Iranian Journal of Management Studies最新文献_第4页

The Effect of company's Interest Coverage Ratio on the Structural and Reduced-Form Models, in Predicting Credit Derivatives Price 信用衍生品价格预测中公司利息覆盖率对结构模型和简化模型的影响

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-08-12 DOI: 10.22059/IJMS.2021.313368.674295

Amirhossein Taebi Noghondari, H. Zeinali, Asghar Beytollahi

{"title":"The Effect of company's Interest Coverage Ratio on the Structural and Reduced-Form Models, in Predicting Credit Derivatives Price","authors":"Amirhossein Taebi Noghondari, H. Zeinali, Asghar Beytollahi","doi":"10.22059/IJMS.2021.313368.674295","DOIUrl":"https://doi.org/10.22059/IJMS.2021.313368.674295","url":null,"abstract":"Derivatives pricing models use either fixed or variable interest rates at the corporate level to compensate for the devaluation, which results in an estimated accounting profit caused by the cash inflation at the maturity date. These models also fail to take into account the lost opportunity costs, which are considered a deficiency. Accordingly, the present study strives to remove this problem by adding the company's Interest Coverage Ratio (ICR) to pricing models; which is the novelty of this study. The research data were extracted from the Bloomberg Terminal for an eight-year period from 2008 to 2015. The statistical population of the research includes the North American and European companies recognized as the reference entities for Credit Default Swaps (CDS) in the given period, and the statistical sample consists of 125 companies. The data were analysed using four Artificial Neural Network (ANN) algorithms, viz., ANFIS, NNARX, AdaBoost, and SVM. . The results of the research indicated the increased predictive accuracy of the pricing models under scrutiny after adding the interest coverage ratio. The findings also shed light on the superiority of the intensity model over the structural model in prognosticating the price of CDS contracts.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48414205","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Discretionary Workplace Behaviors: The Effect of Communication Satisfaction on Workplace Deviance and OCB with the Mediation Role of Justice Sensitivity 自由裁量工作场所行为：沟通满意度对工作场所偏差和OCB的影响——司法敏感性的中介作用

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-07-12 DOI: 10.22059/IJMS.2021.311592.674248

H. Damghanian, Feze Ghanbari Ghaleroudkhani

{"title":"Discretionary Workplace Behaviors: The Effect of Communication Satisfaction on Workplace Deviance and OCB with the Mediation Role of Justice Sensitivity","authors":"H. Damghanian, Feze Ghanbari Ghaleroudkhani","doi":"10.22059/IJMS.2021.311592.674248","DOIUrl":"https://doi.org/10.22059/IJMS.2021.311592.674248","url":null,"abstract":"Both workplace deviance (WD) and organizational citizenship behaviors (OCBs) are noted as being discretionary behaviors that are rooted in social exchange and responses to the environment. This study aims to investigate the mediation role of justice sensitivity between communication satisfaction and discretionary workplace behaviors. The statistical population consisted of 650 employees of Guilan Technical & Vocational Training Organization, and the optimal sample was determined by Cochran's formula to be 271. Questionnaires were distributed among the employees using the stratified random sampling method and statistical data were processed using SPSS 19 and Smart PLS 2. The results revealed that communication satisfaction has a positive effect on justice sensitivity, and justice sensitivity has a negative effect on workplace deviance. As well as, communication satisfaction has a direct effect on workplace deviance. So, justice sensitivity has a partial mediator role in significant impression of communication satisfaction to workplace deviance. The findings also indicate the justice sensitivity has a positive effect on OCB. But, communication satisfaction has no a direct effect on OCB. The results of this study yield that justice sensitivity has a full mediator role between communication satisfaction and OCB.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45011459","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Bank Efficiency Forecasting Model Based on the Modern Banking Indicators using a Hybrid Approach of Dynamic Stochastic DEA and Meta-heuristic Algorithms 基于现代银行业指标的动态随机DEA和元启发式算法的银行效率预测模型

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-07-10 DOI: 10.22059/IJMS.2021.313408.674294

