First of all please be sure that none of the solution on stackoverflow has not solved my problem (maybe it is caused from Entity Framework 6). I have 3 entities: Student, City and Region as below:
Entities:
public class Student
{
    public int ID { get; set; }
    public string Course { get; set; }  
    public int CityID { get; set; }
    public virtual City City { get; set; }
}
public class City
{
    public int ID { get; set; }        
    public string Name { get; set; }
    public int RegionID { get; set; }
    public virtual Region Region { get; set; }
    public virtual ICollection<Student> Students { get; set; }    
}
public class Region
{
    public int ID { get; set; }
    public string Name { get; set; }
    public virtual ICollection<City> Cities { get; set; } 
}
Controller:
public ActionResult Index_Read([DataSourceRequest] DataSourceRequest request)
    {
        var dataContext = repository.Students;
        var students = dataContext.ToDataSourceResult(request, m => new 
        {
            ID = m.ID,
            Course = m.Course,
            City = m.City.Name, //I can get City name and show it in View.
            MyRegionName = m.City.Region.Name //I can get region name and assign it to 
//"MyRegionName" parameter in JSON. However in View I cannot get it using "MyRegionName" paremeter  
        });           
        return Json(students, JsonRequestBehavior.AllowGet);
    }
View:
@model IEnumerable<Student>
@(Html.Kendo().Grid<Student>()
    .Name("Grid")
    .Columns(columns =>
    {
        columns.Bound(m => m.ID);
        columns.Bound(m => m.Course);
        columns.Bound(m => m.City);
        columns.Bound(m => m.MyRegionName);
    })
    .Pageable()
    .Sortable()
    .Filterable()
    .Scrollable()
    .Groupable()    
    .DataSource(dataSource => dataSource
        .Ajax()
        .Read(read => read.Action("Index_Read", "Student"))
    )        
)
Here is the point that may cause the problem in the Controller and View:
City = m.City.Name, //I can get City name and show it in View.
MyRegionName = m.City.Region.Name //I can get region name and assign it to the  "MyRegionName" parameter in JSON. However in View I cannot get it using "MyRegionName" paremeter.
May it be related to that there is City parameter in the Student entity. But there is no MyRegionName property in the City entity.
 
    