Financial Management Perspective

Keyword Index

A

Abnormal Earnings Growth model Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
Abnormal return Determinants of risky financial assets holding by industrial firms in Tehran Stock Exchange & contribution of these holdings to firm value [Volume 9, Issue 27, 2019, Pages 169-197]
Abnormal return Investor sentiment and Investing the Stock price performance after SEO [Volume 12, Issue 40, 2022, Pages 97-118]
Abnormal Returns The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]
Abnormal Returns The Role of Institutional Investors Herding on the Formation and Intensification of PEAD in the Short Period [Volume 12, Issue 40, 2022, Pages 49-68]
Abnormal Stock Return Firm reputation, risk, and stock return [Volume 14, Issue 48, 2024, Pages 34-54]
Accrual items Investigating the Marginal Impact of Product Market Competition on Performance by Changing at Different Levels of Earning Management in Companies Listed on the Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 117-144]
Accuracy-Efficiency Trade-off Optimizing the trade-off between accuracy and speed in stock price forecasting: An online adaptive ensemble learning framework based on differential evolution [Volume 15, Issue 3, 2025, Pages 54-77]
Active Portfolio Management Enhanced Index Tracking via Omega-CVaR Optimization: A Downside Risk Perspective [Volume 16, Issue 1, 2026, Pages 9-37]
Adaptive Market Hypothesis A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
Adjustment and Anchoring Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
Agency The Effect of Corporate Financing on Asymmetric Cost Behavior With Emphasis on the Moderating Role of Internal Control, Representation and Governance Mechanisms [Volume 13, Issue 44, 2023, Pages 9-32]
Agency Cost Corporate Governance and Agency Cost (Model-based Approach) and the Mediating Role of Financial Policies [Volume 12, Issue 39, 2022, Pages 33-61]
Agency Costs The Effect of Financial Flexibility on Investment Efficiency: The Moderating Role of Conditional Conservatism and Agency Costs [Volume 15, Issue 4, 2025, Pages 31-54]
Agency Problems The effect of Agency Problems on Relationship between Institutional Investor's Short-Term Time Horizon and Stock Price Crash Risk [Volume 11, Issue 34, 2021, Pages 117-144]
Agency Theory The Effect of Information Transparency on Firm Value: The Moderating Role of Industry Competitiveness [Volume 14, Issue 47, 2024, Pages 89-107]
Agency Theory Designing a Model of Fundamental Factors of Information Asymmetry within the Framework of Agency Theory [Volume 15, Issue 2, 2025, Pages 104-124]
Algorithmic Trading Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
Analytical reports The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
Analytic Hierarchy Process (AHP) The moderating role of external monitoring in Prioritizing Investors' Beliefs and Factors Influencing Those Beliefs in the Iran Capital Market Using Multi-Criteria Decision Making Methods [Volume 9, Issue 28, 2019, Pages 9-38]
Aquila metaheuristic optimization algorithm An Intelligent Integrated Framework for Return Prediction, Asset Selection, and Portfolio Optimization Based on Ensemble Learning and the Aquila meta-heuristic optimization algorithm [Volume 15, Issue 4, 2025, Pages 9-30]
Arbitrage Miss pricing, continuation of arbitrage and returns of Exchange Traded Funds in Iran [Volume 8, Issue 23, 2018, Pages 105-126]
Arbitrage Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
Arbitrage restrictions violation The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
Archimedean Copula Robust Portfolio Optimization Based on Conditional Value-at-Risk Using GJR-GARCH and Asymmetric Dependence [Volume 16, Issue 1, 2026, Pages 55-80]
ARDL Day Features and Stock Market Performance [Volume 13, Issue 44, 2023, Pages 33-58]
ARDL method Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]
Arms Index Investigating the effect of Investor Sentiment on the stock price crash risk in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 9-30]
Artificial Intelligence Methods Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
Artificial Neural Network Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
Artificial Neural Network Sustainable policy-making of financial systems in crisis situations with modelling based on artificial neural networks [Volume 12, Issue 38, 2022, Pages 103-129]
Artificial Neural Network Optimal Daily scalping trading portfolio based on interval-valued prediction with ANN approach [Volume 12, Issue 39, 2022, Pages 103-120]
Artificial Neural Networks Modeling variables affecting investment efficiency based on the combination of artificial neural networks and the optimization algorithm of cumulative movement of particles [Volume 13, Issue 42, 2023, Pages 35-62]
Asset Price Bubbles Analysis of Factors Affecting Systemic Risk of Banks During Price Bubble Periods Using a Machine Learning Approach [Volume 15, Issue 3, 2025, Pages 9-32]
Asset pricing Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
Assets Pricing Models Behavioral Analysis of Stock Returns Based on Assets Pricing Models in the Framework of Prospect Theory: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 11, Issue 36, 2021, Pages 91-118]
Assets under management Analysis of the Impact of Stock Market Yield Fluctuations on the Assets Under Management of Fixed-Income Funds: Examining Periods of Upturns and Downturns [Volume 14, Issue 47, 2024, Pages 59-88]
Asymmetric Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors [Volume 12, Issue 37, 2022, Pages 9-35]
Asymmetric Cost Behavior The Effect of Corporate Financing on Asymmetric Cost Behavior With Emphasis on the Moderating Role of Internal Control, Representation and Governance Mechanisms [Volume 13, Issue 44, 2023, Pages 9-32]
Asymmetric TVP-VAR Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach [Volume 13, Issue 43, 2023, Pages 133-154]
Auditor Selection Concern About Information Spillover and Choosing Auditor [Volume 14, Issue 46, 2024, Pages 9-31]
Audit Quality The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
Audit Quality Tax Avoidance and Audit Quality with Emphasis on the Role of Management Conservatism: Evidence from Data Mining of Influencing Variables [Volume 15, Issue 4, 2025, Pages 98-125]
Augmented Dicky Fuller The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
Auto Regression Designing a Model for Projection of Tehran Exchange Return Employing Autoregressive Moving Average (ARMA) and Autoregressive Moving Average with External Inputs (ARMAX) Models and Assessing the Performance Thereof [Volume 8, Issue 22, 2018, Pages 135-158]
Auto Regression Moving Average Designing a Model for Projection of Tehran Exchange Return Employing Autoregressive Moving Average (ARMA) and Autoregressive Moving Average with External Inputs (ARMAX) Models and Assessing the Performance Thereof [Volume 8, Issue 22, 2018, Pages 135-158]
Autoregressive Moving Average with External Inputs Designing a Model for Projection of Tehran Exchange Return Employing Autoregressive Moving Average (ARMA) and Autoregressive Moving Average with External Inputs (ARMAX) Models and Assessing the Performance Thereof [Volume 8, Issue 22, 2018, Pages 135-158]

B

Bad Customers Development and Explanation of Bank Customers' Credit System Based on Hybrid Learning Models: A Case Study of Bank Mellat [Volume 12, Issue 37, 2022, Pages 69-94]
Balanced Scorecard Designing the strategy Map of Investment Banking companies [Volume 8, Issue 23, 2018, Pages 127-151]
Bank Credits Explaining Factor Model Affecting Iranian Bank Credits Using Fuzzy Delphi Approach [Volume 8, Issue 21, 2018, Pages 115-131]
Bank Financial Variables Analysis of Factors Affecting Systemic Risk of Banks During Price Bubble Periods Using a Machine Learning Approach [Volume 15, Issue 3, 2025, Pages 9-32]
Banking Network Structure Features Analysis of Factors Affecting Systemic Risk of Banks During Price Bubble Periods Using a Machine Learning Approach [Volume 15, Issue 3, 2025, Pages 9-32]
Banking Performance the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
Banking System Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
Bank liquidity creation Investigating the Impact of Liquidity Creation on Profitability and Financial Stability of Banks [Volume 12, Issue 38, 2022, Pages 51-73]
Bank loans Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
Bankruptcy Risk Firm reputation, risk, and stock return [Volume 14, Issue 48, 2024, Pages 34-54]
Banks Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
Bank Size Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
Banks Listed in Tehran Stock Exchange Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange – By Using DCC Approach [Volume 13, Issue 41, 2023, Pages 9-36]
BART Experiment The Initial Investment Experience of Novice Investors on Their Future Behavior Through Risk Perception [Volume 14, Issue 47, 2024, Pages 108-129]
Bayesian Approach Analyzing volatility of Tehran stock exchange using MSBVAR-DCC model [Volume 8, Issue 22, 2018, Pages 97-112]
Bayesian methods Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2020, Pages 131-158]
Bbank risk taking Using convolutional neural networks to model the relationship between institutional investors' horizons and bank risk-taking [Volume 15, Issue 2, 2025, Pages 54-80]
Bear market Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]
Behavioral Asset Pricing Models Factor Investing: A Decomposition of Returns into Risk and Mispricing [Volume 15, Issue 1, 2025, Pages 82-110]
Behavioral Bias Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]
Behavioral Bias The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
Behavioral Bias The role of market entry time in strengthening or weakening the investors' Disposition Effect [Volume 14, Issue 46, 2024, Pages 33-58]
Behavioral biases Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
Behavioral biases Identifying Behavioral Biases Affecting Fund Performance in Investment Fund Managers [Volume 16, Issue 1, 2026, Pages 38-54]
Behavioral Finance Exploration and ranking Characterestics of Successful Mutual Fund Managers Registered at Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 139-164]
Behavioral Finance Dynamics of Herding Behavior and Momentum Effects: Evidence from the Iran Capital Market [Volume 9, Issue 26, 2019, Pages 121-145]
Behavioral Finance A Model for Syntactic Investigation between Risk taking, Personal and Cultural properties on Herding Behavior in Tehran Stock Exchange. [Volume 9, Issue 28, 2019, Pages 65-90]
Behavioral Finance Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]
Behavioral Finance Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
Behavioral Finance Designing a model to explain the impact of investors' emotions on financial decisions, stock returns and economic volatility [Volume 12, Issue 40, 2022, Pages 145-171]
Behavioral Finance Day Features and Stock Market Performance [Volume 13, Issue 44, 2023, Pages 33-58]
Behavioral Finance The role of market entry time in strengthening or weakening the investors' Disposition Effect [Volume 14, Issue 46, 2024, Pages 33-58]
Behavioral Finance The Initial Investment Experience of Novice Investors on Their Future Behavior Through Risk Perception [Volume 14, Issue 47, 2024, Pages 108-129]
Behavioral Finance The Effect of Overconfidence of the Manager and Internal Financing on the Scale of Investment Efficiency [Volume 14, Issue 48, 2024, Pages 119-139]
Belief The moderating role of external monitoring in Prioritizing Investors' Beliefs and Factors Influencing Those Beliefs in the Iran Capital Market Using Multi-Criteria Decision Making Methods [Volume 9, Issue 28, 2019, Pages 9-38]
Bias and ROA Investigate the effect of ROA in companies listed on Tehran Stock Exchange [Volume 8, Issue 21, 2018, Pages 51-69]
Blau Index Examining the Moderating Role of Board Independence and Business Environment Dynamism on the Relationship between Board Diversity and the Marginal Value of Cash [Volume 15, Issue 3, 2025, Pages 78-100]
Block trading Investigating the Effect of Block Trading Mechanisms on Stock Liquidity in the Listed Companies on the Tehran Stock Exchange [Volume 15, Issue 3, 2025, Pages 101-120]
Bloomberg Industrial Metals Index Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]
Board Composition The Impact of Corporate Governance on Working Capital Management Efficiency of Firms Accepted in Tehran Stock Exchange [Volume 7, Issue 20, 2017, Pages 55-70]
Board Diversity Examining the Moderating Role of Board Independence and Business Environment Dynamism on the Relationship between Board Diversity and the Marginal Value of Cash [Volume 15, Issue 3, 2025, Pages 78-100]
Board Independence Examining the Moderating Role of Board Independence and Business Environment Dynamism on the Relationship between Board Diversity and the Marginal Value of Cash [Volume 15, Issue 3, 2025, Pages 78-100]
Bootstrap Comparison and Evaluation of Portfolio Insurance Strategies Using Bootstrap Block Simulation (Case Study: Parsian Insurance) [Volume 9, Issue 25, 2019, Pages 147-167]
Bubble The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
Bubble Burst The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
Bull market Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]
Burse Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach [Volume 13, Issue 43, 2023, Pages 133-154]
Business Environment Dynamism Examining the Moderating Role of Board Independence and Business Environment Dynamism on the Relationship between Board Diversity and the Marginal Value of Cash [Volume 15, Issue 3, 2025, Pages 78-100]
Business Risk Management The Effect of Business risk management and Life Cycle on Debt Capacity of the Companies Listed in Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 145-171]