A. Yaghoubi, S. Fazli

{"title":"Bank Efficiency Forecasting Model Based on the Modern Banking Indicators using a Hybrid Approach of Dynamic Stochastic DEA and Meta-heuristic Algorithms","authors":"A. Yaghoubi, S. Fazli","doi":"10.22059/IJMS.2021.313408.674294","DOIUrl":"https://doi.org/10.22059/IJMS.2021.313408.674294","url":null,"abstract":"Evaluating the Efficiency of banks is crucial to orient their future decisions. In this regard, this paper proposes a new model based on dynamic stochastic data envelopment analysis in a fuzzy environment by considering the modern banking indicators to predict the efficiency of banks, which belongs to the category of NP-hard problems. To deal with the uncertainty in efficiency forecasting, the mean chance theory has been used to express the constraints of the model and the expected value in its objective function to forecast the expected efficiency of banks. To solve the proposed model, two hybrid algorithms are designed by combining Monte Carlo (MC) simulation technique with Genetic Algorithm (GA) and Imperialist Competitive Algorithm (ICA). In order to improve the performances of MC-GA and MC-ICA parameters, the Response Surface Methodology (RSM) is applied to set their proper values. Also, a case study in the modern banking industry is presented to evaluate the performance of the proposed model and the effectiveness of the hybrid algorithms. The results showed that the proposed model has high accuracy in predicting efficiency. Finally, to validate the designed hybrid algorithms, their results are compared together in terms of accuracy and convergence speed to the solution.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41616806","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Market Segmentation in the Banking Industry Based on Customers’ Expected Benefits: A Study of Shahr Bank 基于客户预期利益的银行业市场细分——以沙尔银行为例

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-07-01 DOI: 10.22059/IJMS.2021.305952.674132

M. Aghaei

{"title":"Market Segmentation in the Banking Industry Based on Customers’ Expected Benefits: A Study of Shahr Bank","authors":"M. Aghaei","doi":"10.22059/IJMS.2021.305952.674132","DOIUrl":"https://doi.org/10.22059/IJMS.2021.305952.674132","url":null,"abstract":"Nowadays, the analysis of customer behavior is necessary for active organizations in the field of banking which deal with many customers with different characteristics. In recent years, Shahr Bank of Iran has faced many problems because of poor customer-orientedness and customer services. Therefore, to solve the existing problem, the current study concentrated on segmenting the customers of Shahr Bank based on their expected benefits. This study is applied in terms of purpose and descriptive-survey research in terms of data collection and analysis. To achieve the research objectives, through field studies and exploratory interviews with customers and banking experts, 165 benefits were extracted. Then, using expert questionnaires, the number of these benefits was reduced, and through factor analysis, nine factors were identified as the most important expected benefits. Moreover, using cluster analysis, four customer segments were extracted, namely benefit-oriented, peace-oriented, interest-oriented, and moderate ones. Finally, a suitable marketing solution was provided to the bank consistent with the most important features of the segments. For bank managers, this paper provides an appropriate view to identify customers' preferencesas an important factor in customer-orientedness and bank profitability.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":"14 1","pages":"629-648"},"PeriodicalIF":1.4,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47782682","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Dynamic Pricing; A Bibliometric Approach 动态定价；文献计量方法

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-06-07 DOI: 10.22059/IJMS.2021.315212.674336

