The Effects of Monetary and Fiscal Policies on the Systemic Risk of Iran's Financial Markets (SURE Approach in Panel Data)

Neda Ranjandish; Marjan Damankeshideh; Houshang Momeni Vesalian; Majid Afsharirad

Volume 4, Issue 1 , 2020, Pages 1-24

  The mutual relationship between monetary and fiscal policies and value at risk is one of the most important topics in the financial economics literature and accounts for the vast majority of empirical studies. Therefore, the main objective of this paper is to investigate the effects of monetary and fiscal ...  Read More

Identifying path of Global Financial Crisis Contagion Direction on Industries of Iran Stock Market

Mojtaba Karimi; Fatemeh Sarraf; Ghodratollah Emamverdi; Ali Baghani

Volume 4, Issue 1 , 2020, Pages 25-54

  Simultaneous understanding of volatilities and changes in financial markets is very important to optimize the portfolio and risk management methods. The 2008 financial crisis led into devaluation of most assets, increased volatilities and endangered several institutional investors' survival. When the ...  Read More

Auditors’ Behavioral Intention: the Interaction Effect of Individual, Audit Firm and Audit Team Factors

Arezoo Aghaei Chadegani; Khadijeh Ebrahimi Kahrizsangi

Volume 4, Issue 1 , 2020, Pages 55-80

  Breakdown of reporting detected misstatements can cause serious problems because it reflects poor audit quality and can lead audit firm to failures. Due to the magnitude of the quality of auditors’ work, many studies have attempted to identify influencing factors on auditors’ intention to ...  Read More

Risk disclosure, stability and the economic consequences in the banking system

Ali Rahmani; Gholamreza Solimani; Mandana Taheri

Volume 4, Issue 1 , 2020, Pages 81-104

  Shareholders in the capital market always demand Reporting and disclosure and based on information that disclosure; they change their expectations of risk and returns. Disclosure has an economic consequence and the risk disclosure, in addition to economic consequences, has an effect on financial and ...  Read More

Designing and Investigating the Profitability of Fuzzy Inference Trading System based on Technical Signals and Corrective Property

CharaghAli Bakhtiyariasl; Sayyed Mohammad Reza Davoodi; Abdolmajid Abdolbaghi Ataabadi

Volume 4, Issue 1 , 2020, Pages 105-123

  Technical analysis is constituted as an approach in the market analysis which is based on the study of pricing behavior and shares size in the past and price determination and its procedure in the future. Algorithmic transactions are growing rapidly in order to automate business strategies, given the ...  Read More

Dynamic relationships between financial conditions index and stock returns

Amin Sadat; Ebrahim Abbasi; Hasan Ghalibaf Asl

Volume 4, Issue 1 , 2020, Pages 124-145

  Stock return predictability has been extensively considered as a stylized reality. Theories indicate that returns should change along the time, and various studies have presented evidence on this point. On the other hand, there is an optimal portfolio in each regime, and one cannot claim that a specific ...  Read More