تخمین مدل نرخ سقوط بازار مالی در ایران با تاکید بر رفتارهای پویای شاخص سهام آزاد شناور و بازده نقدی

Abbasi Sir, S., Hashemi Gohar, M., & Faizi, A. (2022). Modeling the factors underlying the behavior of shareholders in the securities market Tehran (Study case: Isfahan Mobarake Steel Company). Modern Researches in Decision Making, 7(1).

Agustia, D., Abdi Muhammad, N., & Permatasari, Y. (2020). Earnings management, business strategy, and bankruptcy risk: evidence from Indonesia. Heliyon, 6(2), e03317. https://doi.org/10.1016/j.heliyon.2020.e03317

Akarsu, S., & Suer, Ö. (2022). How investor attention affects stock returns? Some international evidence. Borsa Istanbul Review, 22(3), 616-626. https://doi.org/10.1016/j.bir.2021.09.001

Akbulut, O. Y., & Hepşen, A. (2021). Finansal Performans ve Pay Senedi Getirileri Arasındaki İlişkinin Entropi ve CoCoSo ÇKKV Teknikleriyle Analiz Edilmesi. Ekonomi Politika ve Finans Araştırmaları Dergisi, 6(3), 681. https://doi.org/10.30784/epfad.945770

Akono, H., Karim, K., & Nwaeze, E. (2019). Analyst rounding of EPS forecasts and stock recommendations. Advances in Accounting, 44, 68-80. https://doi.org/10.1016/j.adiac.2018.10.002

Akyildirim, E., Bariviera, A. F., Nguyen, D. K., & Sensoy, A. (2022). Forecasting high-frequency stock returns: A comparison of alternative methods. Annals of Operations Research. https://doi.org/10.1007/s10479-021-04464-8

Alnafea, M., & Chebbi, K. (2022). Does investor sentiment influence stock price crash risk? Evidence from Saudi Arabia. The Journal of Asian Finance, Economics and Business, 9(1), 143-152.

Amini Mehr, A., Bajalan, S., & Hekmat, H. (2021). A Study on Return Data Behavior in Tehran Stock Exchange and a Regime Change Prediction Method Based on Deep Neural Networks. Financial Management Outlook, 11, 145-171. https://doi.org/10.52547/jfmp.11.34.145

Andrew, X., Chen, Y., & Supasanya, S. (2024). Forecasting Stock Market Crisis Events Using Machine Learning Methods. Crisis Alert.

Arbatli, E. C., Firat, M., Furceri, D., & Verrier, J. (2022). U.S. Monetary Policy Shock Spillovers: Evidence from Firm-Level Data.

Asadi, G., & Kazemi, K. (2018). Study of the Relationship Between Stock Price Crash Risk Using Negative Skewness and Dividend Policy in Companies Listed on Tehran Stock Exchange. Financial Management Outlook, 22, 9-28.

Azadi, K., AzizMohammadlou, H., Tasaddi Kari, M., & Khedmatgozar, H. (2021). The Effect of Financial Statement Readability on Stock Price Crash Risk and Shareholder Behavior. Financial Accounting Knowledge, 8(1), 121-144.

Boshkouh, M., & Keshavarz, F. (2018). Examining the Relationship Between Managerial Overconfidence and Stock Price Crash Risk. Financial Management Strategy, 6(2), 192-217.

Dastgir, M., Sakiani, A., & Salehi, N. (2019). The Effect of Financial Constraints on Stock Price Crash Risk Considering Accruals Effect. Accounting Knowledge Journal, 10(36), 67-90.

Eqtesad, A., & Mohammadi, O. (2023). Portfolio Optimization Through Expected Return Forecasting Using LSTM Neural Network, Random Forest, and ARIMA. Financial Management Outlook, 13(43), 9-28.

Haghighi Naeini, K., Khanjani, M., & Rastgar Sorkheh, M. (2023). A Combined VMD-LSTM Model for Predicting Tehran Stock Market Prices. 1st International Conference on Management, Industrial Engineering, Accounting and Economics Empowerment, Babol.

Hassas Yeganeh, Y., & Moloudi, A. (2011). Corporate Governance and Shareholder Value Creation. Industrial Management Studies, 9(23), 233-261.

Heydarpour, F., & Khajeh Mahmoud, Z. (2014). The Relationship Between EPS Forecasting Characteristics by Management and Risk and Firm Value Aimed at Foresight in Decision-Making. Financial Analysis of Securities, 7(2), 25-46.

Kargar, R., Bayat, A., Mohammadi, A., & Mohammadi, M. (2023). Designing a Financial System Dynamics Model to Predict Performance Variables in Selected Companies on Tehran Stock Exchange. Islamic Economy and Banking Quarterly(44), 407-437.

Nguyen, A. T., & Nguyen, N. T. (2024). How does investor sentiment affect stock market crash risk? Evidence from Asia-Pacific markets. Cogent Economics & Finance, 12(1), 2422959. https://doi.org/10.1080/23322039.2024.2422959

Tamrinia, A., Moradzadeh Fard, M., Nazari, R., & Bani Mahd, B. (2023). A Combined Model for Predicting Financial Crises Based on Free Cash Flows: Evidence from Iran's Capital Market. Investment Knowledge, 12(46), 757-784.

Zhou, L., Chen, D., & Huang, J. (2023). Stock-level sentiment contagion and the cross-section of stock returns. North American Journal of Economics and Finance, 68, 101966. https://doi.org/10.1016/j.najef.2023.101966

Zhu, Y., & Fang, W. (2023). The Complexity Behavior of Big and Small Trading Orders in the Chinese Stock Market. Entropy, 25, 102. https://doi.org/10.3390/e25010102