Author Index

A

  • Abbasian, Ezatolah Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
  • Abdi, Nasimeh A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
  • Abdoh Tabrizi, Hossein Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]
  • Abdolbaghi ataabadi, Abdolmajid Behavioral Analysis of Stock Returns Based on Assets Pricing Models in the Framework of Prospect Theory: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 11, Issue 36, 2021, Pages 91-118]
  • Aghababaei, Mohammad Ebrahim Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
  • Aghabikzadeh, Mahdi Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
  • Ahmadian, Vahid The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
  • Ahmadzadeh, Hamid A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
  • Ali Ahmadi, Saeid Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
  • Alikhani, Razieh Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
  • Aminimehr, Amin A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
  • Arabsalehi, Mehdi Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
  • Aram, Morteza The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]
  • Arefnezhad, Mohsen Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]
  • Asadi, Behrang Computation of Financial Inclusion Composite Index in Iran [Volume 11, Issue 33, 2021, Pages 193-215]
  • Asadi, Gholamhossein Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]
  • Asadi, Somayeh Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]
  • Asgari, Ammar Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]
  • Azadi, Farhad Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
  • Azarbayejani, Karim Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]

B

  • Bagheri Kopaei, Meisam Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]
  • Bajalan, Saeed A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
  • Behmanesh, Reza Stock portfolio optimization in fireworks algorithm using risk value and comparison with Particle Swarm Optimization (PSO) [Volume 11, Issue 35, 2021, Pages 9-37]
  • Botshekan, Mohammad Hashem Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]

D

  • Daei- Karimzadeh, Saeed Stock portfolio optimization in fireworks algorithm using risk value and comparison with Particle Swarm Optimization (PSO) [Volume 11, Issue 35, 2021, Pages 9-37]
  • Darvishi, Moshtagh Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]
  • Daryaei, Abbas Ali The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
  • Dehghan Dehnavi, Mohammad Ali Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]

E

  • Ebrahimi, Maryam The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]

F

  • Fadaeinejad, Mohamad Esmaeil The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
  • Fallah, Mirfeiz Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
  • Fallah, Reza Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
  • Farhadi, Maryam The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]
  • Farsijani, Hassan Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]
  • Fathi, Saeed Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
  • Fazlzadeh, Alireza The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
  • Foroghi, Daruosh The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]
  • Fouladi, Masoud The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]

G

  • Ghanbari, Mehrdad Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]

H

  • Hajiloo moghadam, Amir hossein Investigating the effects of financial volatility spillover between digital currencies (application of multivariate GARCH approach) [Volume 11, Issue 35, 2021, Pages 143-172]
  • Hajizadeh, Ehsan Investigating the impact of sentiments on stock returns: evidence from reactions to social media content [Volume 11, Issue 36, 2021, Pages 57-89]
  • Hamedinia, Hamed Computation of Financial Inclusion Composite Index in Iran [Volume 11, Issue 33, 2021, Pages 193-215]
  • Hamidizadeh, Mohammad reza The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
  • Hasanvand, Ali Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]
  • Hekmat, Hanieh A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]

J

  • Jamshidi Navid, Babak Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
  • Janati Manzari, Atefe Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]

K

  • Kamali Dehkordi, Alireza Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
  • Khatiri, Mohammad Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]
  • Khoddam, Mahmoud A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
  • Kouchaki Tajani, Mohadese Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]

L

  • Lotfi, Mohsen Behavioral Analysis of Stock Returns Based on Assets Pricing Models in the Framework of Prospect Theory: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 11, Issue 36, 2021, Pages 91-118]

M

  • Madani, Saeid Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
  • Majidi Zavieh, Reza Investigating the impact of sentiments on stock returns: evidence from reactions to social media content [Volume 11, Issue 36, 2021, Pages 57-89]
  • Mali, Mojtaba Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
  • Maranjory, Mehdi Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
  • Masodi, Javad Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
  • Modarresi, Navideh Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]
  • Mohamadzadeh, Amir Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]
  • Mohammadian, Zahra Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
  • Mohebbi, Somayeh The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
  • Moradzadeh Fard, mehdi A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]

N

  • Naghdi, Sajad The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
  • Namaki, Ali State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
  • Nemati, Mostafa Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]

O

  • Osoolian, Mohammad The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]

P

  • Pakdin Amiri, Mojtaba Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
  • Peymani, Moslem Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]

R

  • Rahimpoor Khaneghah, Fatteme The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
  • Rahmani Fard, Somayeh The effect of Agency Problems on Relationship between Institutional Investor's Short-Term Time Horizon and Stock Price Crash Risk [Volume 11, Issue 34, 2021, Pages 117-144]
  • Ramezani Sharifabadi, Mostafa Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
  • Ramsheh, Manijeh Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
  • Rostami, Farideh Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]

S

  • Saadi, Rasoul State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
  • SadeghiSharif, Seyed Jalal The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
  • Sadeqi, Hamed The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
  • Saeedi, Ali Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
  • Safdarian, Leila The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]
  • Sahab Khodamoradi, Morteza Investigating the effects of financial volatility spillover between digital currencies (application of multivariate GARCH approach) [Volume 11, Issue 35, 2021, Pages 143-172]
  • Salimi, MohammadJavad Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]
  • Seighali, Mohsen Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]
  • Shabanpourfard, Pejman State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
  • Shahriari, Ali Asghar Stock portfolio optimization in fireworks algorithm using risk value and comparison with Particle Swarm Optimization (PSO) [Volume 11, Issue 35, 2021, Pages 9-37]
  • Sharifiana, Vahid The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
  • Shokri, Naeim Investigating the effects of financial volatility spillover between digital currencies (application of multivariate GARCH approach) [Volume 11, Issue 35, 2021, Pages 143-172]
  • Soroushyar, Afsaneh The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]

T

  • Tabatabaei, seyed jalal Managerial confidence and Economic sentiments Index design for listed company's managers of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 245-272]
  • Taghavi, Sayyed Ali Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]
  • Tehrani, Reza Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
  • Torabian, Mohsen Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]

V

  • Valizadeh, Farzaneh Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]