Abbasi, E., Shohrati, A., & Ghadak Frooshan, M. (2015). The rrelationship between accounting conservatism and risk of stock price crash in information asymmetry condition in Tehran Stock Exchange. Journal of Accounting Knowledge. 5(19): 141-162. (in Persian).
 Alavi, S. M., Haghighat, H. (2013). The relationship between accounting transparency and abnormal stock returns. Financial Accounting Researches. 5(1): 1-12. (in Persian).
 Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006). The cross-section of volatility and expected return. The Journal of Finance. 61: 259-299.
 Bali, T. G., Cakici, N., & Whitelaw, R. F. (2010). Systematic risk and skewness of expected returns. Electronic copy available at: http://ssrn.com/abstract=1262416
 Berk, J. (1995). A critique of size related anomalies. Review of Finance Studies, 8: 275-286.
 Boyer, B., Mitton, T., & Vorkink, K. (2010). Expected idiosyncratic skewness. The Review of Financial Studies. 23(1): 148-159.
 Callen, J. L., Fang, X. (2013). Institutional investors and crash risk: Monitoring or expropriation? Rotman School of Management Working Paper No.1804697.Available at SSRN:https://ssrn.com/abstract=1804697
 Diyanati Deylami, Z., Lotfi, M., & Azadbakhsh, K. (2013). The impact of working capital management is based on the cash conversion cycle "Gytman" to reduce the risk of fall (loss) stock price. Journal of Accounting & Auditing Knowledge, 1(4): 55-64. (in Persian).
 Diyanati Deylami, Z., Moradzadeh Fard, M., & Mahmoodi, S. (2011). The effect of institutional investors to reduce the risk of fall (loss) shares. Journal of Investment Knowledge. 1(2): 1-18. (in Persian)
 Eslami Bidgoli, G., & Khojasteh, M. A. (2009). Improving the risk-adjusted return of the portfolio by implementing ccapital productivity in Tehran Stock Exchange. Journal of Financial Research. 9(4): 55-64. (in Persian).
 Fama, E., & MacBech, J. (1973). Risk, return and equilibrium: Empirical tests. Journal of Political Economy. 81: 607-636.
 Fama, E., & French, K. (1992). The cross – section of expected stock returns. Journal of Finance. 47: 427-465.
 Harvey, C. R., & Siddique, A. (2000). Conditional skewness in asset pricing tests. The Journal of Finance. LV (3): 1263-1295.
 Hutton, A. P., Marcus, A. J., & Tehranian, H. (2009). Opaque financial reports, R2, and crash risk. Journal of Financial Economics. 94: 67-86.
 Jahankhani, A., & Parsayian, A. (2002). Financial Management. Tehran: Samt Pub. (in Persian).
 Kapadia, N. (2007). Skewness, Idiosyncratic Volatility and Expected Returns. Working Paper. University of North Carolina: Chapel Hill.
 Kousenidis, D. V., Ladas, A. C., & Negakis, C, I. (2014). Accounting conservatism quality of accounting information and crash risk of stock prices. The Journal of Economic Asymmetries. 11: 120-137.
 Mitton, T., & Vorkink, K. (2007). Equilibrium under diversification and the preference for skewness. Review of Financial Studies. 20(4): 1-47.
 Moharrami, M., & Axon, A. (2013). The relationship between refined economic value and stock returns adjusted by risk. Studies of Accounting and Auditing. 1(4): 74-89. (in Persian).
 Pettengill, G. N., Sundaram, S., & Mathur, I. (1995). The conditional relation between beta and returns. Journal of Financial and Quantitative Analysis. 30: 101-116.
 Rezayi, F., Ghaderi, H., Mohammadi, T. (2010). Accounting variables affecting the cost of capital in companies listed in Tehran Stock Exchange. Journal of Researcher, Special Issue: 1-19. (in Persian)
 Robin, A., & Zhang, H. (2015). Do industry-specialist auditors influence stock price crash risk? Forthcoming in auditing. A Journal of Practice & Theory (AJPT). 34(3):47-79.
 Tversky, A., & Kahnemann D. (1979). Prospect theory: An analysis of decision under risk. Econometric a. 47(2): 263-291.
 Zhang, X-J. (2013). Book-to-market ratio and skewness of stock returns. The Accounting Review. 88 (6): 2213–2240.