C

Calendar Anomaly (The Months Of Ramadan and Muharram) Examining the Return and the Return Volatility of Investment Industry in the Months of Ramadan and Muharram [Volume 6, Issue 15, 2016, Pages 25-41]
CAMELS Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
Capital adequacy Investigate the Functional Appropriateness of Capital Ratios in Iranian Banks [Volume 8, Issue 21, 2018, Pages 95-113]
Capital asset pricing The Explanatory Power of Higher Systematic Moment in Conditional Capital Asset Pricing Model [Volume 9, Issue 27, 2019, Pages 9-28]
Capital Assets Pricing Model- Fuzzy Least Squares- Beta- Market Returns- Stock Returns Capital Assets Pricing Model with Fuzzy Return [Volume 8, Issue 22, 2018, Pages 73-96]
Capital cost Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
Capital Flow Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023, Pages 59-82]
Capital Market Designing a Model for Projection of Tehran Exchange Return Employing Autoregressive Moving Average (ARMA) and Autoregressive Moving Average with External Inputs (ARMAX) Models and Assessing the Performance Thereof [Volume 8, Issue 22, 2018, Pages 135-158]
Capital Market Stock Price Manipulation in the Iran Stock Market Using VAE-LSTM Hybrid Model [Volume 14, Issue 46, 2024, Pages 133-161]
Capital Market The Effect of Central Bank Policies (Interbank Interest Rate) on Capital Market Performance with the Dynamic Stochastic General Equilibrium Model [Volume 14, Issue 46, 2024, Pages 163-190]
Capital market development Scenario planning of factors affecting market capitalization of Tehran stock exchange using system dynamics approach [Volume 9, Issue 26, 2019, Pages 33-68]
Capital market growth The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
Capital market incentives Manipulation of operational cash flows: Empirical evidence in the Iranian capital market [Volume 13, Issue 44, 2023, Pages 101-126]
Capital Market Instability Future research of the key drivers affecting the instability of Iran's capital market [Volume 13, Issue 43, 2023, Pages 103-132]
Capital structure The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
Capital structure The Effect of COVID-19 Pandemic on Capital Structure Speed of Adjustment [Volume 13, Issue 44, 2023, Pages 127-149]
Capital structure Examining the Moderating Role of Corporate Financial Constraints in the Relationship between Financialization and Technological Innovation [Volume 15, Issue 4, 2025, Pages 77-97]
Cardinality Constraint A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
Cardinality constraints Cardinality-constrained Value at Risk based Portfolio Optimization Using Krill Herd Metaheuristic Algorithm (Case study: Tehran Stock Exchange) [Volume 12, Issue 39, 2022, Pages 147-169]
Cash balance Cash flow forecasting using Continuous-Time Stochastic Processes [Volume 12, Issue 37, 2022, Pages 123-145]
Cash Flow Cash flow forecasting using Continuous-Time Stochastic Processes [Volume 12, Issue 37, 2022, Pages 123-145]
Cash Inflows (Outflows) Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
Catering Theory Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
CCAPM Analysis of Equity Premium Puzzle and study of Pitfalls in Estimating the Coefficient of Relative Risk Aversion in Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 51-74]
CEO power The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
Chain Marmarok The Analysis of the Tehran Stock Exchange Index in the Framework of Markov Chains [Volume 9, Issue 25, 2019, Pages 31-57]
CIR model Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange [Volume 13, Issue 41, 2023, Pages 91-115]
Clarification announcements The effectiveness of investors' decision-making from legal requirements in the capital market [Volume 14, Issue 45, 2024, Pages 9-36]
CNN Presenting an Optimized CNN-LSTM Model for Stock Price Forecasting in the Tehran Stock Exchange [Volume 14, Issue 45, 2024, Pages 123-147]
CoCoSo A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
Cognitive Ability The Impact of Cognitive Ability and Faith in Intuition on Investors' Trading Strategies and Performance of Perfesional Investors in Tehran Securities Exchange [Volume 9, Issue 28, 2019, Pages 143-164]
Collateral Liquidity Estimating Loss Given Default Considering Firm’s Debt Structure and Collateral Liquidity: A Case Study of Selected Firms Listed on the Iranian Capital Market [Volume 14, Issue 45, 2024, Pages 85-122]
Common Auditor Concern About Information Spillover and Choosing Auditor [Volume 14, Issue 46, 2024, Pages 9-31]
Company Information Envirement The Impact of Information Supply and Demand on Stock Price synchronicity in Tehran Stock Exchange [Volume 15, Issue 3, 2025, Pages 121-143]
Company Size The Effect of Free Cash Flows on Stock Crash Risk with Focused on the Role of Earnings Smoothing [Volume 12, Issue 40, 2022, Pages 29-48]
Complex Network Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange – By Using DCC Approach [Volume 13, Issue 41, 2023, Pages 9-36]
Composite Index Computation of Financial Inclusion Composite Index in Iran [Volume 11, Issue 33, 2021, Pages 193-215]
Composite Index Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]
Conditional Conservatism Relationship between Stock Price Crash Risk and Structure of Financial Statements [Volume 9, Issue 28, 2019, Pages 39-63]
Conditional Conservatism The Effect of Financial Flexibility on Investment Efficiency: The Moderating Role of Conditional Conservatism and Agency Costs [Volume 15, Issue 4, 2025, Pages 31-54]
Conditional idiosyncratic volatility Determinants of idiosyncratic volatility of stock returns listed firms in Tehran Stock Exchange [Volume 9, Issue 26, 2019, Pages 97-119]
Conditional Value at Risk Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
Conditional Value at Risk Cardinality-constrained Value at Risk based Portfolio Optimization Using Krill Herd Metaheuristic Algorithm (Case study: Tehran Stock Exchange) [Volume 12, Issue 39, 2022, Pages 147-169]
Conditional Value at Risk Modeling Systemic Risk Dynamics in Iranian Financial Markets: A Multi Regime Framework Integrating ARIMA, DCC GARCH, GMM, and Markov Switching Models [Volume 15, Issue 1, 2025, Pages 138-160]
Conditional Value-at-Risk An Intelligent Integrated Framework for Return Prediction, Asset Selection, and Portfolio Optimization Based on Ensemble Learning and the Aquila meta-heuristic optimization algorithm [Volume 15, Issue 4, 2025, Pages 9-30]
Conditional Value-at-Risk (CVaR) Enhanced Index Tracking via Omega-CVaR Optimization: A Downside Risk Perspective [Volume 16, Issue 1, 2026, Pages 9-37]
Conditional Value-at-Risk (CVaR) Robust Portfolio Optimization Based on Conditional Value-at-Risk Using GJR-GARCH and Asymmetric Dependence [Volume 16, Issue 1, 2026, Pages 55-80]
Conditional Variance Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
Conservative Management Tax Avoidance and Audit Quality with Emphasis on the Role of Management Conservatism: Evidence from Data Mining of Influencing Variables [Volume 15, Issue 4, 2025, Pages 98-125]
Contagion Effect Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023, Pages 59-82]
Contrarian investment strategy- Cumulative abnormal return Evaluation of Shareholders’ Overreaction and its Comparison in Small and Large Companies (Case Study: Accepted Companies in Tehran Stock Exchange) [Volume 9, Issue 25, 2019, Pages 59-76]
Convolutional neural networks Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
Convolutional neural networks Using convolutional neural networks to model the relationship between institutional investors' horizons and bank risk-taking [Volume 15, Issue 2, 2025, Pages 54-80]
Coppola functions Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
Copula Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
Copula-GARCH Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
Corporate Financialization Examining the Moderating Role of Corporate Financial Constraints in the Relationship between Financialization and Technological Innovation [Volume 15, Issue 4, 2025, Pages 77-97]
Corporate Governance Examining the interrelationships of corporate governance, liquidity and performance using the system of simultaneous equations [Volume 6, Issue 15, 2016, Pages 81-110]
Corporate Governance The Impact of Corporate Governance on Working Capital Management Efficiency of Firms Accepted in Tehran Stock Exchange [Volume 7, Issue 20, 2017, Pages 55-70]
Corporate Governance Determinants of risky financial assets holding by industrial firms in Tehran Stock Exchange & contribution of these holdings to firm value [Volume 9, Issue 27, 2019, Pages 169-197]
Corporate Governance Develop the principles of corporate governance for the Iran capital market [Volume 10, Issue 31, 2020, Pages 29-52]
Corporate Governance the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
Corporate Governance Corporate Governance and Agency Cost (Model-based Approach) and the Mediating Role of Financial Policies [Volume 12, Issue 39, 2022, Pages 33-61]
Corporate Investment High Growth Sale, Leading in Industry and the Impacts of Product Market Competition on the Corporate Investment [Volume 8, Issue 22, 2018, Pages 29-49]
Corporate Social Responsibility- Market Value Added-Financial Performance The Mediating Effect Of financial Performance On The Relationship Between Corporate Social Responsibility And Market Value-Added (Study: At Listed Companies in The Tehran Stock Exchange) [Volume 7, Issue 20, 2017, Pages 97-114]
Corporate Transparency-Voluntary disclosure_Utilizing Rules-Agent Based Simulation Designing Utilizing Rules for Corporate Transparency of Listed Issuers in Tehran Stock Exchange(TSE) [Volume 7, Issue 20, 2017, Pages 71-95]
Covid 19 disease The Information Content of Covid 19 Outbreak Announcement in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 119-143]
COVID-19 Pandemic The Effect of COVID-19 Pandemic on Capital Structure Speed of Adjustment [Volume 13, Issue 44, 2023, Pages 127-149]
Credit and Business Cycles The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
Credit and Business Cycles Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]
Credit Conditions Explaining Factor Model Affecting Iranian Bank Credits Using Fuzzy Delphi Approach [Volume 8, Issue 21, 2018, Pages 115-131]
Credit Risk Investigating the Effect of Default Risk on Individual Stocks Returns using Stocks listed in Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 133-168]
Credit Risk Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
Credit Risk Development and Explanation of Bank Customers' Credit System Based on Hybrid Learning Models: A Case Study of Bank Mellat [Volume 12, Issue 37, 2022, Pages 69-94]
Crisis Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]
Cross-Validation Interpreting Forecast the Return of the Price Index of Manufacturing Industries in the Tehran Stock Exchange Using Explainable Ensemble Learning [Volume 14, Issue 48, 2024, Pages 55-78]
Cultural Variables A Model for Syntactic Investigation between Risk taking, Personal and Cultural properties on Herding Behavior in Tehran Stock Exchange. [Volume 9, Issue 28, 2019, Pages 65-90]
Currency Buyers Behavior Providing a model of the behavior of buyers and sellers in country currency with a structural-interpretive approach [Volume 12, Issue 38, 2022, Pages 161-189]
Currency Traders Behavior Providing a model of the behavior of buyers and sellers in country currency with a structural-interpretive approach [Volume 12, Issue 38, 2022, Pages 161-189]

