Author Index

A

  • Abbasi, Reza Investigating the Non-Linear Relationship between Working Capital Management with Performance and Investment in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 51-68]
  • Abbasinejad, Hossein Dynamics of the Relation between Macroeconomic Variables and Stock Market Index [Volume 5, Issue 1, 2017, Pages 61-82]
  • Abdoli, Leila Conservatism and Stock Value Performance in Financial Crisis [Volume 5, Issue 3, 2017, Pages 133-150]
  • Aflatooni, Abbas The Role of Disclosure Quality and Accruals Quality in Reducing the Deviation from the Optimal Capital Structure [Volume 5, Issue 4, 2017, Pages 167-180]
  • Afsharian, Amirhossein Tests of Multiple Explosive Bubbles Behavior in Tehran Stock Exchange and Real State Market in Iran [Volume 5, Issue 4, 2017, Pages 129-142]
  • Ahmadyan, Azam Explaining the Model of Bankruptcy Prediction to Identify Healthy and Risky [Volume 5, Issue 3, 2017, Pages 1-18]
  • Akbari, Mohsen Investigating the Effect of Advertisement Cost on the Financial Performance of the Firms Listed in Tehran Stock Exchange with the Mediating Role of Brand Equity [Volume 5, Issue 3, 2017, Pages 151-162]
  • Aliahmadi, Saeid The Effect of Return Dispersion on the Accrual and Investment Anomalies in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 1-16]
  • Amirbakhtiarvand, Amin The Role of Disclosure Quality and Accruals Quality in Reducing the Deviation from the Optimal Capital Structure [Volume 5, Issue 4, 2017, Pages 167-180]
  • Amiri, Maghsoud A Robust Model with Adjustable Conservatism Level for Index Fund Construction in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 113-128]
  • Ansari, Hojattolah Evaluating Market Timing Ability of Mutual Fund Managers Based on Conditional and Unconditional Approaches [Volume 5, Issue 1, 2017, Pages 45-60]
  • Anvary Rostamy, Ali Asghar Study of Nonlinear Relationship between Debt Financing and Cash Flow Manipulation of Listed Companies in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 143-154]
  • Asgarnezhad Nouri, Bagher The Effect of Risk Management on Financial Performance of the Companies Listed in Tehran Stock Exchange: The Mediating Role of Intellectual Capital and Financial Leverage [Volume 5, Issue 2, 2017, Pages 93-112]
  • Asghari, Zeinab The Effect of Return Dispersion on the Accrual and Investment Anomalies in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 1-16]

B

  • Badri, Ahmad The Relationship of Weather and Returns and Trading Activities: Evidence from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 201-220]
  • Badrian, Elahe A Comparison between Fama-French Five Factor Model and Carhart Four-Factor Model in Explaining the Stock Return of Companies Listed in the Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 17-30]
  • Bahrololoum, Mohammad Mahdi A Robust Model with Adjustable Conservatism Level for Index Fund Construction in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 113-128]
  • Basirat, Mahdi Investigating the Non-Linear Relationship between Working Capital Management with Performance and Investment in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 51-68]
  • Bastanzad, Hossein An Evaluation of Risk Transmission over Foreign Exchange, Real Estate and Stock Markets in Iran`s Economy (An Application of Parametric and Non-Parametric Value at Risk Approach) [Volume 5, Issue 4, 2017, Pages 33-50]
  • Behboodi, Omid Factors Affecting the Behavior of Investors Regarding Phenomenographical Approach [Volume 5, Issue 3, 2017, Pages 57-76]

C

  • Colani, Tahereh The Effect of Real Earnings Management and Managerial Incentives on Sticky Costs [Volume 5, Issue 1, 2017, Pages 1-16]

D

  • Davallou, Maryam Micro and Macro Herding by Investors and Their Effects on Market Volatility [Volume 5, Issue 2, 2017, Pages 149-166]
  • Davoudi, Pedram An Evaluation of Risk Transmission over Foreign Exchange, Real Estate and Stock Markets in Iran`s Economy (An Application of Parametric and Non-Parametric Value at Risk Approach) [Volume 5, Issue 4, 2017, Pages 33-50]
  • Dehghan Dehnavi, Mohammad Ali Banking Sector Development, Capital Structure and Performance of Non- Financial FirmsListed in Stock Exchange [Volume 5, Issue 2, 2017, Pages 1-20]
  • Dostar, Mohammad Investigation the impact of herding behavior of fund managers on their risk taking in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 129-148]