Fatemeh Goli, M. Haghighinasab

{"title":"Dynamic Pricing; A Bibliometric Approach","authors":"Fatemeh Goli, M. Haghighinasab","doi":"10.22059/IJMS.2021.315212.674336","DOIUrl":"https://doi.org/10.22059/IJMS.2021.315212.674336","url":null,"abstract":"Dynamic pricing is a field of research that has gained acceptance in the scientific community and management literature. This paper aims to review the citations made in the literature on dynamic pricing and investigate the development of knowledge of this field of research. Bibliometric methods have been used to conduct this study, including scientific mapping of dynamic pricing. VOSviewer software has been used for scientific mapping. Five clusters in the co-citation were introduced by giving statistical and graphical information. A conceptual framework of perceived price fairness presented. The results show a growing trend in dynamic pricing. It has been shown that adequate studies have not been to identify the variables affecting dynamic pricing and to consider all the dimensions affecting the perceived fairness of price, and fewer studies have been conducted in the field of B2B research. The results of the study in all fields of bibliographic USA is dominant to other countries. This article is the first bibliographic study in the field of dynamic pricing and this article presents the research gap in this area and directs the perspective of future research. This article is useful for researchers and enthusiasts in the field of dynamic pricing.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43533949","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Customer well-being in Banking Industry: Conceptualization and Antecedents 银行业客户幸福感:概念与前提

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-05-29 DOI: 10.22059/IJMS.2021.312143.674266

B. Ranjbarian, M. Eshaghi, A. Ansari

{"title":"Customer well-being in Banking Industry: Conceptualization and Antecedents","authors":"B. Ranjbarian, M. Eshaghi, A. Ansari","doi":"10.22059/IJMS.2021.312143.674266","DOIUrl":"https://doi.org/10.22059/IJMS.2021.312143.674266","url":null,"abstract":"The current study aimed to apply the psychological life space theory to provide a comprehensive framework for the conceptualization of customer well-being in banking field. A grounded theory including open, axial and selective coding was employed. Theoretical sampling was applied to select candidates for an in-depth interview; data gathering was done by purposive sampling followed by selective sampling. By following a qualitative approach, a deeper insight was provided in regard to the role of banks in a variety of customers’ life domains. It was revealed that, primary brand associations could enhance customer well-being by affecting six customers’ life subdomains including, consuming, social, community, business, religious and daily life. Besides, it was found that five different images, namely, brand image, self-image, user image, bank’s employee image and bank’s competitor image inside customers’ mind, could contribute to the changes in the customer well-being. This study contributes to the literature, by proposing a new framework including new concepts and consequently, new relationships. Managerial implications along with limitations are discussed, as well.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46835002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Modeling the Institutional Factors Affecting the Exploitation of Entrepreneurial Opportunities in the Sports Tourism Industry, using an Interpretive-Structural Approach 用解释结构方法模拟影响体育旅游业创业机会开发的制度因素

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-05-24 DOI: 10.22059/IJMS.2021.312725.674275

R. Heydari, M. Keshtidar, A. D. Ghahfarokhi, M. Esfehani, Marko Perić, Farzaneh Oveysi Sani

{"title":"Modeling the Institutional Factors Affecting the Exploitation of Entrepreneurial Opportunities in the Sports Tourism Industry, using an Interpretive-Structural Approach","authors":"R. Heydari, M. Keshtidar, A. D. Ghahfarokhi, M. Esfehani, Marko Perić, Farzaneh Oveysi Sani","doi":"10.22059/IJMS.2021.312725.674275","DOIUrl":"https://doi.org/10.22059/IJMS.2021.312725.674275","url":null,"abstract":"The purpose of this study is to examine the most important institutional factors that support the exploitation of entrepreneurial opportunities within the sports tourism industry.The present study is a qualitative research based on data gathered from available documentary studies and semi-structured interviews conducted with 35experts in the field of sports tourism and sports entrepreneurship in Iran. The interpretive structural model (ISM) was used to analyze the data.According to the results of the research, 74 indicators were identified and classified under 11 institutional factors, including rule of law, government policies, social norms, social values, social beliefs, expert knowledge promotion, social knowledge promotion, public sector support, private sector support, complementary attraction,and information technology, at five hierarchical levels. Government policies and public sector support were identified as fifth-level factors that act as the model’s cornerstone. Finally, the research results suggest that for the growth of the sports tourism industry in developing countries such as Iran, other identified factors must also be involved in the growth of this industry.In this regard, the existence of an appropriate legal,normative, supportive, and educational environment will affect the ability and willingness of market participants to identify and take advantage of entrepreneurial opportunities in the emerging sports tourism industry.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47703050","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Identification of the most critical factors in bankruptcy prediction and credit classification of companies 确定破产预测中最关键的因素，并对公司进行信用分类