D

Day characteristics Day Features and Stock Market Performance [Volume 13, Issue 44, 2023, Pages 33-58]
Debt Capacity The Effect of Business risk management and Life Cycle on Debt Capacity of the Companies Listed in Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 145-171]
Debt granularity Investigating Factors Affecting Debt Policies of Companies Accepted in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 51-72]
Debt maturity Investigating Factors Affecting Debt Policies of Companies Accepted in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 51-72]
Debt policy Investigating Factors Affecting Debt Policies of Companies Accepted in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 51-72]
Debt ratio Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
Debt specialization Investigating Factors Affecting Debt Policies of Companies Accepted in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 51-72]
Debt Structure Estimating Loss Given Default Considering Firm’s Debt Structure and Collateral Liquidity: A Case Study of Selected Firms Listed on the Iranian Capital Market [Volume 14, Issue 45, 2024, Pages 85-122]
Debt Yield Designing a prediction model for longterm stock return with nonparametric simulation of debt security return [Volume 8, Issue 21, 2018, Pages 133-155]
Decision Readability of Financial Statements and the Sensitivity of Investors to Use of Accounting Information [Volume 8, Issue 23, 2018, Pages 87-103]
Decision Tree Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
Decline The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2020, Pages 159-188]
DECO-GJR-GARCH Model Investigating The Leverage effect and The Volatility Spillover among Exchange rate, pharmaceutical and Food industry index in Tehran stock market [Volume 13, Issue 44, 2023, Pages 83-99]
Deep Learning Comparative Evaluation of Markowitz Approach with a New Hybrid Method to Create an Optimal Portfolio Using Deep DNN Learning Method and Gravitational Search Algorithm. [Volume 9, Issue 28, 2019, Pages 165-188]
Deep Learning Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
Deep Learning Portfolio optimization with return prediction using LSTM, Random forest, and ARIMA [Volume 13, Issue 43, 2023, Pages 9-28]
Deep Learning Presenting an Optimized CNN-LSTM Model for Stock Price Forecasting in the Tehran Stock Exchange [Volume 14, Issue 45, 2024, Pages 123-147]
Deep Learning Stock Price Manipulation in the Iran Stock Market Using VAE-LSTM Hybrid Model [Volume 14, Issue 46, 2024, Pages 133-161]
Deep Learning Predicting Iran's Yield Curve: Combining Factor Model with Machine Learning Approach [Volume 15, Issue 1, 2025, Pages 9-39]
Deep learning network Using convolutional neural networks to model the relationship between institutional investors' horizons and bank risk-taking [Volume 15, Issue 2, 2025, Pages 54-80]
Deep neural network The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
Deep neural network A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
Default Investigating the Effect of Default Risk on Individual Stocks Returns using Stocks listed in Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 133-168]
Default Risk The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
Default Risk Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
Delphi Identifying risk factors and their causal dependencies in startups: A Delphi-DEMATEL study in the context of Iranian venture capital [Volume 15, Issue 3, 2025, Pages 33-53]
DEMATEL Identifying risk factors and their causal dependencies in startups: A Delphi-DEMATEL study in the context of Iranian venture capital [Volume 15, Issue 3, 2025, Pages 33-53]
DEMATELTechnique The moderating role of external monitoring in Prioritizing Investors' Beliefs and Factors Influencing Those Beliefs in the Iran Capital Market Using Multi-Criteria Decision Making Methods [Volume 9, Issue 28, 2019, Pages 9-38]
Developing Social Responsibilities Examining the Role of Intellectual Capital and Developing Social Responsibility in Creating Economic Value Added [Volume 15, Issue 1, 2025, Pages 111-137]
Development The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
Discounted Cash Flow Model Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
Discretionary Current Accruals Earnings management in the years after the initial public offering and its effect on the long-run stock performance [Volume 15, Issue 1, 2025, Pages 40-62]
Discretionary Long-term Accruals Earnings management in the years after the initial public offering and its effect on the long-run stock performance [Volume 15, Issue 1, 2025, Pages 40-62]
Disposition Effect Dynamics of the Behavior of Individual Investors in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 101-120]
Disposition Effect Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
Disposition Effect The role of market entry time in strengthening or weakening the investors' Disposition Effect [Volume 14, Issue 46, 2024, Pages 33-58]
Distance to default Investigating the Effect of Default Risk on Individual Stocks Returns using Stocks listed in Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 133-168]
Distress Distinction Criteria’s Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
Diversification The effect of Gold on Portfolio Diversification:The case of indexed portfolios from Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 81-107]
Dividend Discounted Model Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
Dividend ratio Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
Dividend Reporting Information Content Investigating the Logical Behavior of Tehran Stock Exchange Based on the Failure of the trend performance criteria [Volume 9, Issue 26, 2019, Pages 69-96]
DUVOL The Relationship Between Dividend Payments And Stock Price Cash Risk In The Companies Listed On The Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 9-28]
Dynamic Conditional Correlation Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange – By Using DCC Approach [Volume 13, Issue 41, 2023, Pages 9-36]
Dynamic Conditional Correlation Modeling Systemic Risk Dynamics in Iranian Financial Markets: A Multi Regime Framework Integrating ARIMA, DCC GARCH, GMM, and Markov Switching Models [Volume 15, Issue 1, 2025, Pages 138-160]
Dynamic Conditional Correlation model Investigating the dynamics of Volatility relationships in the selected cryptocurrencies [Volume 13, Issue 41, 2023, Pages 37-58]
Dynamic Panel The Effect of Ownership Structure on the Corporate Financial Performance in Tehran Stock Exchange: a Dynamic Panel Data Analysis [Volume 13, Issue 42, 2023, Pages 63-90]
Dynamic Panel Data Approach The Effects of Exchange Rate Volatility and Entry of Real Shareholders on the Return on Assets in the Food and Drink Companies of Tehran Stock Exchange (Dynamic Panel Data Approach) [Volume 12, Issue 39, 2022, Pages 121-145]
Dynamic Pricing Models Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
Dynamic Stochastic General Equilibrium Model The Effect of Central Bank Policies (Interbank Interest Rate) on Capital Market Performance with the Dynamic Stochastic General Equilibrium Model [Volume 14, Issue 46, 2024, Pages 163-190]

E

Earning Announcement The Role of Institutional Investors Herding on the Formation and Intensification of PEAD in the Short Period [Volume 12, Issue 40, 2022, Pages 49-68]
Earnings management Investigating the Marginal Impact of Product Market Competition on Performance by Changing at Different Levels of Earning Management in Companies Listed on the Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 117-144]
Earnings management Earnings management in the years after the initial public offering and its effect on the long-run stock performance [Volume 15, Issue 1, 2025, Pages 40-62]
Earning Smoothing The Effect of Free Cash Flows on Stock Crash Risk with Focused on the Role of Earnings Smoothing [Volume 12, Issue 40, 2022, Pages 29-48]
Economic Policy Uncertainty The Puzzle of Policy Uncertainty and Stock Market Volatility: Evidence from the Iran's economy [Volume 15, Issue 4, 2025, Pages 55-76]
Economic Policy Uncertainty Sustainability Disclosure and Corporate Financial Flexibility: Moderating Role of Economic Policy Uncertainty [Volume 16, Issue 1, 2026, Pages 81-100]
Economic sentiments Managerial confidence and Economic sentiments Index design for listed company's managers of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 245-272]
Economic Value Added Examining the Role of Intellectual Capital and Developing Social Responsibility in Creating Economic Value Added [Volume 15, Issue 1, 2025, Pages 111-137]
Efficient Market Hypothesis A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
Emerging Technologies Identifying and Evaluating the Effective Fields of Metaverse in Financial Flexibility: Future Perspectives of the Capital Market [Volume 14, Issue 46, 2024, Pages 59-91]
Employee Training Expenses The moderating role of education and R&D expenses on the relationship between labor investment efficiency and operating cash flow volatility: Evidence from listed company on TSE (Tehran Stock Exchange) [Volume 14, Issue 45, 2024, Pages 37-58]
Enhanced Index Tracking Enhanced Index Tracking via Omega-CVaR Optimization: A Downside Risk Perspective [Volume 16, Issue 1, 2026, Pages 9-37]
Ensemble learning An Intelligent Integrated Framework for Return Prediction, Asset Selection, and Portfolio Optimization Based on Ensemble Learning and the Aquila meta-heuristic optimization algorithm [Volume 15, Issue 4, 2025, Pages 9-30]
Entropy Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]
Entry of Real Shareholders. Return on Assets The Effects of Exchange Rate Volatility and Entry of Real Shareholders on the Return on Assets in the Food and Drink Companies of Tehran Stock Exchange (Dynamic Panel Data Approach) [Volume 12, Issue 39, 2022, Pages 121-145]
Equity premium Analysis of Equity Premium Puzzle and study of Pitfalls in Estimating the Coefficient of Relative Risk Aversion in Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 51-74]
Evaluation of Drivers Future research of the key drivers affecting the instability of Iran's capital market [Volume 13, Issue 43, 2023, Pages 103-132]
Excess Stock Return Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
Exchange Factors Affecting the Quality of Integrated Financial Reporting and Internal Control of Active Companies on the Tehran Stock Exchange [Volume 14, Issue 47, 2024, Pages 35-58]
Exchange rate Dynamics of the shock of markets in parallel with the Stock Market on Stock Return (An approach of the models of time parameter change) [Volume 8, Issue 23, 2018, Pages 61-85]
Exchange rate The Effect of Information and Communication Technology Development on Stock Market Fluctuations in Iran [Volume 12, Issue 39, 2022, Pages 83-102]
Exchange Rate Fluctuations Relationship monetary policies and changes in exchange rate with herding behavior [Volume 14, Issue 45, 2024, Pages 59-83]
Exchange Rate Risk Effect of Exchange Rate Risk on Market Liquidity Risk in Tehran Stock Exchange [Volume 13, Issue 43, 2023, Pages 79-101]
Exchange rate volatility The Effects of Exchange Rate Volatility and Entry of Real Shareholders on the Return on Assets in the Food and Drink Companies of Tehran Stock Exchange (Dynamic Panel Data Approach) [Volume 12, Issue 39, 2022, Pages 121-145]
Exchange-Traded Fund Identification and Validation of Barriers and Enabling Factors for Successful Implementation of Privatization through Exchange-Traded Funds (ETFs) [Volume 15, Issue 2, 2025, Pages 125-148]
Exchange traded funds Feedback Trading Strategy and Investors Behavior in Exchange Traded Fund in Iran [Volume 13, Issue 42, 2023, Pages 91-116]
Exchange-Traded Funds (ETFs) Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
Expected Loss Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
Expert power The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
Explainable Artificial Intelligence Interpreting Forecast the Return of the Price Index of Manufacturing Industries in the Tehran Stock Exchange Using Explainable Ensemble Learning [Volume 14, Issue 48, 2024, Pages 55-78]
External Monitoring The moderating role of external monitoring in influencing the technical and institutional dimensions of corporate social responsibility on profitability [Volume 9, Issue 27, 2019, Pages 109-132]
Extreme Learning Machine (ELM) Optimizing the trade-off between accuracy and speed in stock price forecasting: An online adaptive ensemble learning framework based on differential evolution [Volume 15, Issue 3, 2025, Pages 54-77]
Extreme value theory Modeling and Comparison of the Distribution Models of Tehran Stock Exchange Index [Volume 9, Issue 27, 2019, Pages 29-50]
Extreme value theory Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange – By Using DCC Approach [Volume 13, Issue 41, 2023, Pages 9-36]
Extreme Value Theory (EVT) Robust Portfolio Optimization Based on Conditional Value-at-Risk Using GJR-GARCH and Asymmetric Dependence [Volume 16, Issue 1, 2026, Pages 55-80]
EXTR_SIGMA The Relationship Between Dividend Payments And Stock Price Cash Risk In The Companies Listed On The Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 9-28]

