosavihaghighi, Mohammad Hashem Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]

N

  • Nademi, Younes the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
  • Nasirzadeh, Farzaneh The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2021, Pages 109-130]
  • Nikoo, Seyyedeh Farrokh Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
  • Nilchi, Moslem Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2021, Pages 131-158]

O

  • Osoolian, Mohammad Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]

P

  • Pashootanizadeh, Hooman Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]

Q

  • Qorbani, Amirali Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2021, Pages 9-32]

R

  • Rafiee, Morteza The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2021, Pages 109-130]
  • RahmatiZad Khajeh Pasha, Jafar the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
  • Ranaei Kordshouli, Habibollah Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]
  • Rastegar, Mohammad Ali Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
  • Rezaei, Mohammad The Effect of Monetary and Financial Instability on Energy-Intensive Industries Stocks [Volume 10, Issue 32, 2021, Pages 81-107]
  • Rostami, Mojtaba Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2021, Pages 131-158]
  • Royaee, Ramezan Ali Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]

S

  • Salardini, Firoozeh Performance evaluation of actively managed mutual funds and the puzzle of their acceptance by investors [Volume 10, Issue 31, 2020, Pages 103-127]
  • Sargolzaei, Mostafa Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2021, Pages 57-80]
  • Seyghali, Mohsen Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
  • Seyyedian Hashemi, Seyyedeh Hourieh The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
  • Shams, Shahabeddin Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
  • Sina, Afsaneh Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]

T

  • Taghavi Fardoud, Vahid The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2021, Pages 159-188]
  • Talebnia, Ghodratallah Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
  • Tamalloki, Hossein The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
  • Tehrani, Reza Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]

V

  • Vakilifard, Hamid Reza Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]

W

  • Weysihesar, Soraya The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]

Y

  • Yaftian, Amir Hossein Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]

Z

  • Zarei Mahmoudabadi, Mohammad Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2021, Pages 33-56]