A Hybrid Artificial Intelligence Approach to Portfolio Management

Hamidreza Haddadian; Morteza Baky Haskuee; Gholamreza Zomorodian

Volume 6, Issue 1 , January 2022, Pages 1-27


  The tremendous advances in artificial intelligence over the past decade have led to their increasing use in financial markets. In recent years a large number of investment companies and hedge funds have been implementing algorithmic and automated trading on their trading. The speed of decision-making ...  Read More

Investigation of the Effect of Behavioral and Macroeconomic Factors on the Volatility of Tehran Stocks Market: FIAPGARCH-X

Mahmoud Goudarzi; Amir Mohammadzadeh; Mohsen Seighali

Volume 6, Issue 1 , January 2022, Pages 28-53


  One of the characteristics of the financial market, especially the stock market, is the effects of behavioral factors and on other financial and non-financial markets. There are several factors that affect the return of a stock exchange. We can refer to political, socio-cultural, technological and finally ...  Read More

The Role of Management Accounting in Improving Management Control System in Public Sector

Hossein Salmanzadeh; Gholamreza Kordestani; Hossein Kazemi

Volume 6, Issue 1 , January 2022, Pages 54-82


  The management control system provides valuable information on the managers' needs at different levels of the organization. Today, with changes in the political, social and economic dimensions, the management control system in the public sector also needs to be changed and adapted to new conditions and ...  Read More

The Impact of Anchoring Bias and Disposition Effect on Momentum Profit: The Role of Stock Liquidity

Fatemeh Soltani; Afsaneh Soroushyar; Masoud Fooladi

Volume 6, Issue 1 , January 2022, Pages 83-116


  Researchers examined anomalies in the market to understand the market dimensions. Prior studies considered the effects of biases on momentum strategy. Stock liquidity as one of the risk factors for assets was also considered by researchers. The purpose of this study is to examine the role of stock liquidity ...  Read More

CEO Power, Corporate Risk-Taking, and the Role of Institutional Owners: Pieces of Evidence of Tehran Stock Exchange Market and Iran Fara Bourse

Jamshid Bigdelo; Neda Bashiri; Reza Tehrani; Fatemeh Kheilkordi

Volume 6, Issue 1 , January 2022, Pages 117-141


  "Corporate governance" includes mechanisms to monitor CEO's performance to assure efficient decision adoption and maximize firm value. One of the most effective aspects of firm performance is the degree of risk-taking. This study investigates the relationship between CEO power and institutional ownership ...  Read More

Identification of the Factors Affecting Auditors’ Conflict of Interests Using Fuzzy Delphi Method

Javad Ghaznavi Doozandeh; Mansour Garkaz; Ali Khozein; Alireza Maetoofi

Volume 6, Issue 1 , January 2022, Pages 142-168


  The present study aimed to identify the most effective causes of conflict of interest by examination of accounting literature and expert consensus. Understanding these factors, using cognitive psychology theories, can lead to a model for reducing conflict of interests. The dignity of the audit profession ...  Read More