F

Factor Investing Factor Investing: A Decomposition of Returns into Risk and Mispricing [Volume 15, Issue 1, 2025, Pages 82-110]
Factor model Predicting Iran's Yield Curve: Combining Factor Model with Machine Learning Approach [Volume 15, Issue 1, 2025, Pages 9-39]
Factor Models The Effect of the Mispricing on Stock Returns: An Application of the Five-Factor Model [Volume 9, Issue 28, 2019, Pages 117-142]
Failure of Long-Term Trends Performance criteria and Dividend Investigating the Logical Behavior of Tehran Stock Exchange Based on the Failure of the trend performance criteria [Volume 9, Issue 26, 2019, Pages 69-96]
Failure of Short-Term Trends in Performance criteria and Dividend Investigating the Logical Behavior of Tehran Stock Exchange Based on the Failure of the trend performance criteria [Volume 9, Issue 26, 2019, Pages 69-96]
Faith In Intuition The Impact of Cognitive Ability and Faith in Intuition on Investors' Trading Strategies and Performance of Perfesional Investors in Tehran Securities Exchange [Volume 9, Issue 28, 2019, Pages 143-164]
Fama and French Models Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
Fama and French three-factor model The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
Fama and French three-factor model Human Capital-based four-factor asset pricing model test: Evidence from the Tehran Stock Exchange [Volume 15, Issue 1, 2025, Pages 63-81]
Fama–MacBeth Models Behavioral Analysis of Stock Returns Based on Assets Pricing Models in the Framework of Prospect Theory: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 11, Issue 36, 2021, Pages 91-118]
Fast Fourier Transform Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]
Fava The Effect of Information and Communication Technology Development on Stock Market Fluctuations in Iran [Volume 12, Issue 39, 2022, Pages 83-102]
Feature Selection Algorithm The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
Feedback trading Feedback Trading Strategy and Investors Behavior in Exchange Traded Fund in Iran [Volume 13, Issue 42, 2023, Pages 91-116]
F.F Model Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
Financial Behavior The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
Financial Constraints Examining the Moderating Role of Corporate Financial Constraints in the Relationship between Financialization and Technological Innovation [Volume 15, Issue 4, 2025, Pages 77-97]
Financial Cycle Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]
Financial Distress The Effect of Restructuring on Financial Recovery with Emphasis on Corporate life cycle at TSE [Volume 9, Issue 26, 2019, Pages 147-170]
Financial Distress The Effect of Working Capital Information in Predicting Financial Distress Based on Combination of Artificial Neural Network and Particle Swarm Optimization Algorithm [Volume 12, Issue 38, 2022, Pages 75-101]
Financial Economy The Effect of the Mispricing on Stock Returns: An Application of the Five-Factor Model [Volume 9, Issue 28, 2019, Pages 117-142]
Financial Exclusion Computation of Financial Inclusion Composite Index in Iran [Volume 11, Issue 33, 2021, Pages 193-215]
Financial Exclusion Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]
Financial Flexibility The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2020, Pages 159-188]
Financial Flexibility The Effect of Business risk management and Life Cycle on Debt Capacity of the Companies Listed in Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 145-171]
Financial Flexibility Identifying and Evaluating the Effective Fields of Metaverse in Financial Flexibility: Future Perspectives of the Capital Market [Volume 14, Issue 46, 2024, Pages 59-91]
Financial Flexibility The Effect of Financial Flexibility on Investment Efficiency: The Moderating Role of Conditional Conservatism and Agency Costs [Volume 15, Issue 4, 2025, Pages 31-54]
Financial Flexibility Sustainability Disclosure and Corporate Financial Flexibility: Moderating Role of Economic Policy Uncertainty [Volume 16, Issue 1, 2026, Pages 81-100]
Financial helplessness Examining the power of data mining methods in separating helpless and non-helpless companies [Volume 13, Issue 41, 2023, Pages 59-89]
Financial Inclusion Computation of Financial Inclusion Composite Index in Iran [Volume 11, Issue 33, 2021, Pages 193-215]
Financial Inclusion Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]
Financial information Examining the power of data mining methods in separating helpless and non-helpless companies [Volume 13, Issue 41, 2023, Pages 59-89]
Financial Institutions Analysis of the Behavior of Individual Investors based on the Myers & Briggs' 16 Personality Types [Volume 13, Issue 41, 2023, Pages 145-170]
Financial Intermediation Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
Financial Knowledge The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
Financial Leverage Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
Financial Leverage The Effect of Free Cash Flows on Stock Crash Risk with Focused on the Role of Earnings Smoothing [Volume 12, Issue 40, 2022, Pages 29-48]
Financial Market Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]
Financial modeling Spread Option Pricing Based on Two Jump-diffusion Libor Interest Rate Models [Volume 12, Issue 38, 2022, Pages 35-49]
Financial Performance The application of multi-criteria decision-making to determine the relative value of food and beverage companies in Tehran Stock Exchange [Volume 5, Issue 10, 2015, Pages 129-145]
Financial Performance Investigating the Marginal Impact of Product Market Competition on Performance by Changing at Different Levels of Earning Management in Companies Listed on the Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 117-144]
Financial Policies Corporate Governance and Agency Cost (Model-based Approach) and the Mediating Role of Financial Policies [Volume 12, Issue 39, 2022, Pages 33-61]
Financial Ratios Modeling variables affecting investment efficiency based on the combination of artificial neural networks and the optimization algorithm of cumulative movement of particles [Volume 13, Issue 42, 2023, Pages 35-62]
Financial Recovery The Effect of Restructuring on Financial Recovery with Emphasis on Corporate life cycle at TSE [Volume 9, Issue 26, 2019, Pages 147-170]
Financial Reporting Quality The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]
Financial risk measure Portfolio optimization with return prediction using LSTM, Random forest, and ARIMA [Volume 13, Issue 43, 2023, Pages 9-28]
Financial Satisfaction The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
Financial statement comparability The Role of Financial Statement Comparability and Product Diversification in the Internal Capital Allocation Efficiency [Volume 14, Issue 48, 2024, Pages 79-99]
Financial volatility spillover Investigating the effects of financial volatility spillover between digital currencies (application of multivariate GARCH approach) [Volume 11, Issue 35, 2021, Pages 143-172]
Financing Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
Financing The Effect of Corporate Financing on Asymmetric Cost Behavior With Emphasis on the Moderating Role of Internal Control, Representation and Governance Mechanisms [Volume 13, Issue 44, 2023, Pages 9-32]
Financing- Information Disclosure Quality- Company Growth- Ownership Structure The Relationship Between Information Disclosure Quality and Foreign Financing of Companies Acquired in Tehran Stock Exchange: The Moderator of Corporate Growth and Ownership Structure [Volume 8, Issue 23, 2018, Pages 33-60]
Fireworks' Algorithm Stock portfolio optimization in fireworks algorithm using risk value and comparison with Particle Swarm Optimization (PSO) [Volume 11, Issue 35, 2021, Pages 9-37]
Firm Growth The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
Firm life cycle The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2020, Pages 159-188]
Firm Performance The Effects of Primary and Secondary Equity Markets on Firm Performance [Volume 9, Issue 28, 2019, Pages 91-116]
Firm Performance The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
Firm Performance Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]
Firm Performance The Effect of Ownership Structure on the Corporate Financial Performance in Tehran Stock Exchange: a Dynamic Panel Data Analysis [Volume 13, Issue 42, 2023, Pages 63-90]
Firm Reputation Firm reputation, risk, and stock return [Volume 14, Issue 48, 2024, Pages 34-54]
Firm-Specific Characteristics Determinants of idiosyncratic volatility of stock returns listed firms in Tehran Stock Exchange [Volume 9, Issue 26, 2019, Pages 97-119]
Firm-Specific Information Supply The Impact of Information Supply and Demand on Stock Price synchronicity in Tehran Stock Exchange [Volume 15, Issue 3, 2025, Pages 121-143]
Firm Value The Effect of Information Transparency on Firm Value: The Moderating Role of Industry Competitiveness [Volume 14, Issue 47, 2024, Pages 89-107]
Fixed Income Securities Predicting Iran's Yield Curve: Combining Factor Model with Machine Learning Approach [Volume 15, Issue 1, 2025, Pages 9-39]
Fund Performance Identifying Behavioral Biases Affecting Fund Performance in Investment Fund Managers [Volume 16, Issue 1, 2026, Pages 38-54]
Future Contract Role of Evaluation Period Characteristics in the Efficiency Analysis of Futures Contracts for Equity Index Risk Management [Volume 14, Issue 48, 2024, Pages 9-33]
Future Contracts Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
Fuzzy Delphi Explaining Factor Model Affecting Iranian Bank Credits Using Fuzzy Delphi Approach [Volume 8, Issue 21, 2018, Pages 115-131]
Fuzzy Delphi Identification and Validation of Barriers and Enabling Factors for Successful Implementation of Privatization through Exchange-Traded Funds (ETFs) [Volume 15, Issue 2, 2025, Pages 125-148]
Fuzzy Interpretative Structural Modeling Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]

G

GARCH Analysis of the Impact of Stock Market Yield Fluctuations on the Assets Under Management of Fixed-Income Funds: Examining Periods of Upturns and Downturns [Volume 14, Issue 47, 2024, Pages 59-88]
GARCH Model Examining the Return and the Return Volatility of Investment Industry in the Months of Ramadan and Muharram [Volume 6, Issue 15, 2016, Pages 25-41]
Gaussian Mixture Model Modeling Systemic Risk Dynamics in Iranian Financial Markets: A Multi Regime Framework Integrating ARIMA, DCC GARCH, GMM, and Markov Switching Models [Volume 15, Issue 1, 2025, Pages 138-160]
Generalized Method of Moments (GMM) The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
Genetic algorithm Portfolio Optimization in Tehran Stock Exchange by Water Cycle Algorithm [Volume 7, Issue 20, 2017, Pages 9-32]
Genetic algorithm Interpreting Forecast the Return of the Price Index of Manufacturing Industries in the Tehran Stock Exchange Using Explainable Ensemble Learning [Volume 14, Issue 48, 2024, Pages 55-78]
Genetic Algorithm (GA) Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
GJR-GARCH model Robust Portfolio Optimization Based on Conditional Value-at-Risk Using GJR-GARCH and Asymmetric Dependence [Volume 16, Issue 1, 2026, Pages 55-80]
Good Customers Development and Explanation of Bank Customers' Credit System Based on Hybrid Learning Models: A Case Study of Bank Mellat [Volume 12, Issue 37, 2022, Pages 69-94]
Goodness of Fit The Analysis of the Tehran Stock Exchange Index in the Framework of Markov Chains [Volume 9, Issue 25, 2019, Pages 31-57]
Government Ownership Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
Government Ownership The Effect of Ownership Structure on the Corporate Financial Performance in Tehran Stock Exchange: a Dynamic Panel Data Analysis [Volume 13, Issue 42, 2023, Pages 63-90]
Government Ownership The Effect of the Possibility of Fraud on Misvaluation: The Role of Government Ownership [Volume 14, Issue 47, 2024, Pages 130-148]
Gram-Charlier Expansions Analyzing the Information Contained in the Skewness and Kurtosis of TEPIX Returns for Forecasting Risk: GARCH Model with Gram-Charlier Expansions for Innovations [Volume 14, Issue 45, 2024, Pages 149-174]
Granger causality in variance Analyzing volatility of Tehran stock exchange using MSBVAR-DCC model [Volume 8, Issue 22, 2018, Pages 97-112]
Gravitational Research Approach Comparative Evaluation of Markowitz Approach with a New Hybrid Method to Create an Optimal Portfolio Using Deep DNN Learning Method and Gravitational Search Algorithm. [Volume 9, Issue 28, 2019, Pages 165-188]
Gray wolf algorithm Intelligent portfolio optimization using water cycle and gray wolf algorithms [Volume 15, Issue 2, 2025, Pages 9-33]
Grounded theory Desing and Explanation of the Reduction of Consequences of the Behavioral Finance Biases on the Banking System Recession [Volume 11, Issue 33, 2021, Pages 33-56]
GRS Test Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]

H

Herd Behavior A Model for Syntactic Investigation between Risk taking, Personal and Cultural properties on Herding Behavior in Tehran Stock Exchange. [Volume 9, Issue 28, 2019, Pages 65-90]
Herding Herd Behavior Asymmetry During the Tehran Stock Exchange Bubble [Volume 14, Issue 47, 2024, Pages 9-33]
Herding Asymmetry Herd Behavior Asymmetry During the Tehran Stock Exchange Bubble [Volume 14, Issue 47, 2024, Pages 9-33]
Herding Behavior Dynamics of Herding Behavior and Momentum Effects: Evidence from the Iran Capital Market [Volume 9, Issue 26, 2019, Pages 121-145]
Herding Behavior Relationship monetary policies and changes in exchange rate with herding behavior [Volume 14, Issue 45, 2024, Pages 59-83]
Hierarchical Clustering- Dendrograms- Tanglegrams- Principal Component Analysis Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices) [Volume 8, Issue 24, 2018, Pages 103-128]
High Growth sale High Growth Sale, Leading in Industry and the Impacts of Product Market Competition on the Corporate Investment [Volume 8, Issue 22, 2018, Pages 29-49]
High Moods Investigating the Impact of Mood on the Behavioral Finance Trap of Investors in Tehran Stock Exchange [Volume 10, Issue 30, 2020, Pages 143-162]
Holding Companies The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
Human capital Human Capital-based four-factor asset pricing model test: Evidence from the Tehran Stock Exchange [Volume 15, Issue 1, 2025, Pages 63-81]
Hybrid Approach Comparative Evaluation of Markowitz Approach with a New Hybrid Method to Create an Optimal Portfolio Using Deep DNN Learning Method and Gravitational Search Algorithm. [Volume 9, Issue 28, 2019, Pages 165-188]
Hybrid Data Modeling variables affecting investment efficiency based on the combination of artificial neural networks and the optimization algorithm of cumulative movement of particles [Volume 13, Issue 42, 2023, Pages 35-62]
Hybrid Particle Swarm Optimization Algorithm Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]

