Author Index

A

  • Abbasi, Ebrahim Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]
  • Abbasi Museloo, Khalil Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]
  • Abdoli, MohammadReza The Effect of Corporate Asset Restructuring Sensitivity on The Target Leverage of Companies listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 115-142]
  • Aghababaei, Mohammad ebrahim A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Aliahmdi, Saeid The Effect of Mimetic Behavior of Peer Companies on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 143-162]
  • Amirhosseini, Zahra Decision-Making Autonomy of Managers and Financial Performance [Volume 6, Issue 4, 2018, Pages 177-200]
  • Ansari, Hojjat-allah The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]

B

  • Babajani, Jafar A Framework for Measuring and Predicting Systemic Risk with the Marginal Expected Shortfall Approach (MES) in Iran Capital Market [Volume 6, Issue 3, 2018, Pages 1-29]
  • Bagheri, Morteza Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 11-34]
  • Bashir Khodaparasti, Ramin The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]
  • Beshkooh, Mahdi The Relationship between the Managerial Overconfidence and Stock Price Crash Risk in Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 192-217]
  • Bolo, Ghasem A Framework for Measuring and Predicting Systemic Risk with the Marginal Expected Shortfall Approach (MES) in Iran Capital Market [Volume 6, Issue 3, 2018, Pages 1-29]
  • Boromandzadeh, Hossein The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]

C

  • Chenaribokat, Hasan Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]

D

  • Damoori, Darush Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • Darabi, Roya Structural Equation Approach in Three-Level Analysis of Financial Distress in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 189-215]
  • Davallou, Maryam The Relationship between Components of the Book to Market Ratio and Stock Returns [Volume 6, Issue 4, 2018, Pages 29-60]
  • Didehkhani, Hosein The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]
  • Dourvash, Davoud The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]

E

  • Ebrahimi, Seyed Babak Multiple-Step-Ahead Forecasting of Value at Risk Based on Holt-Winters Exponential Smoothing Multiplicative Method [Volume 6, Issue 1, 2018, Pages 93-114]
  • Erza, AmirHossien The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]
  • Ezani, Mehrnaz Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]

F

  • Fadaei Nejad, Muhammad Esmaeil The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns [Volume 6, Issue 1, 2018, Pages 1-24]

G

  • Ghadakfroshan, Maryam Financial Policies and Investment Efficiency in the Companies Listed in Tehran Stock Exchange [Volume 6, Issue 4, 2018, Pages 157-175]
  • Ghannad, Mostafa The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Ghazali, Amin A Framework for Measuring and Predicting Systemic Risk with the Marginal Expected Shortfall Approach (MES) in Iran Capital Market [Volume 6, Issue 3, 2018, Pages 1-29]
  • GholamiMoghaddam, Faezeh Word – Based Measures and Conventional Measures of Fraud in Financial Reporting: Evidence from an Exploratory Study [Volume 6, Issue 1, 2018, Pages 73-92]

H

  • Hajiha, Zohre Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]
  • Hashemi, Seyed Abbas Industry Based Style Investing and Herding Behaviour in Industry Level and Momentum Strategy Among Retail Investors [Volume 6, Issue 2, 2018, Pages 35-59]
  • Hesarzadeh, Reza Word – Based Measures and Conventional Measures of Fraud in Financial Reporting: Evidence from an Exploratory Study [Volume 6, Issue 1, 2018, Pages 73-92]
  • Husseinzadeh Kashan, Ali Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]

J

  • Jabbarzadeh, Armin The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Jafarizade, Vahid The Effect of Mimetic Behavior of Peer Companies on Capital Structure of Listed Companies in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 143-162]

K

  • Keshavarz, Fatemeh The Relationship between the Managerial Overconfidence and Stock Price Crash Risk in Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 192-217]
  • Khademalhosseini, Sahar Decision-Making Autonomy of Managers and Financial Performance [Volume 6, Issue 4, 2018, Pages 177-200]
  • Khajavi, Shokrollah Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 11-34]
  • Khalili Araghi, Maryam Momentum Strategies and Investors` Sentiment in the Real Estate Investment Companies Listed in Stock Exchange [Volume 6, Issue 3, 2018, Pages 167-188]
  • Khanjarpanah, Hossein The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Khazayi, Sajad Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]
  • Khochiany, Ramin The Time-Scale Interactions between Stock Price and Exchange Rate Volatility in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 168-191]
  • Khozein, Ali The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]

M

  • Madanchi zaj, Mehdi The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 140-167]
  • Mashokouh ajirlou, Mohammad The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]
  • Mehrani, Kiarash The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 140-167]
  • Mirzapour, Akbar Investigating the Impact of Margin Changes on Future Trading Activities of Gold Coin in Iran Mercantile Exchange [Volume 6, Issue 3, 2018, Pages 139-166]
  • Mohamadiyan, Rana The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]
  • Mohammadian Amiri, Ehsan Multiple-Step-Ahead Forecasting of Value at Risk Based on Holt-Winters Exponential Smoothing Multiplicative Method [Volume 6, Issue 1, 2018, Pages 93-114]
  • Moridian Pirdosti, Ali Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]

