Author Index

B

D

  • Dadashzadeh, Ghader Firm Life Cycle and Stock Price Crash and Jump Risk [Volume 2, Issue 1, 2017, Pages 98-114]
  • 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]

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]

H

  • Habibi, Reza Bayesian Modeling Speculative Bubbles in Iran Stock Market [Volume 2, Issue 2, 2017, Pages 225-241]
  • Hasanlou, Khadijeh Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]

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 Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]

N

  • Naderi, Shahireh Asset Allocation Modeling: A Combined Regime-Switching and Black-Litterman Model [Volume 2, Issue 3, 2017, Pages 380-397]
  • 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 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]
  • 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]

S

  • Saleh Abadi, Ali An ANFIS System for High Frequency Trading using Intraday Seasonality Observation Model [Volume 2, Issue 1, 2017, Pages 80-97]
  • 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]