I

IAHP A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
Impulse-response Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
Index Managerial confidence and Economic sentiments Index design for listed company's managers of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 245-272]
Index of Metal Ores Extraction Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]
Index Tracking Development of a Stable Tracking Measure for Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 51-79]
Individual Investors The moderating role of external monitoring in Prioritizing Investors' Beliefs and Factors Influencing Those Beliefs in the Iran Capital Market Using Multi-Criteria Decision Making Methods [Volume 9, Issue 28, 2019, Pages 9-38]
Industry Competitiveness The Effect of Information Transparency on Firm Value: The Moderating Role of Industry Competitiveness [Volume 14, Issue 47, 2024, Pages 89-107]
Industry indices Robust Portfolio Optimization Based on Conditional Value-at-Risk Using GJR-GARCH and Asymmetric Dependence [Volume 16, Issue 1, 2026, Pages 55-80]
Infinte Activity Levy Processes Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]
Information and Communications Technology The Effect of Information and Communication Technology Development on Stock Market Fluctuations in Iran [Volume 12, Issue 39, 2022, Pages 83-102]
Information Asymmetry the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
Information Asymmetry Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
Information Asymmetry The Role of Financial Statement Comparability and Product Diversification in the Internal Capital Allocation Efficiency [Volume 14, Issue 48, 2024, Pages 79-99]
Information Asymmetry Designing a Model of Fundamental Factors of Information Asymmetry within the Framework of Agency Theory [Volume 15, Issue 2, 2025, Pages 104-124]
InformationDemand The Impact of Information Supply and Demand on Stock Price synchronicity in Tehran Stock Exchange [Volume 15, Issue 3, 2025, Pages 121-143]
Information efficiency The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
Information spillover Concern About Information Spillover and Choosing Auditor [Volume 14, Issue 46, 2024, Pages 9-31]
Information Transparency The Effect of Information Transparency on Firm Value: The Moderating Role of Industry Competitiveness [Volume 14, Issue 47, 2024, Pages 89-107]
Informed Traders The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]
Initial Investment Experience The Initial Investment Experience of Novice Investors on Their Future Behavior Through Risk Perception [Volume 14, Issue 47, 2024, Pages 108-129]
Initial Public Offerings Earnings management in the years after the initial public offering and its effect on the long-run stock performance [Volume 15, Issue 1, 2025, Pages 40-62]
Innovation Barriers The effect of brand value on the relationship between innovation drivers and barriers to corporate risk-taking [Volume 15, Issue 2, 2025, Pages 81-103]
Innovation Drivers The effect of brand value on the relationship between innovation drivers and barriers to corporate risk-taking [Volume 15, Issue 2, 2025, Pages 81-103]
Insights Earnings Management Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
Institutional Dimension The moderating role of external monitoring in influencing the technical and institutional dimensions of corporate social responsibility on profitability [Volume 9, Issue 27, 2019, Pages 109-132]
Institutional Investor The effect of Agency Problems on Relationship between Institutional Investor's Short-Term Time Horizon and Stock Price Crash Risk [Volume 11, Issue 34, 2021, Pages 117-144]
Institutional investor horizon Using convolutional neural networks to model the relationship between institutional investors' horizons and bank risk-taking [Volume 15, Issue 2, 2025, Pages 54-80]
Institutional Investors The Role of Institutional Investors Herding on the Formation and Intensification of PEAD in the Short Period [Volume 12, Issue 40, 2022, Pages 49-68]
Institutional ownership The Effect of Ownership Structure on the Corporate Financial Performance in Tehran Stock Exchange: a Dynamic Panel Data Analysis [Volume 13, Issue 42, 2023, Pages 63-90]
Institutional shareholders The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
Insurance Companies Surveying The Effects of Claim Ratio, Operating Costs, and Retention Ratio on the Profitability of Insurance Companies [Volume 13, Issue 43, 2023, Pages 29-49]
Intangible Resources The effect of brand value on the relationship between innovation drivers and barriers to corporate risk-taking [Volume 15, Issue 2, 2025, Pages 81-103]
Integrated Financial Reporting Factors Affecting the Quality of Integrated Financial Reporting and Internal Control of Active Companies on the Tehran Stock Exchange [Volume 14, Issue 47, 2024, Pages 35-58]
Integrated Monetary-Banking System- Transparency- interest_free institutions-Shafagh Explaining The role of integrative monetary-banking system on transparency of financial interest-free institutions transactions [Volume 8, Issue 23, 2018, Pages 153-176]
Intellectual Capital Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
Intellectual Capital Efficiency Examining the Role of Intellectual Capital and Developing Social Responsibility in Creating Economic Value Added [Volume 15, Issue 1, 2025, Pages 111-137]
Internal Control Factors Affecting the Quality of Integrated Financial Reporting and Internal Control of Active Companies on the Tehran Stock Exchange [Volume 14, Issue 47, 2024, Pages 35-58]
Internal Resource Financing The Effect of Overconfidence of the Manager and Internal Financing on the Scale of Investment Efficiency [Volume 14, Issue 48, 2024, Pages 119-139]
International Financial Reporting Standards (IFRS) The effect of applying international financial reporting standards on the financial performance measure of companies in Iran [Volume 12, Issue 40, 2022, Pages 69-96]
Intrinsic Value Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
Investment Banking companies Designing the strategy Map of Investment Banking companies [Volume 8, Issue 23, 2018, Pages 127-151]
Investment Efficiency Modeling variables affecting investment efficiency based on the combination of artificial neural networks and the optimization algorithm of cumulative movement of particles [Volume 13, Issue 42, 2023, Pages 35-62]
Investment Efficiency The Effect of Overconfidence of the Manager and Internal Financing on the Scale of Investment Efficiency [Volume 14, Issue 48, 2024, Pages 119-139]
Investment Efficiency The Effect of Financial Flexibility on Investment Efficiency: The Moderating Role of Conditional Conservatism and Agency Costs [Volume 15, Issue 4, 2025, Pages 31-54]
Investment Fund Identifying Behavioral Biases Affecting Fund Performance in Investment Fund Managers [Volume 16, Issue 1, 2026, Pages 38-54]
Investment Industry Examining the Return and the Return Volatility of Investment Industry in the Months of Ramadan and Muharram [Volume 6, Issue 15, 2016, Pages 25-41]
Investment Manager Exploration and ranking Characterestics of Successful Mutual Fund Managers Registered at Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 139-164]
Investment-to-Price Sensitivity The Effects of Primary and Secondary Equity Markets on Firm Performance [Volume 9, Issue 28, 2019, Pages 91-116]
Investor decision-making The effectiveness of investors' decision-making from legal requirements in the capital market [Volume 14, Issue 45, 2024, Pages 9-36]
Investors Readability of Financial Statements and the Sensitivity of Investors to Use of Accounting Information [Volume 8, Issue 23, 2018, Pages 87-103]
Investors behavior Feedback Trading Strategy and Investors Behavior in Exchange Traded Fund in Iran [Volume 13, Issue 42, 2023, Pages 91-116]
Investors’ Emotional Behavior Stimulation Future research of the key drivers affecting the instability of Iran's capital market [Volume 13, Issue 43, 2023, Pages 103-132]
Investor Sentiment Investigating the effect of Investor Sentiment on the stock price crash risk in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 9-30]
Investor Sentiment Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
Investor Sentiment Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
Investor Sentiment The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
Investor Sentiment Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
Investor Sentiment Designing a model to explain the impact of investors' emotions on financial decisions, stock returns and economic volatility [Volume 12, Issue 40, 2022, Pages 145-171]
Investor Sentiment Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023, Pages 59-82]
Investor Sentiment Factor Investing: A Decomposition of Returns into Risk and Mispricing [Volume 15, Issue 1, 2025, Pages 82-110]
Investors of Tehran Stock Exchange The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
Investors Profile Analysis of the Behavior of Individual Investors based on the Myers & Briggs' 16 Personality Types [Volume 13, Issue 41, 2023, Pages 145-170]
IPO Returns The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
Iran capital market Develop the principles of corporate governance for the Iran capital market [Volume 10, Issue 31, 2020, Pages 29-52]
Iranian Banks Investigate the Functional Appropriateness of Capital Ratios in Iranian Banks [Volume 8, Issue 21, 2018, Pages 95-113]
Iranian stock market Investigating the Effect of Block Trading Mechanisms on Stock Liquidity in the Listed Companies on the Tehran Stock Exchange [Volume 15, Issue 3, 2025, Pages 101-120]
Islamic Bank Investigate the Functional Appropriateness of Capital Ratios in Iranian Banks [Volume 8, Issue 21, 2018, Pages 95-113]

L

Labor investment efficiency The moderating role of education and R&D expenses on the relationship between labor investment efficiency and operating cash flow volatility: Evidence from listed company on TSE (Tehran Stock Exchange) [Volume 14, Issue 45, 2024, Pages 37-58]
LASSO Algorithm Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
Leading in Industry High Growth Sale, Leading in Industry and the Impacts of Product Market Competition on the Corporate Investment [Volume 8, Issue 22, 2018, Pages 29-49]
Leverage Effect Investigating The Leverage effect and The Volatility Spillover among Exchange rate, pharmaceutical and Food industry index in Tehran stock market [Volume 13, Issue 44, 2023, Pages 83-99]
Life Cycle The Effect of Business risk management and Life Cycle on Debt Capacity of the Companies Listed in Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 145-171]
Lion Optimization Algorithm (LOA) Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
Liquidity Constraints The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
Liquidity Constraints Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]
Liquidity Creation Index Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
Liquidity risk and Momentum Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
Liquidity volume Relationship monetary policies and changes in exchange rate with herding behavior [Volume 14, Issue 45, 2024, Pages 59-83]
Local-Linear Kernel Smoothing Designing a prediction model for longterm stock return with nonparametric simulation of debt security return [Volume 8, Issue 21, 2018, Pages 133-155]
Logical behavior of stock exchange Investigating the Logical Behavior of Tehran Stock Exchange Based on the Failure of the trend performance criteria [Volume 9, Issue 26, 2019, Pages 69-96]
Logistic Map Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]
Logistic Regression Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
Logistic Regression The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
Logistic Regression Market Timing by Considering the Investor Sentiment Index in Tehran Stock Exchange [Volume 12, Issue 37, 2022, Pages 175-204]
Long Memory Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors [Volume 12, Issue 37, 2022, Pages 9-35]
Long-run Stock Performance Earnings management in the years after the initial public offering and its effect on the long-run stock performance [Volume 15, Issue 1, 2025, Pages 40-62]
Loser industries The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
Loser portfolio –Overreaction Evaluation of Shareholders’ Overreaction and its Comparison in Small and Large Companies (Case Study: Accepted Companies in Tehran Stock Exchange) [Volume 9, Issue 25, 2019, Pages 59-76]
Loss Given Default Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
Loss Given Default Estimating Loss Given Default Considering Firm’s Debt Structure and Collateral Liquidity: A Case Study of Selected Firms Listed on the Iranian Capital Market [Volume 14, Issue 45, 2024, Pages 85-122]
Low Moods Investigating the Impact of Mood on the Behavioral Finance Trap of Investors in Tehran Stock Exchange [Volume 10, Issue 30, 2020, Pages 143-162]
LSTM A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
LSTM Presenting an Optimized CNN-LSTM Model for Stock Price Forecasting in the Tehran Stock Exchange [Volume 14, Issue 45, 2024, Pages 123-147]