E

  • Ebrahimi, Mohammad A Comparison between Fama-French Five Factor Model and Carhart Four-Factor Model in Explaining the Stock Return of Companies Listed in the Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 17-30]
  • Ebrahimi, Sajad Dynamics of the Relation between Macroeconomic Variables and Stock Market Index [Volume 5, Issue 1, 2017, Pages 61-82]
  • Ebrahimi, S. Babak Determining the Optimal Hedge Ratio of Gold Coin Futures; A Comparative Approach [Volume 5, Issue 3, 2017, Pages 177-196]
  • Ebrahimi, S. Kazem Investigating the Effect of Managerial Overconfidence and Accrual-based Earnings Management [Volume 5, Issue 3, 2017, Pages 105-116]
  • Emami, Mohammad Reza Development of the Ohlson (1995) Prediction An Valuation Models with the Consideration of Bankruptcy Risk [Volume 5, Issue 1, 2017, Pages 99-116]
  • Emkani, Parisa The Effect of Risk Management on Financial Performance of the Companies Listed in Tehran Stock Exchange: The Mediating Role of Intellectual Capital and Financial Leverage [Volume 5, Issue 2, 2017, Pages 93-112]
  • Eskandari, Rasool Capital Structure Stability in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 35-56]
  • Etemadi, Hossein Conservatism and Stock Value Performance in Financial Crisis [Volume 5, Issue 3, 2017, Pages 133-150]

F

  • Fallahshams, Mirfeiz A Robust Model with Adjustable Conservatism Level for Index Fund Construction in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 113-128]
  • Farhadi, Zahra Farhadi The Effect of Financial Status on Earnings Persistence, Predictability and Smoothing [Volume 5, Issue 4, 2017, Pages 89-98]
  • Farkhonde, Mahsa Investigating the Effect of Advertisement Cost on the Financial Performance of the Firms Listed in Tehran Stock Exchange with the Mediating Role of Brand Equity [Volume 5, Issue 3, 2017, Pages 151-162]
  • Farzadi, Saeed Investigating the Relationship between Global Development and the Level of Cash Holdings in Companies Listed in Tehran Stock Exchange Using Panel Threshold Regression [Volume 5, Issue 3, 2017, Pages 163-176]

G

  • Gharahkhani, Mohsen Capital Structure Stability in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 35-56]
  • Ghasemi Shams, Masoomeh Investigating the Effect of Advertisement Cost on the Financial Performance of the Firms Listed in Tehran Stock Exchange with the Mediating Role of Brand Equity [Volume 5, Issue 3, 2017, Pages 151-162]
  • Ghayour Baghbani, S. Morteza Factors Affecting the Behavior of Investors Regarding Phenomenographical Approach [Volume 5, Issue 3, 2017, Pages 57-76]
  • Googerdchian, Ahmad Theoretical and Empirical Analysis of the Effect of Comparative Influence of Market Production on Stock Returns of Companies Listed in the Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 31-44]
  • Gorji, Mahsa Explaining the Model of Bankruptcy Prediction to Identify Healthy and Risky [Volume 5, Issue 3, 2017, Pages 1-18]

H

  • Habibi, Samar Comparing Profitability of the Pair Trading Strategy in Different Asset Classes [Volume 5, Issue 4, 2017, Pages 69-88]
  • Hadian, Reyhane Evaluation of the Effect of Investment on Future Performance Considering the Level of Firm Financial Constraint [Volume 5, Issue 3, 2017, Pages 117-132]
  • Hajiha, Zohreh The Comparative Investigation of the Relationship between Internal and External Financial Constraints in Liquidity-Intensive Companies in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 37-50]
  • Haji Moradkhani, Hadise ProductMarket Power and Stock Market Liquidity [Volume 5, Issue 2, 2017, Pages 21-36]
  • Hashemi, S. Abbas Evaluation of the Effect of Investment on Future Performance Considering the Level of Firm Financial Constraint [Volume 5, Issue 3, 2017, Pages 117-132]
  • Hassani, Hassan Working Capital Management, Corporate Performance and Financial Constraints: Evidence from Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 99-116]
  • Heidari, Hasan Extending Capital Asset Pricing Model for Industrial Portfolio in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 89-104]
  • Heidari, Mahdi The Effect of Real Earnings Management and Managerial Incentives on Sticky Costs [Volume 5, Issue 1, 2017, Pages 1-16]
  • Heidary Soltanabadi, Hassan Theoretical and Empirical Analysis of the Effect of Comparative Influence of Market Production on Stock Returns of Companies Listed in the Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 31-44]
  • Heydari, Hassan Banking Sector Development, Capital Structure and Performance of Non- Financial FirmsListed in Stock Exchange [Volume 5, Issue 2, 2017, Pages 1-20]
  • Hidarpour, Ali Extending Capital Asset Pricing Model for Industrial Portfolio in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 89-104]