N

  • Naderian, Arash The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]
  • Nadiri, Mohammad Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]
  • Namazi, Mohammad Modeling and Identifying Hierarchy of the Effective Measures of the Earning Management on the Prediction of the Bankruptcy [Volume 6, Issue 4, 2018, Pages 1-27]
  • Nasr esfahani, Reza Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]
  • Nayeri Hazeri, Hatef The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]
  • Nazari, Hengameh The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Nikusokhan, Moien The Investigation of the Importance of Individual Securities Idiosyncratic Risk: Another Look at Idiosyncratic Risk and Expected Returns [Volume 6, Issue 1, 2018, Pages 1-24]
  • Norouzi, Hossein Momentum Strategies and Investors` Sentiment in the Real Estate Investment Companies Listed in Stock Exchange [Volume 6, Issue 3, 2018, Pages 167-188]

O

  • Ostadhashemi, Ali The Effect of Corporate Asset Restructuring Sensitivity on The Target Leverage of Companies listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 115-142]
  • Ostadi, Bakhtiar Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data [Volume 6, Issue 1, 2018, Pages 53-72]

P

  • Poortalebi Jaghargh, Mohammad The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]

R

  • Raei, Reza The Impact of Market Power and Income Structure on the Profitability and Insolvency Risk in Iran Banking System [Volume 6, Issue 2, 2018, Pages 60-81]
  • Rezaei, Gholamreza Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 11-34]
  • Rezaei, Sayyed Mahdi The Relationship between Components of the Book to Market Ratio and Stock Returns [Volume 6, Issue 4, 2018, Pages 29-60]
  • Rezaei, Shaghayegh A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange [Volume 6, Issue 2, 2018, Pages 114-139]
  • Rezaei sakha, Zeinab An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Rezaie bonjar, Mahmoud Based on Osterwalder's Business Ontology (Case Study: Refah Kargaran Bank) [Volume 6, Issue 4, 2018, Pages 89-107]

S

  • Saba, Mina The Efficient Fama and French Five-Factor model in the Offensive and Defensive Shares [Volume 6, Issue 4, 2018, Pages 109-130]
  • Saei, MohammadJavad Word – Based Measures and Conventional Measures of Fraud in Financial Reporting: Evidence from an Exploratory Study [Volume 6, Issue 1, 2018, Pages 73-92]
  • Safari Gerayeli, Mehdi Corporate Social Responsibility and Market Value of Corporate Cash Holdings [Volume 6, Issue 1, 2018, Pages 163-183]
  • Saranj, Alireza Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]
  • Seifi, Farnaz The Effect of Working Capital Management on the Performance in Tehran Stock Exchange Companies [Volume 6, Issue 4, 2018, Pages 131-156]
  • Shabani Varnami, Mohammad The Design of a Comprehensive Model to Identify and Rate the Risks of Islamic Securities [Volume 6, Issue 4, 2018, Pages 61-87]
  • Shavvalpour, Saeed The Application of Technical Analysis in Stock Price Forecasting: Non-linear Probability Models and Artificial Neural Networks [Volume 6, Issue 3, 2018, Pages 59-79]
  • Soleymani Mareshk, Mojtaba Industry Based Style Investing and Herding Behaviour in Industry Level and Momentum Strategy Among Retail Investors [Volume 6, Issue 2, 2018, Pages 35-59]

T

  • Tehrani, Reza Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market [Volume 6, Issue 3, 2018, Pages 31-58]

V

  • Vadieei, Mohammad Hossein The Comparison of the Structure of Liquidities, Funding via Long-Term-Debts and Dividends in Family & Non Family Firms [Volume 6, Issue 1, 2018, Pages 25-52]
  • Vaghfi, Seyed Hesam Structural Equation Approach in Three-Level Analysis of Financial Distress in Listed Companies in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 189-215]
  • Valiyan, Hasan The Effect of Corporate Asset Restructuring Sensitivity on The Target Leverage of Companies listed in Tehran Stock Exchange [Volume 6, Issue 1, 2018, Pages 115-142]

Y

  • Yarmohammadian, Naser Prioritizing and Analyzing Participatory Financing Methods for Urban Projects [Volume 6, Issue 3, 2018, Pages 81-108]

Z

  • Zare, Hashem An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Zare, Mohammad An Equilibrium Model for Stochastic Simulation of Iranian Stock Market Behavior: An Econophysic Approach [Volume 6, Issue 2, 2018, Pages 82-113]
  • Zarei, Ghasem The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange [Volume 6, Issue 3, 2018, Pages 109-138]