M

Machine Learning Development and Explanation of Bank Customers' Credit System Based on Hybrid Learning Models: A Case Study of Bank Mellat [Volume 12, Issue 37, 2022, Pages 69-94]
Machine Learning Portfolio optimization with return prediction using LSTM, Random forest, and ARIMA [Volume 13, Issue 43, 2023, Pages 9-28]
Machine Learning Predicting Iran's Yield Curve: Combining Factor Model with Machine Learning Approach [Volume 15, Issue 1, 2025, Pages 9-39]
Machine Learning Analysis of Factors Affecting Systemic Risk of Banks During Price Bubble Periods Using a Machine Learning Approach [Volume 15, Issue 3, 2025, Pages 9-32]
Machine Learning An Intelligent Integrated Framework for Return Prediction, Asset Selection, and Portfolio Optimization Based on Ensemble Learning and the Aquila meta-heuristic optimization algorithm [Volume 15, Issue 4, 2025, Pages 9-30]
MADM The application of multi-criteria decision-making to determine the relative value of food and beverage companies in Tehran Stock Exchange [Volume 5, Issue 10, 2015, Pages 129-145]
Management Characteristics Tax Avoidance and Audit Quality with Emphasis on the Role of Management Conservatism: Evidence from Data Mining of Influencing Variables [Volume 15, Issue 4, 2025, Pages 98-125]
Manager Bias Theory Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
Manager Overconfidence The Effect of Overconfidence of the Manager and Internal Financing on the Scale of Investment Efficiency [Volume 14, Issue 48, 2024, Pages 119-139]
Manipulation of operational cash flows Manipulation of operational cash flows: Empirical evidence in the Iranian capital market [Volume 13, Issue 44, 2023, Pages 101-126]
Manipulation-Proof Performance Measure Performance Persistence Investigation in Equity Mutual Funds [Volume 8, Issue 24, 2018, Pages 63-78]
Marginal Value of Cash Examining the Moderating Role of Board Independence and Business Environment Dynamism on the Relationship between Board Diversity and the Marginal Value of Cash [Volume 15, Issue 3, 2025, Pages 78-100]
Market Bubble Herd Behavior Asymmetry During the Tehran Stock Exchange Bubble [Volume 14, Issue 47, 2024, Pages 9-33]
Market capitalization Scenario planning of factors affecting market capitalization of Tehran stock exchange using system dynamics approach [Volume 9, Issue 26, 2019, Pages 33-68]
Market Depth The Effects of Order Flow Imbalance on Stock Prices in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 9-27]
Market efficiency Feedback Trading Strategy and Investors Behavior in Exchange Traded Fund in Iran [Volume 13, Issue 42, 2023, Pages 91-116]
Market efficiency The role of market entry time in strengthening or weakening the investors' Disposition Effect [Volume 14, Issue 46, 2024, Pages 33-58]
Market Entry Timing The role of market entry time in strengthening or weakening the investors' Disposition Effect [Volume 14, Issue 46, 2024, Pages 33-58]
Market factor Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
Market leverage Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
Market regimes Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]
Market Timing Market Timing by Considering the Investor Sentiment Index in Tehran Stock Exchange [Volume 12, Issue 37, 2022, Pages 175-204]
Market Timing Theory Leverage Adjustment Speeds in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 113-134]
Markov Switching Modeling Systemic Risk Dynamics in Iranian Financial Markets: A Multi Regime Framework Integrating ARIMA, DCC GARCH, GMM, and Markov Switching Models [Volume 15, Issue 1, 2025, Pages 138-160]
Markov switching model Presenting a model for predicting currency crises in Iran [Volume 12, Issue 37, 2022, Pages 147-173]
Mean-Variance Relation Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
Median Shortfall Analyzing the Information Contained in the Skewness and Kurtosis of TEPIX Returns for Forecasting Risk: GARCH Model with Gram-Charlier Expansions for Innovations [Volume 14, Issue 45, 2024, Pages 149-174]
Mental Accounting Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
Merton model Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange [Volume 13, Issue 41, 2023, Pages 91-115]
Meta-analysis The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
Metaverse Identifying and Evaluating the Effective Fields of Metaverse in Financial Flexibility: Future Perspectives of the Capital Market [Volume 14, Issue 46, 2024, Pages 59-91]
MICMAC Analysis Providing a model of the behavior of buyers and sellers in country currency with a structural-interpretive approach [Volume 12, Issue 38, 2022, Pages 161-189]
Microfinance Computation of Financial Inclusion Composite Index in Iran [Volume 11, Issue 33, 2021, Pages 193-215]
Microfinance Presentation the Model for Predicting the Factors Affecting Stock Price Crash Risk in the Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 217-243]
Mispricing Factor Investing: A Decomposition of Returns into Risk and Mispricing [Volume 15, Issue 1, 2025, Pages 82-110]
Mixed Method Approach Exploration and ranking Characterestics of Successful Mutual Fund Managers Registered at Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 139-164]
MOABC algorithm Investigating the Effect of Study Period Selection on Solving Portfolio Optimization Based on Different Risk Criteria Using Meta-Heuristic Algorithms [Volume 12, Issue 37, 2022, Pages 95-122]
Model Design Designing a Model of Fundamental Factors of Information Asymmetry within the Framework of Agency Theory [Volume 15, Issue 2, 2025, Pages 104-124]
Modelling Sustainable policy-making of financial systems in crisis situations with modelling based on artificial neural networks [Volume 12, Issue 38, 2022, Pages 103-129]
Modern Portfolio Theory (MPT) Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
Momentum Momentum Sources; Evidence from Risk Adjustment [Volume 8, Issue 23, 2018, Pages 9-31]
Momentum Dynamics of Herding Behavior and Momentum Effects: Evidence from the Iran Capital Market [Volume 9, Issue 26, 2019, Pages 121-145]
Momentum Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
Monetary Policy The Effect of Central Bank Policies (Interbank Interest Rate) on Capital Market Performance with the Dynamic Stochastic General Equilibrium Model [Volume 14, Issue 46, 2024, Pages 163-190]
Money Value Providing a model of the behavior of buyers and sellers in country currency with a structural-interpretive approach [Volume 12, Issue 38, 2022, Pages 161-189]
Moving Average Designing a Model for Projection of Tehran Exchange Return Employing Autoregressive Moving Average (ARMA) and Autoregressive Moving Average with External Inputs (ARMAX) Models and Assessing the Performance Thereof [Volume 8, Issue 22, 2018, Pages 135-158]
MSBVAR-DCC Analyzing volatility of Tehran stock exchange using MSBVAR-DCC model [Volume 8, Issue 22, 2018, Pages 97-112]
Multi-Objective Optimization Portfolio Optimization in Tehran Stock Exchange by Water Cycle Algorithm [Volume 7, Issue 20, 2017, Pages 9-32]
Multi-Objective Optimization Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
Multi-Objective Optimization Optimizing the trade-off between accuracy and speed in stock price forecasting: An online adaptive ensemble learning framework based on differential evolution [Volume 15, Issue 3, 2025, Pages 54-77]
Multiple Conitive Errors Dynamics of the Behavior of Individual Investors in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 101-120]
Multivariate GARCH Investigating the dynamics of Volatility relationships in the selected cryptocurrencies [Volume 13, Issue 41, 2023, Pages 37-58]
Multivariates GARCH Model The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
Municipality Comparative research of sources and financing methods of Tehran Municipality with other cities in the world [Volume 12, Issue 37, 2022, Pages 37-68]
Mutual Fund Performance Persistence Investigation in Equity Mutual Funds [Volume 8, Issue 24, 2018, Pages 63-78]
Mutual Fund Puzzle؛ Index Fund؛ Modern and Postmodern Portfolio Theory Performance evaluation of actively managed mutual funds and the puzzle of their acceptance by investors [Volume 10, Issue 31, 2020, Pages 103-127]
Mutual Funds Exploration and ranking Characterestics of Successful Mutual Fund Managers Registered at Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 139-164]
Mutual Funds Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
Myers & Briggs Analysis of the Behavior of Individual Investors based on the Myers & Briggs' 16 Personality Types [Volume 13, Issue 41, 2023, Pages 145-170]
Myopia Managerial Investigate the effect of ROA in companies listed on Tehran Stock Exchange [Volume 8, Issue 21, 2018, Pages 51-69]

N

Nasdaq Industrial Metals Index Survey the Impact of Selected Global Commodity Indexes on Metal Ore Mining Index of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 85-112]
National Accounting Standards of Iran The effect of applying international financial reporting standards on the financial performance measure of companies in Iran [Volume 12, Issue 40, 2022, Pages 69-96]
Natural Gradient Boosting Prediction of Tehran Stock Exchange Total Index Using Natural Gradient Boosting and SHAP Values [Volume 15, Issue 2, 2025, Pages 34-53]
NCSKEW The Relationship Between Dividend Payments And Stock Price Cash Risk In The Companies Listed On The Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 9-28]
Negative Return Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach [Volume 13, Issue 43, 2023, Pages 133-154]
News conferences The effectiveness of investors' decision-making from legal requirements in the capital market [Volume 14, Issue 45, 2024, Pages 9-36]
Noise Traders The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]
Non-Current Debts Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
Non-current loans Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
Non-financial information Examining the power of data mining methods in separating helpless and non-helpless companies [Volume 13, Issue 41, 2023, Pages 59-89]
Nonparametric Simulation Designing a prediction model for longterm stock return with nonparametric simulation of debt security return [Volume 8, Issue 21, 2018, Pages 133-155]
Novice Investors The Initial Investment Experience of Novice Investors on Their Future Behavior Through Risk Perception [Volume 14, Issue 47, 2024, Pages 108-129]
NSGAII algorithm Investigating the Effect of Study Period Selection on Solving Portfolio Optimization Based on Different Risk Criteria Using Meta-Heuristic Algorithms [Volume 12, Issue 37, 2022, Pages 95-122]

O

Oil return volatility The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
Online Ensemble Learning Optimizing the trade-off between accuracy and speed in stock price forecasting: An online adaptive ensemble learning framework based on differential evolution [Volume 15, Issue 3, 2025, Pages 54-77]
Optimal Portfolio Stock portfolio optimization in fireworks algorithm using risk value and comparison with Particle Swarm Optimization (PSO) [Volume 11, Issue 35, 2021, Pages 9-37]
Optimal Stock Portfolio Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
Optimization Algorithm of Cumulative Particle Motion Modeling variables affecting investment efficiency based on the combination of artificial neural networks and the optimization algorithm of cumulative movement of particles [Volume 13, Issue 42, 2023, Pages 35-62]
Option markets efficiency The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
Option Pricing Spread Option Pricing Based on Two Jump-diffusion Libor Interest Rate Models [Volume 12, Issue 38, 2022, Pages 35-49]
Options Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange [Volume 13, Issue 41, 2023, Pages 91-115]
Order Book The Effects of Order Flow Imbalance on Stock Prices in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 9-27]
Order Flow Imbalance The Effects of Order Flow Imbalance on Stock Prices in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 9-27]
Overdue receivables Presentation of a scenario-based optimization model for bank loan portfolio under conditions of uncertainty based on robust Mulvey's approach [Volume 11, Issue 35, 2021, Pages 67-90]
Ownership concentration Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
Ownership Sttructure The Impact of Corporate Governance on Working Capital Management Efficiency of Firms Accepted in Tehran Stock Exchange [Volume 7, Issue 20, 2017, Pages 55-70]

P

Panel Data with a Fractional Dependent Variable Leverage Adjustment Speeds in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 113-134]
Paradigmatic Framework The Contexts Genealogy of the Toxic Assets Emergence in Capital Market Companies: The Application of a Paradigmatic Framework [Volume 14, Issue 46, 2024, Pages 93-131]
Particle Cumulative Motion Optimization Algorithm Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
Particle Swarm Algorithm Portfolio Optimization in Tehran Stock Exchange by Water Cycle Algorithm [Volume 7, Issue 20, 2017, Pages 9-32]
PCA Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices) [Volume 8, Issue 24, 2018, Pages 103-128]
Pecking Order Theory Leverage Adjustment Speeds in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 113-134]
Pecking order theory- Adverse selection costs- Debt capacity-Trade off theory Relationship of Capital Structure Choice, Information Asymmetry, and Debt Capacity in Tehran Stock Exchange Listed Companies [Volume 8, Issue 24, 2018, Pages 9-34]
Performance The Impact of Cognitive Ability and Faith in Intuition on Investors' Trading Strategies and Performance of Perfesional Investors in Tehran Securities Exchange [Volume 9, Issue 28, 2019, Pages 143-164]
Performance Comparative Risk-Return Performance Analysis of Large and Small Fixed-Income Investment Funds: Evidence from Iran’s Capital Market [Volume 15, Issue 4, 2025, Pages 126-143]
Performance Appraisal Exploration and ranking Characterestics of Successful Mutual Fund Managers Registered at Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 139-164]
Performance Persistence Performance Persistence Investigation in Equity Mutual Funds [Volume 8, Issue 24, 2018, Pages 63-78]
Personalities A Model for Syntactic Investigation between Risk taking, Personal and Cultural properties on Herding Behavior in Tehran Stock Exchange. [Volume 9, Issue 28, 2019, Pages 65-90]
Personality Traits Identifying Behavioral Biases Affecting Fund Performance in Investment Fund Managers [Volume 16, Issue 1, 2026, Pages 38-54]
Pharmaceutical Food and Drink Companies of Tehran Stock Exchange The Effects of Exchange Rate Volatility and Entry of Real Shareholders on the Return on Assets in the Food and Drink Companies of Tehran Stock Exchange (Dynamic Panel Data Approach) [Volume 12, Issue 39, 2022, Pages 121-145]
Policy Sustainable policy-making of financial systems in crisis situations with modelling based on artificial neural networks [Volume 12, Issue 38, 2022, Pages 103-129]
Portfoilio Optimization Enhanced Index Tracking via Omega-CVaR Optimization: A Downside Risk Perspective [Volume 16, Issue 1, 2026, Pages 9-37]
Portfolio Investigating the Effect of Volatility in Exchange Rates on the Levels of Skewness and Kurtosis of Stock Portfolio Returns of Listed Companies in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 121-146]
Portfolio The effect of Gold on Portfolio Diversification:The case of indexed portfolios from Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 81-107]
Portfolio optimization Portfolio Optimization in Tehran Stock Exchange by Water Cycle Algorithm [Volume 7, Issue 20, 2017, Pages 9-32]
Portfolio optimization Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
Portfolio optimization Investigating the Effect of Study Period Selection on Solving Portfolio Optimization Based on Different Risk Criteria Using Meta-Heuristic Algorithms [Volume 12, Issue 37, 2022, Pages 95-122]
Portfolio optimization Portfolio optimization with return prediction using LSTM, Random forest, and ARIMA [Volume 13, Issue 43, 2023, Pages 9-28]
Portfolio optimization An Intelligent Integrated Framework for Return Prediction, Asset Selection, and Portfolio Optimization Based on Ensemble Learning and the Aquila meta-heuristic optimization algorithm [Volume 15, Issue 4, 2025, Pages 9-30]
Portfolio optimization.water cycle algorithm Intelligent portfolio optimization using water cycle and gray wolf algorithms [Volume 15, Issue 2, 2025, Pages 9-33]
Portfolio Selection Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
Portfolio Study Methodology Dynamics of Herding Behavior and Momentum Effects: Evidence from the Iran Capital Market [Volume 9, Issue 26, 2019, Pages 121-145]
Positive Return Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach [Volume 13, Issue 43, 2023, Pages 133-154]
Precautionary motive Determinants of risky financial assets holding by industrial firms in Tehran Stock Exchange & contribution of these holdings to firm value [Volume 9, Issue 27, 2019, Pages 169-197]
Prediction error Portfolio optimization with return prediction using LSTM, Random forest, and ARIMA [Volume 13, Issue 43, 2023, Pages 9-28]
Price deviation Feedback Trading Strategy and Investors Behavior in Exchange Traded Fund in Iran [Volume 13, Issue 42, 2023, Pages 91-116]
Price Forecasting A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria Decision Making Methods (Case study of Tehran Stock Exchange) [Volume 11, Issue 36, 2021, Pages 119-143]
Pricing Anomalies Dynamics of Herding Behavior and Momentum Effects: Evidence from the Iran Capital Market [Volume 9, Issue 26, 2019, Pages 121-145]
Primary Markets The Effects of Primary and Secondary Equity Markets on Firm Performance [Volume 9, Issue 28, 2019, Pages 91-116]
Principal Component Analysis Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
Principal component analysis-Value at risk-Expected shortfall-Monte Carlo simulation Estimate and evaluate non-parametric value at risk and expected shortfall based on principal component analysis in Tehran Stock Exchange [Volume 8, Issue 24, 2018, Pages 79-102]
Privatization Identification and Validation of Barriers and Enabling Factors for Successful Implementation of Privatization through Exchange-Traded Funds (ETFs) [Volume 15, Issue 2, 2025, Pages 125-148]
Probability of Transmission The Analysis of the Tehran Stock Exchange Index in the Framework of Markov Chains [Volume 9, Issue 25, 2019, Pages 31-57]
Product Market Competition High Growth Sale, Leading in Industry and the Impacts of Product Market Competition on the Corporate Investment [Volume 8, Issue 22, 2018, Pages 29-49]
Product Market Competition Investigating the Marginal Impact of Product Market Competition on Performance by Changing at Different Levels of Earning Management in Companies Listed on the Tehran Stock Exchange [Volume 13, Issue 42, 2023, Pages 117-144]
Professional Investors The Impact of Cognitive Ability and Faith in Intuition on Investors' Trading Strategies and Performance of Perfesional Investors in Tehran Securities Exchange [Volume 9, Issue 28, 2019, Pages 143-164]
Profitability The moderating role of external monitoring in influencing the technical and institutional dimensions of corporate social responsibility on profitability [Volume 9, Issue 27, 2019, Pages 109-132]
Profitability Investigating the Impact of Liquidity Creation on Profitability and Financial Stability of Banks [Volume 12, Issue 38, 2022, Pages 51-73]
Profitability Surveying The Effects of Claim Ratio, Operating Costs, and Retention Ratio on the Profitability of Insurance Companies [Volume 13, Issue 43, 2023, Pages 29-49]
Prospect Theory Behavioral Analysis of Stock Returns Based on Assets Pricing Models in the Framework of Prospect Theory: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 11, Issue 36, 2021, Pages 91-118]

