Author Index

A

  • Abbaszadeh, Mohammad Reza Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2016, Pages 206-224]
  • Aghamohammad Semsar, MohammadReza Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2016, Pages 37-57]
  • Asima, Mehdi A Comparison between Performance of Linear and Nonlinear Capital Asset Pricing Models in TSE [Volume 1, Issue 1, 2016, Pages 114-128]

B

D

  • Dadashzadeh, Ghader Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
  • Darabi, Roya Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2016, Pages 185-205]
  • 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]
  • Dastkhan, Hossein Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE [Volume 2, Issue 1, 2017, Pages 1-21]

E

  • Efati Baran, Farshid The Impact of Intellectual Capital on the Financial Performance of Banks in Iran [Volume 2, Issue 1, 2017, Pages 60-79]
  • Eyvazlo, Reza Eyvazlo Determinants of Non-Performing Loans among Iranian Banks [Volume 1, Issue 1, 2016, Pages 37-57]

F

  • 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]
  • Farazmand, sajjad An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
  • Ferdosi, Mehdi Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]
  • Foroush Bastani, Ali American Option Pricing under Markov-Modulated Pure Jump Processes [Volume 2, Issue 2, 2017, Pages 133-157]
  • Fotros, Mohamad Hasan Impacts of Credit Risk and Liquidity Risk on Performance of Banks [Volume 2, Issue 1, 2017, Pages 22-41]

G

  • Ghalibaf Asl, Hassan Deployment of Risk Culture In Financial Institutions [Volume 2, Issue 1, 2017, Pages 42-59]
  • 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]
  • Ghorbani, Arash Limited Investor Attention and Anchoring Bias: A Prediction of Market Collective Behavior [Volume 1, Issue 2, 2016, Pages 206-224]

H

  • Habibi, Reza Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
  • Habibi, Reza Profitability of Maskan Bank Credit Cards: Markov Decision Process [Volume 1, Issue 1, 2016, Pages 58-75]
  • Habibzadeh Baygi, Seyed Javad Predicting the Stock Price Crash Using Bacterial Foraging Algorithms and Bayes Algorithms [Volume 1, Issue 2, 2016, Pages 185-205]
  • Hasanlou, Khadijeh Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
  • Hassanlou, Khadijeh Robust Portfolio Optimization using Contamination Technique [Volume 1, Issue 1, 2016, Pages 76-96]
  • 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

  • Karimi, Nasrin Systemic Risk in TSE Banking Sector [Volume 1, Issue 1, 2016, Pages 1-19]

M

  • 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]
  • Mousavi, Mohammad Mahdi Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
  • Mousavi, Seyyed Hamid Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2016, Pages 129-144]

N

  • Naderi, Shahireh Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
  • Nasiri, Leila Valuation Ratios and Stock Return Predictability; Evidence from TSE [Volume 1, Issue 2, 2016, Pages 145-165]
  • Nikusokhan, Moien Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]

O

  • Osoolian, Mohammad Funds Flow, Market Return and Retail Investors Risk [Volume 2, Issue 1, 2017, Pages 115-132]

P

  • Pouyanfar, Ahmad Intraday Value at Risk Estimation with EVT-COPULA Approach [Volume 1, Issue 2, 2016, Pages 129-144]
  • Pouyanfar, Ahmad Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach [Volume 2, Issue 3, 2017, Pages 278-296]

R

  • Raei, Reza Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm [Volume 2, Issue 3, 2017, Pages 362-379]
  • Rahimian, Saeed Liquidity in Iranian Stock Market, Predicting Market Depth Using Intraday Data [Volume 1, Issue 1, 2016, Pages 97-113]
  • 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]
  • 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]
  • Rastegar, Mohammadali Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange [(Articles in Press)]
  • Rastegar, Mohammad Ali Systemic Risk in TSE Banking Sector [Volume 1, Issue 1, 2016, Pages 1-19]

S

  • 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]
  • 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

  • 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]