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-05-24 DOI: 10.22059/IJMS.2021.285398.673712

G. Jandaghi, A. Saranj, Reza Rajaei, A. Ghasemi, R. Tehrani

{"title":"Identification of the most critical factors in bankruptcy prediction and credit classification of companies","authors":"G. Jandaghi, A. Saranj, Reza Rajaei, A. Ghasemi, R. Tehrani","doi":"10.22059/IJMS.2021.285398.673712","DOIUrl":"https://doi.org/10.22059/IJMS.2021.285398.673712","url":null,"abstract":"Banks and financial institutions strive to develop and improve their credit risk evaluation methods to reduce financial loss resulting from borrowers’ financial default. Although in previous studies, a lot of variables exploited from financial statements had been used as the input to the bankruptcy prediction process such as financial ratios, seldom a machine learning method base on computing intelligence used to selection the most critical of them. In this research, the data from companies which were listed in Tehran`s stock exchange and OTC market during 26 years since 1992 to 2017 have been investigated as population and 218 companies have been selected as sample, and the method of an ant colony optimization algorithm with k-nearest neighbor have been used to feature selection and classify the companies. In this study, the problem of imbalanced dataset has been solved with sampling technic. The results have shown that variables such as EBIT to total sales, equity ratio, current ratio, cash ratio and debt ratio are the most effective factors in predicting the health status of companies. The accuracy of final research model is estimated the bankruptcy prediction ranges between 75.5% to 78.7% for the training and testing sample.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2021-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44713103","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

A Lot-Sizing Model for Non-Instantaneous Deteriorating Products Under Advance Payment and Non-Linear Partial Backlogging 预付和非线性部分积压条件下的非瞬时劣化产品批量模型

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-05-16 DOI: 10.22059/IJMS.2021.315463.674346

Sara Tavassoli, N. Manavizadeh, Aida Rezaei, M. Rabbani

引用次数: 0

Key Challenges in Big Data Startups: An Exploratory Study in Iran 大数据创业的关键挑战:伊朗的探索性研究

IF 1.4

Iranian Journal of Management Studies Pub Date : 2021-04-01 DOI: 10.22059/IJMS.2020.303163.674082

Farid Bahrami, Fatemeh Kanaani, E. Turkina, Moahammad Shahram Moin, M. Shahbazi

{"title":"Key Challenges in Big Data Startups: An Exploratory Study in Iran","authors":"Farid Bahrami, Fatemeh Kanaani, E. Turkina, Moahammad Shahram Moin, M. Shahbazi","doi":"10.22059/IJMS.2020.303163.674082","DOIUrl":"https://doi.org/10.22059/IJMS.2020.303163.674082","url":null,"abstract":"Due to the explosion of data in recent years and the increase in its commercial application, big data and its analytics have attracted the attention of governments, academics, and practitioners, especially the startups. At the same time, regarding the recent nature of the phenomenon, entrepreneurship literature lacks a thorough understanding of the contextual challenges experienced by big data startups. Therefore, this study aims to contribute to the literature of big data entrepreneurship by identifying the environmental challenges of big data startups and exploring the priority of these challenges in the context of Iran, a developing IT market country. For this purpose, our research method is comprised of two phases: identifying the challenges of big data startups' using in-depth interviews and questionnaire, and prioritizing such challenges based on experts' assessments using fuzzy analytic hierarchy process. Our findings revealed that lack of particular laws and policies for big data, lack of transparency, data mismanagement, financial challenges, technological and educational weaknesses, unawareness of big data advantages, and lack of willingness for utilizing it are the most significant challenges of big data startups in a developing context. The paper concludes with some policy and managerial recommendations for creating a supportive environment for startups.","PeriodicalId":51913,"journal":{"name":"Iranian Journal of Management Studies","volume":"14 1","pages":"273-289"},"PeriodicalIF":1.4,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45735964","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3