The study is to review the disclosure quality rank on income-smoothing and informativeness by means of four hypotheses. The timescale is between 2010 and 2016, and 149 TSE's listed companies are studied. The first hypothesis ...

Classic finance believes that stock price changes are related to systematic changes in the company's intrinsic values. However, recent research shows that behavioral factors play a very important role in determining stock ...

Value at Risk (VaR) plays a central role in risk management. There are several approaches for the estimation of VaR, such as historical simulation, the variance-covariance and the Monte Carlo approaches. This work presents ...

The growing expansion of financing through the capital market and the introduction of guidelines for the establishment of credit rating agencies require the development of appropriate credit rating models for financial ...

In this research, we use jump beta and continuous beta as indicators of financial sector companies systematic risk and study their determinants in banking, insurance and investment industry. In result, the value of jump ...

This study aims to present a model for predicting corporate default among Tehran Stock Exchange's selected industries. To do this, corporate default drivers were identified and selected by referring to previous research ...