I

  • Izadinia, Naser Asset-Liability Management of Banks Using Goal Programming Model and Fuzzy ANP (Case Study: Tejarat Bank) [Volume 5, Issue 4, 2017, Pages 155-166]

J

  • Jafari Eskandari, Meisam Credit Risk Management of Banking Customers Using Support Vector Machine Optimized by Genetic Algorithm with Data Mining Approach [Volume 5, Issue 4, 2017, Pages 17-32]
  • Jafarzadeh Afshari, Ahmad Managing Information Technology Investments with Real Options Analysis [Volume 5, Issue 2, 2017, Pages 185-200]
  • Javadian Langeroodi, Maryam Investigation the impact of herding behavior of fund managers on their risk taking in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 129-148]

K

  • Khalifeh, Mojtaba Simulating and policy making of internal and external SMEs' financing problems via system dynamics approach [Volume 5, Issue 2, 2017, Pages 69-92]
  • Khodadad, Vali Development of the Ohlson (1995) Prediction An Valuation Models with the Consideration of Bankruptcy Risk [Volume 5, Issue 1, 2017, Pages 99-116]
  • Khodadadi, Vali Modeling the Factors Affecting Cost of Equity Capital: Evidences from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 167-184]
  • Khodamipour, Ahmad The effect of Consumer Price Index and Operational Cycle on the Level of Cash Holding in the Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 117-128]

M

  • Mansourfar, Gholamreza The Effect of Real Earnings Management and Managerial Incentives on Sticky Costs [Volume 5, Issue 1, 2017, Pages 1-16]
  • Mashayekh, Shahnaz The Effect of Financial Status on Earnings Persistence, Predictability and Smoothing [Volume 5, Issue 4, 2017, Pages 89-98]
  • Meshki Miavaghi, Mehdi Increasing Dividend Policy Outcomes in Terms of Financial Constraints and Competition [Volume 5, Issue 3, 2017, Pages 19-34]
  • Mohamadi Chamkhani, Zohreh The Comparative Investigation of the Relationship between Internal and External Financial Constraints in Liquidity-Intensive Companies in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 37-50]
  • Mohammad Ali, Marzieh Evaluating Market Timing Ability of Mutual Fund Managers Based on Conditional and Unconditional Approaches [Volume 5, Issue 1, 2017, Pages 45-60]
  • Mohammadi, Shapour Dynamics of the Relation between Macroeconomic Variables and Stock Market Index [Volume 5, Issue 1, 2017, Pages 61-82]
  • Mohammadnejad, Alireza Investigation the impact of herding behavior of fund managers on their risk taking in Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 129-148]
  • Molaei, Saber Investigating the Relationship between Global Development and the Level of Cash Holdings in Companies Listed in Tehran Stock Exchange Using Panel Threshold Regression [Volume 5, Issue 3, 2017, Pages 163-176]
  • Mosleh Shirazi, Alinaghi Simulating and policy making of internal and external SMEs' financing problems via system dynamics approach [Volume 5, Issue 2, 2017, Pages 69-92]
  • Mtofares, Zeinab Theoretical and Empirical Analysis of the Effect of Comparative Influence of Market Production on Stock Returns of Companies Listed in the Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 31-44]

N

  • Naderi, Maryam Investigating the Relationship between Managerial Optimism and Earnings Smoothing in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 77-88]
  • Noorbakhsh, Asgar Decision Making Model under Uncertain and Risky Situations Based on Dynamic Reference Point: Evidences from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 51-68]

O

  • Osoolian, Mohammad Tests of Multiple Explosive Bubbles Behavior in Tehran Stock Exchange and Real State Market in Iran [Volume 5, Issue 4, 2017, Pages 129-142]

P

  • Pakizeh, Kamran Comparing Profitability of the Pair Trading Strategy in Different Asset Classes [Volume 5, Issue 4, 2017, Pages 69-88]
  • Papaei, S. Sajad Micro and Macro Herding by Investors and Their Effects on Market Volatility [Volume 5, Issue 2, 2017, Pages 149-166]
  • Pourmohammadi, Parisa The Relationship of Weather and Returns and Trading Activities: Evidence from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 201-220]

