issue 6 publication date 2017-08-01

• Simulation of Long-term Returns with Stochastic Correlations
• Is the 52-high-price Strategy Explained by Behavioral Finance? (Uncertainty Effect)
• The Impact of Organizational Culture on Voluntary Disclosure (Evidence from Tehran Stock Exchange)
• Investors' Perception of Bank Risk Management: Multivariate Analysis Techniques
• The Effect of Monetary Policies on Stocks Price Index of Banks;VAR-BEKK Model
• The Effect of the Characteristics of Board of Directors on Real Earnings Management
• Examination of the Predictive Power of Fama-French Five-Factor Model by the Inclusion of Skewness Coefficient: Evidence of Iranian Stock Market
• Studying the Monthly Effect on the Market Reactions Using Time-Space -Frequency Analysis (Case Study: Tehran Stock Exchange)
• Examination‌ of Equity Premium Puzzle by Consumption Capital Asset Pricing Model with Fuzzy Nested Regimes: Evidence from Iran
• Overreaction & Under reaction: Evaluating performance and Speed of Adjustment Investment Strategies in Tehran Stock Exchange (TSE)