A
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Abbaszadeh, Mohammad Reza
Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2016, Pages 206-224]
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Aghamohammad Semsar, MohammadReza
Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2016, Pages 37-57]
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Asima, Mehdi
A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE [Volume 1, Issue 1, 2016, Pages 114-128]
D
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Dadashzadeh, Ghader
Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
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Darabi, Roya
Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2016, Pages 185-205]
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Dastgir, Mosen
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
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Dastkhan, Hossein
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
E
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Efati Baran, Farshid
The Impact of Intellectual Capital on the Financial Performance of Banks in Iran [Volume 2, Issue 1, 2017, Pages 60-79]
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Eyvazlo, Reza Eyvazlo
Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2016, Pages 37-57]
F
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Falahpor, Saeed
Presenting a Model for Measuring Predictability Strength and the Relationship of Stock Index Return and Mutual Fund Flow [Volume 2, Issue 3, 2017, Pages 297-319]
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Farazmand, sajjad
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
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Ferdosi, Mehdi
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
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Foroush Bastani, Ali
American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
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Fotros, Mohamad Hasan
Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
G
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Ghalibaf Asl, Hassan
Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
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Ghanbari, Mehrdad
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
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Ghorbani, Arash
Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2016, Pages 206-224]
H
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Habibi, Reza
Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
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Habibi, Reza
Profitability of Maskan Bank Credit Cards: Markov Decision Process [Volume 1, Issue 1, 2016, Pages 58-75]
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Habibzadeh Baygi, Seyed Javad
Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2016, Pages 185-205]
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Hasanlou, Khadijeh
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
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Hassanlou, Khadijeh
Robust Portfolio Optimization using Contamination Technique [Volume 1, Issue 1, 2016, Pages 76-96]
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Hoseinpour, Zahra
A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2016, Pages 244-263]
K
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Karimi, Nasrin
Systemic Risk in TSE Banking Sector [Volume 1, Issue 1, 2016, Pages 1-19]
M
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Mohammadi, Saman
Studying Investors Behavior and Monthly Effect Using Time-space-frequency Analysis (Case Study: Tehran Stock Exchange) [Volume 2, Issue 2, 2017, Pages 242-262]
-
Mousavi, Mohammad Mahdi
A Kernel Regression Method for Technical Pattern Recognition [Volume 1, Issue 2, 2016, Pages 166-184]
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Mousavi, Mohammad Mahdi
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
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Mousavi, Seyyed Hamid
Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2016, Pages 129-144]
N
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Naderi, Shahireh
Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
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Nasiri, Leila
Valuation Ratios and Stock Return Predictability; Evidence from TSE [Volume 1, Issue 2, 2016, Pages 145-165]
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Nikusokhan, Moien
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
O
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Osoolian, Mohammad
Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]
P
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Pouyanfar, Ahmad
Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2016, Pages 129-144]
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Pouyanfar, Ahmad
Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach [Volume 2, Issue 3, 2017, Pages 278-296]
R
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Raei, Reza
Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm [Volume 2, Issue 3, 2017, Pages 362-379]
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Rahimian, Saeed
Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data [Volume 1, Issue 1, 2016, Pages 97-113]
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Rameshg, Mehdi
Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2016, Pages 37-57]
-
Raoofi, Ali
Empirical Study on the Existence of Long-term Memory in TSE Returns [Volume 2, Issue 3, 2017, Pages 398-425]
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Rastegar, mohammad ali
The Impact of the Investment Horizon in Optimizing Portfolio using Wavelet and GARCH-COPULA [Volume 2, Issue 3, 2017, Pages 340-361]
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Rastegar, Mohammadali
Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange [(Articles in Press)]
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Rastegar, Mohammad Ali
Systemic Risk in TSE Banking Sector [Volume 1, Issue 1, 2016, Pages 1-19]
S
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Saleh Abadi, Ali
An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
-
Salehi, Mahdi
Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2016, Pages 206-224]
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Salehi, Mojtaba
A New Model for Risk Management in Investment Projects Selection by Fuzzy FMEA and ANP [Volume 1, Issue 2, 2016, Pages 244-263]
-
Shams Gharneh, Naser
Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]
T
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Taiebysani, Ehsan
Presenting a Model for Measuring Predictability Strength and the Relationship of Stock Index Return and Mutual Fund Flow [Volume 2, Issue 3, 2017, Pages 297-319]
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