R

Radial Basis Function The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
Random forest Interpreting Forecast the Return of the Price Index of Manufacturing Industries in the Tehran Stock Exchange Using Explainable Ensemble Learning [Volume 14, Issue 48, 2024, Pages 55-78]
Ranking The application of multi-criteria decision-making to determine the relative value of food and beverage companies in Tehran Stock Exchange [Volume 5, Issue 10, 2015, Pages 129-145]
R&D Costs The moderating role of education and R&D expenses on the relationship between labor investment efficiency and operating cash flow volatility: Evidence from listed company on TSE (Tehran Stock Exchange) [Volume 14, Issue 45, 2024, Pages 37-58]
Readability Readability of Financial Statements and the Sensitivity of Investors to Use of Accounting Information [Volume 8, Issue 23, 2018, Pages 87-103]
Recovery Rate Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
Reference Price Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
Regime switching model A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
Reporting Quality Factors Affecting the Quality of Integrated Financial Reporting and Internal Control of Active Companies on the Tehran Stock Exchange [Volume 14, Issue 47, 2024, Pages 35-58]
Representativeness Dynamics of the Behavior of Individual Investors in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 101-120]
Residual Earnings Model Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
Restructuring Strategy The Effect of Restructuring on Financial Recovery with Emphasis on Corporate life cycle at TSE [Volume 9, Issue 26, 2019, Pages 147-170]
Retention ratio Surveying The Effects of Claim Ratio, Operating Costs, and Retention Ratio on the Profitability of Insurance Companies [Volume 13, Issue 43, 2023, Pages 29-49]
Return Designing a Model for Projection of Tehran Exchange Return Employing Autoregressive Moving Average (ARMA) and Autoregressive Moving Average with External Inputs (ARMAX) Models and Assessing the Performance Thereof [Volume 8, Issue 22, 2018, Pages 135-158]
Return Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
Return Intelligent portfolio optimization using water cycle and gray wolf algorithms [Volume 15, Issue 2, 2025, Pages 9-33]
Return Comparative Risk-Return Performance Analysis of Large and Small Fixed-Income Investment Funds: Evidence from Iran’s Capital Market [Volume 15, Issue 4, 2025, Pages 126-143]
Return Jump Herd Behavior Asymmetry During the Tehran Stock Exchange Bubble [Volume 14, Issue 47, 2024, Pages 9-33]
Return on assets The Effect of Free Cash Flows on Stock Crash Risk with Focused on the Role of Earnings Smoothing [Volume 12, Issue 40, 2022, Pages 29-48]
Return prediction A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks [Volume 11, Issue 34, 2021, Pages 145-171]
Ridge Regression Market Timing by Considering the Investor Sentiment Index in Tehran Stock Exchange [Volume 12, Issue 37, 2022, Pages 175-204]
Risk The effect of Gold on Portfolio Diversification:The case of indexed portfolios from Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 81-107]
Risk Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
Risk Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]
Risk Intelligent portfolio optimization using water cycle and gray wolf algorithms [Volume 15, Issue 2, 2025, Pages 9-33]
Risk Identifying risk factors and their causal dependencies in startups: A Delphi-DEMATEL study in the context of Iranian venture capital [Volume 15, Issue 3, 2025, Pages 33-53]
Risk Comparative Risk-Return Performance Analysis of Large and Small Fixed-Income Investment Funds: Evidence from Iran’s Capital Market [Volume 15, Issue 4, 2025, Pages 126-143]
Risk-Adjusted Return on Capital (RAROC) Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
Risk adjustment return Momentum Sources; Evidence from Risk Adjustment [Volume 8, Issue 23, 2018, Pages 9-31]
Risk Hedging Effectiveness Role of Evaluation Period Characteristics in the Efficiency Analysis of Futures Contracts for Equity Index Risk Management [Volume 14, Issue 48, 2024, Pages 9-33]
Risk Hedging Efficiency Role of Evaluation Period Characteristics in the Efficiency Analysis of Futures Contracts for Equity Index Risk Management [Volume 14, Issue 48, 2024, Pages 9-33]
Risk Hedging Ratio Role of Evaluation Period Characteristics in the Efficiency Analysis of Futures Contracts for Equity Index Risk Management [Volume 14, Issue 48, 2024, Pages 9-33]
Risk Management Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach [Volume 11, Issue 33, 2021, Pages 173-192]
Risk Management Role of Evaluation Period Characteristics in the Efficiency Analysis of Futures Contracts for Equity Index Risk Management [Volume 14, Issue 48, 2024, Pages 9-33]
Risk Perception The Initial Investment Experience of Novice Investors on Their Future Behavior Through Risk Perception [Volume 14, Issue 47, 2024, Pages 108-129]
Risk-Return Trade-Off Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
Risk-Taking The effect of brand value on the relationship between innovation drivers and barriers to corporate risk-taking [Volume 15, Issue 2, 2025, Pages 81-103]
Robust Optimization Robust Portfolio Optimization Based on Conditional Value-at-Risk Using GJR-GARCH and Asymmetric Dependence [Volume 16, Issue 1, 2026, Pages 55-80]
Robust regression Determinants of risky financial assets holding by industrial firms in Tehran Stock Exchange & contribution of these holdings to firm value [Volume 9, Issue 27, 2019, Pages 169-197]
Rule-based algorithm Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]