R

  • Rahmani, Ali ProductMarket Power and Stock Market Liquidity [Volume 5, Issue 2, 2017, Pages 21-36]
  • Ramsheh, Manijeh Capital Structure Stability in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 35-56]
  • Ranaei, Fateme Investigating the Relation between Financial Reporting Quality and Investment Efficiency and the Role of Debt Maturity in Such Relation among the Companies Listed in Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 83-98]
  • Rasekh, Abdoarahman Modeling the Factors Affecting Cost of Equity Capital: Evidences from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 167-184]
  • Rasouli, S. Somayyeh Managing Information Technology Investments with Real Options Analysis [Volume 5, Issue 2, 2017, Pages 185-200]
  • Rohii, Milad Credit Risk Management of Banking Customers Using Support Vector Machine Optimized by Genetic Algorithm with Data Mining Approach [Volume 5, Issue 4, 2017, Pages 17-32]
  • Rostami, Mohammad Reza Evaluating Market Timing Ability of Mutual Fund Managers Based on Conditional and Unconditional Approaches [Volume 5, Issue 1, 2017, Pages 45-60]

S

  • Sadeghi Sharif, Seed Jalal Tests of Multiple Explosive Bubbles Behavior in Tehran Stock Exchange and Real State Market in Iran [Volume 5, Issue 4, 2017, Pages 129-142]
  • Safar Graily, Mahdi Investigating the Relation between Financial Reporting Quality and Investment Efficiency and the Role of Debt Maturity in Such Relation among the Companies Listed in Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 83-98]
  • Sajadi, S. Hossein Modeling the Factors Affecting Cost of Equity Capital: Evidences from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 167-184]
  • Salehi, Hamid Modeling the Factors Affecting Cost of Equity Capital: Evidences from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 167-184]
  • Salmanian, Lida Working Capital Management, Corporate Performance and Financial Constraints: Evidence from Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 99-116]
  • Salmani Seraji, Maryam Managing Information Technology Investments with Real Options Analysis [Volume 5, Issue 2, 2017, Pages 185-200]
  • Samadi, Saeed Evaluation of the Effect of Investment on Future Performance Considering the Level of Firm Financial Constraint [Volume 5, Issue 3, 2017, Pages 117-132]
  • Sarbazi Azad, Sadegh Investigating the Effect of Managerial Overconfidence and Accrual-based Earnings Management [Volume 5, Issue 3, 2017, Pages 105-116]
  • Sarfehjoo, Fatemeh Increasing Dividend Policy Outcomes in Terms of Financial Constraints and Competition [Volume 5, Issue 3, 2017, Pages 19-34]
  • Sepasi, Sahar Working Capital Management, Corporate Performance and Financial Constraints: Evidence from Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 99-116]
  • Shahidi, Amene Banking Sector Development, Capital Structure and Performance of Non- Financial FirmsListed in Stock Exchange [Volume 5, Issue 2, 2017, Pages 1-20]
  • Shams, Shahaboldin Investigating the Relationship between Managerial Optimism and Earnings Smoothing in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 77-88]
  • Shamsodin, Sahar The effect of Consumer Price Index and Operational Cycle on the Level of Cash Holding in the Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 117-128]
  • Soleimani Amiri, Gholamreza Capital Structure Stability in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 35-56]
  • Soroushyar, Afsaneh The Effect of Return Dispersion on the Accrual and Investment Anomalies in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 1-16]
  • Sotoodeh Kia, Hossein Investigating the Non-Linear Relationship between Working Capital Management with Performance and Investment in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 51-68]

T

  • Tasbihi, Ali Determining the Optimal Hedge Ratio of Gold Coin Futures; A Comparative Approach [Volume 5, Issue 3, 2017, Pages 177-196]
  • Tehrani, Reza Decision Making Model under Uncertain and Risky Situations Based on Dynamic Reference Point: Evidences from Tehran Stock Exchange [Volume 5, Issue 2, 2017, Pages 51-68]

V

  • Vaez, S. Ali Development of the Ohlson (1995) Prediction An Valuation Models with the Consideration of Bankruptcy Risk [Volume 5, Issue 1, 2017, Pages 99-116]
  • Vakilifard, Hamid Reza A Comparison between Fama-French Five Factor Model and Carhart Four-Factor Model in Explaining the Stock Return of Companies Listed in the Tehran Stock Exchange [Volume 5, Issue 1, 2017, Pages 17-30]

Y

  • Yahyazadeh Far, Mahmood Investigating the Relationship between Managerial Optimism and Earnings Smoothing in Companies Listed in Tehran Stock Exchange [Volume 5, Issue 3, 2017, Pages 77-88]
  • Yavari, Kazem Banking Sector Development, Capital Structure and Performance of Non- Financial FirmsListed in Stock Exchange [Volume 5, Issue 2, 2017, Pages 1-20]

Z

  • Zamani, Ali Asghar Study of Nonlinear Relationship between Debt Financing and Cash Flow Manipulation of Listed Companies in Tehran Stock Exchange [Volume 5, Issue 4, 2017, Pages 143-154]