S

Safe Haven and Hedge capability Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors [Volume 12, Issue 37, 2022, Pages 9-35]
Secondary Markets The Effects of Primary and Secondary Equity Markets on Firm Performance [Volume 9, Issue 28, 2019, Pages 91-116]
Securities Exchange System Dynamics Scenario planning of factors affecting market capitalization of Tehran stock exchange using system dynamics approach [Volume 9, Issue 26, 2019, Pages 33-68]
Self-control The effect of self-control and financial knowledge on financial satisfaction of investors of Tehran Stock Exchange with the mediating role of financial Behavior [Volume 11, Issue 35, 2021, Pages 173-197]
Sentiment analysis Investigating the impact of sentiments on stock returns: evidence from reactions to social media content [Volume 11, Issue 36, 2021, Pages 57-89]
Sentiment index Investor sentiment and Investing the Stock price performance after SEO [Volume 12, Issue 40, 2022, Pages 97-118]
Shannon multi-scale entropy Stock market index analysis with entropy approach [Volume 8, Issue 24, 2018, Pages 159-180]
SHAP Values Prediction of Tehran Stock Exchange Total Index Using Natural Gradient Boosting and SHAP Values [Volume 15, Issue 2, 2025, Pages 34-53]
Short-Term Institutional Shareholders The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]
Short-term Time Horizon The effect of Agency Problems on Relationship between Institutional Investor's Short-Term Time Horizon and Stock Price Crash Risk [Volume 11, Issue 34, 2021, Pages 117-144]
Signaling Theory The Effect of Information Transparency on Firm Value: The Moderating Role of Industry Competitiveness [Volume 14, Issue 47, 2024, Pages 89-107]
Simulation Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2020, Pages 131-158]
Size Anomalies and Value Anomalies Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
Size factor Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
Skewness The Effect of Investors' Behavioral Bias on IPO Return: Moderator Role of Audit Quality and Firm Growth [Volume 11, Issue 35, 2021, Pages 39-65]
Skewness and Kurtosis Analyzing the Information Contained in the Skewness and Kurtosis of TEPIX Returns for Forecasting Risk: GARCH Model with Gram-Charlier Expansions for Innovations [Volume 14, Issue 45, 2024, Pages 149-174]
Skewness of return Investigating the Effect of Volatility in Exchange Rates on the Levels of Skewness and Kurtosis of Stock Portfolio Returns of Listed Companies in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 121-146]
Speed of Adjustment Leverage Adjustment Speeds in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 113-134]
Speed of Adjustment The Effect of COVID-19 Pandemic on Capital Structure Speed of Adjustment [Volume 13, Issue 44, 2023, Pages 127-149]
Spillover Effects The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
Stability of Tracking Portfolio Development of a Stable Tracking Measure for Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 51-79]
State Regulation State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
Static Pricing Models Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
Stochastic Dominance The effect of Gold on Portfolio Diversification:The case of indexed portfolios from Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 81-107]
Stochastic Interest Rates Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange [Volume 13, Issue 41, 2023, Pages 91-115]
Stochastic Processes Cash flow forecasting using Continuous-Time Stochastic Processes [Volume 12, Issue 37, 2022, Pages 123-145]
Stochastic Volatility Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market [Volume 11, Issue 34, 2021, Pages 69-94]
Stochastic Volatility Investigating the Volatility Persistence in Tehran Stock Exchange [Volume 12, Issue 39, 2022, Pages 9-31]
Stock Excess Return Designing a prediction model for longterm stock return with nonparametric simulation of debt security return [Volume 8, Issue 21, 2018, Pages 133-155]
Stock Exchange The application of multi-criteria decision-making to determine the relative value of food and beverage companies in Tehran Stock Exchange [Volume 5, Issue 10, 2015, Pages 129-145]
Stock Exchange Analyzing volatility of Tehran stock exchange using MSBVAR-DCC model [Volume 8, Issue 22, 2018, Pages 97-112]
Stock Exchange The Effect of Information and Communication Technology Development on Stock Market Fluctuations in Iran [Volume 12, Issue 39, 2022, Pages 83-102]
Stock Exchange Identification and Validation of Barriers and Enabling Factors for Successful Implementation of Privatization through Exchange-Traded Funds (ETFs) [Volume 15, Issue 2, 2025, Pages 125-148]
Stock Liquidity Effect of Exchange Rate Risk on Market Liquidity Risk in Tehran Stock Exchange [Volume 13, Issue 43, 2023, Pages 79-101]
Stock Liquidity Investigating the Effect of Block Trading Mechanisms on Stock Liquidity in the Listed Companies on the Tehran Stock Exchange [Volume 15, Issue 3, 2025, Pages 101-120]
Stock market The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
Stock market Spread Option Pricing Based on Two Jump-diffusion Libor Interest Rate Models [Volume 12, Issue 38, 2022, Pages 35-49]
Stock market Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
Stock market The Effect of Information and Communication Technology Development on Stock Market Fluctuations in Iran [Volume 12, Issue 39, 2022, Pages 83-102]
Stock market The Effects of Order Flow Imbalance on Stock Prices in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 9-27]
Stock Market Liquidity Risk Effect of Exchange Rate Risk on Market Liquidity Risk in Tehran Stock Exchange [Volume 13, Issue 43, 2023, Pages 79-101]
Stock market Logical reaction Investigating the Logical Behavior of Tehran Stock Exchange Based on the Failure of the trend performance criteria [Volume 9, Issue 26, 2019, Pages 69-96]
Stock market performance Day Features and Stock Market Performance [Volume 13, Issue 44, 2023, Pages 33-58]
Stock Market Volatility The Puzzle of Policy Uncertainty and Stock Market Volatility: Evidence from the Iran's economy [Volume 15, Issue 4, 2025, Pages 55-76]
Stock Mispricing The Effect of the Mispricing on Stock Returns: An Application of the Five-Factor Model [Volume 9, Issue 28, 2019, Pages 117-142]
Stock Portfolio Comparative Evaluation of Markowitz Approach with a New Hybrid Method to Create an Optimal Portfolio Using Deep DNN Learning Method and Gravitational Search Algorithm. [Volume 9, Issue 28, 2019, Pages 165-188]
Stock Portfolio optimization Cardinality-constrained Value at Risk based Portfolio Optimization Using Krill Herd Metaheuristic Algorithm (Case study: Tehran Stock Exchange) [Volume 12, Issue 39, 2022, Pages 147-169]
Stock price Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]
Stock price bubble Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]
Stock price bubble irregularity Factors Affecting the Prediction of Irregularity Stock Price Bubble [Volume 11, Issue 36, 2021, Pages 173-187]
Stock Price Crash Risk Relationship between Stock Price Crash Risk and Structure of Financial Statements [Volume 9, Issue 28, 2019, Pages 39-63]
Stock Price Crash Risk The effect of Agency Problems on Relationship between Institutional Investor's Short-Term Time Horizon and Stock Price Crash Risk [Volume 11, Issue 34, 2021, Pages 117-144]
Stock Price Crash Risk The Effect of Free Cash Flows on Stock Crash Risk with Focused on the Role of Earnings Smoothing [Volume 12, Issue 40, 2022, Pages 29-48]
Stock Price Index Investigating the Volatility Persistence in Tehran Stock Exchange [Volume 12, Issue 39, 2022, Pages 9-31]
Stock Price Informativeness The Effects of Primary and Secondary Equity Markets on Firm Performance [Volume 9, Issue 28, 2019, Pages 91-116]
Stock price manipulation Stock Price Manipulation in the Iran Stock Market Using VAE-LSTM Hybrid Model [Volume 14, Issue 46, 2024, Pages 133-161]
Stock Price Prediction Presenting an Optimized CNN-LSTM Model for Stock Price Forecasting in the Tehran Stock Exchange [Volume 14, Issue 45, 2024, Pages 123-147]
Stock Price Prediction Prediction of Tehran Stock Exchange Total Index Using Natural Gradient Boosting and SHAP Values [Volume 15, Issue 2, 2025, Pages 34-53]
Stock returns Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
Stock returns Investigating the impact of sentiments on stock returns: evidence from reactions to social media content [Volume 11, Issue 36, 2021, Pages 57-89]
Stock returns Behavioral Analysis of Stock Returns Based on Assets Pricing Models in the Framework of Prospect Theory: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 11, Issue 36, 2021, Pages 91-118]
Stockreturns The Effect of the Mispricing on Stock Returns: An Application of the Five-Factor Model [Volume 9, Issue 28, 2019, Pages 117-142]
Stock return synchronicity Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
Strategic Objectives Designing the strategy Map of Investment Banking companies [Volume 8, Issue 23, 2018, Pages 127-151]
Strategy Map Designing the strategy Map of Investment Banking companies [Volume 8, Issue 23, 2018, Pages 127-151]
Structural Equation Modeling Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
Structural-Interpretive Approach Providing a model of the behavior of buyers and sellers in country currency with a structural-interpretive approach [Volume 12, Issue 38, 2022, Pages 161-189]
Structural power The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
Structural Vector Autoregression Model The Effect of Monetary and Financial Instability on Energy-Intensive Industries Stocks [Volume 10, Issue 32, 2020, Pages 81-107]
Structure of Financial Statements Relationship between Stock Price Crash Risk and Structure of Financial Statements [Volume 9, Issue 28, 2019, Pages 39-63]
Subtleties The Analysis of the Tehran Stock Exchange Index in the Framework of Markov Chains [Volume 9, Issue 25, 2019, Pages 31-57]
Sukuk Returns Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023, Pages 59-82]
Support Vector Regression The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
Sustainability Disclosure Sustainability Disclosure and Corporate Financial Flexibility: Moderating Role of Economic Policy Uncertainty [Volume 16, Issue 1, 2026, Pages 81-100]
Systematic Risk Firm reputation, risk, and stock return [Volume 14, Issue 48, 2024, Pages 34-54]
System Dynamics- Oil Price- Capital Market- Stock Price Index Scenario Planning the Effect of Foreign Gold Price and Exchange Rate on Financial market with Using System Dynamics approach [Volume 7, Issue 19, 2017, Pages 27-50]
Systemic Risk Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange – By Using DCC Approach [Volume 13, Issue 41, 2023, Pages 9-36]
Systemic Risk Modeling Systemic Risk Dynamics in Iranian Financial Markets: A Multi Regime Framework Integrating ARIMA, DCC GARCH, GMM, and Markov Switching Models [Volume 15, Issue 1, 2025, Pages 138-160]
Systemic Risk Analysis of Factors Affecting Systemic Risk of Banks During Price Bubble Periods Using a Machine Learning Approach [Volume 15, Issue 3, 2025, Pages 9-32]
System of simultaneous equations Examining the interrelationships of corporate governance, liquidity and performance using the system of simultaneous equations [Volume 6, Issue 15, 2016, Pages 81-110]

T

Tail risk Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
Tail risk Enhanced Index Tracking via Omega-CVaR Optimization: A Downside Risk Perspective [Volume 16, Issue 1, 2026, Pages 9-37]
Target capital structure The Deviation from Target Capital Structure and Firms’ Value [Volume 9, Issue 26, 2019, Pages 9-31]
Tax Avoidance Tax Avoidance and Audit Quality with Emphasis on the Role of Management Conservatism: Evidence from Data Mining of Influencing Variables [Volume 15, Issue 4, 2025, Pages 98-125]
Technical Analysis Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
Technical analysis- Earning announcement- Abnormal return-Adjusted return Investigating the prediction power of the information content of the earnings announcement by technical analysis [Volume 7, Issue 20, 2017, Pages 115-131]
Technical Committee Investigate the Functional Appropriateness of Capital Ratios in Iranian Banks [Volume 8, Issue 21, 2018, Pages 95-113]
Technical Dimension The moderating role of external monitoring in influencing the technical and institutional dimensions of corporate social responsibility on profitability [Volume 9, Issue 27, 2019, Pages 109-132]
Technological Innovation Examining the Moderating Role of Corporate Financial Constraints in the Relationship between Financialization and Technological Innovation [Volume 15, Issue 4, 2025, Pages 77-97]
Tedan system The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
TEDPIX Stock market index analysis with entropy approach [Volume 8, Issue 24, 2018, Pages 159-180]
Tehran Analysis of Equity Premium Puzzle and study of Pitfalls in Estimating the Coefficient of Relative Risk Aversion in Tehran Stock Exchange [Volume 7, Issue 19, 2017, Pages 51-74]
Tehran Stock Exchange The Effect of the Mispricing on Stock Returns: An Application of the Five-Factor Model [Volume 9, Issue 28, 2019, Pages 117-142]
Tehran Stock Exchange Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]
Tehran Stock Exchange Cardinality-constrained Value at Risk based Portfolio Optimization Using Krill Herd Metaheuristic Algorithm (Case study: Tehran Stock Exchange) [Volume 12, Issue 39, 2022, Pages 147-169]
Tehran Stock Exchange The Role of Institutional Investors Herding on the Formation and Intensification of PEAD in the Short Period [Volume 12, Issue 40, 2022, Pages 49-68]
Tehran Stock Exchange Presenting an Optimized CNN-LSTM Model for Stock Price Forecasting in the Tehran Stock Exchange [Volume 14, Issue 45, 2024, Pages 123-147]
Tehran Stock Exchange Interpreting Forecast the Return of the Price Index of Manufacturing Industries in the Tehran Stock Exchange Using Explainable Ensemble Learning [Volume 14, Issue 48, 2024, Pages 55-78]
Tehran Stock Exchange Prediction of Tehran Stock Exchange Total Index Using Natural Gradient Boosting and SHAP Values [Volume 15, Issue 2, 2025, Pages 34-53]
Tehran Stock Exchange Examining the Moderating Role of Corporate Financial Constraints in the Relationship between Financialization and Technological Innovation [Volume 15, Issue 4, 2025, Pages 77-97]
Tehran stock market The Information Content of Covid 19 Outbreak Announcement in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 119-143]
Term Structure of Equity Return State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
Text Mining The Effect of the Informed and Noise Traders Perceptions from the Financial Reports on Stock Returns: Text Mining Approach [Volume 11, Issue 35, 2021, Pages 119-141]
Text Mining Investigating the impact of sentiments on stock returns: evidence from reactions to social media content [Volume 11, Issue 36, 2021, Pages 57-89]
Thematic Analysis Identification and Validation of Barriers and Enabling Factors for Successful Implementation of Privatization through Exchange-Traded Funds (ETFs) [Volume 15, Issue 2, 2025, Pages 125-148]
The Optimal Hedge Ratio Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
Theory of Life Cycle The Effect of Restructuring on Financial Recovery with Emphasis on Corporate life cycle at TSE [Volume 9, Issue 26, 2019, Pages 147-170]
The risk of Falling Stock Prices Investigating the effect of Investor Sentiment on the stock price crash risk in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 9-30]
Three factor model of Fama & French Momentum Sources; Evidence from Risk Adjustment [Volume 8, Issue 23, 2018, Pages 9-31]
Time-Frequency Analysis The Puzzle of Policy Uncertainty and Stock Market Volatility: Evidence from the Iran's economy [Volume 15, Issue 4, 2025, Pages 55-76]
Time-Varying Causality Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023, Pages 59-82]
Time-Varying Causality The Puzzle of Policy Uncertainty and Stock Market Volatility: Evidence from the Iran's economy [Volume 15, Issue 4, 2025, Pages 55-76]
Time-varying parameter vector autoregression (TVP-VAR) model The analysis of relationship between financial markets' illiquidity shocks and macroeconomic dynamics: Time-varying parameter vector autoregression (TVP-VAR) approach in Iran [Volume 12, Issue 39, 2022, Pages 63-82]
Toda and Yamamoto causality test Stock market index analysis with entropy approach [Volume 8, Issue 24, 2018, Pages 159-180]
Total Risk Firm reputation, risk, and stock return [Volume 14, Issue 48, 2024, Pages 34-54]
Toxic Assets The Contexts Genealogy of the Toxic Assets Emergence in Capital Market Companies: The Application of a Paradigmatic Framework [Volume 14, Issue 46, 2024, Pages 93-131]
Tracking Error Development of a Stable Tracking Measure for Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 51-79]
Tracking portfolio Pricing test of temperature volatility premium in Tehran Security Exchange [Volume 8, Issue 24, 2018, Pages 35-62]
Tracking Quality Measurement Development of a Stable Tracking Measure for Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 51-79]
Trade-off theory The Deviation from Target Capital Structure and Firms’ Value [Volume 9, Issue 26, 2019, Pages 9-31]
Trade-off theory The Effect of COVID-19 Pandemic on Capital Structure Speed of Adjustment [Volume 13, Issue 44, 2023, Pages 127-149]
Trade off Theory Leverage Adjustment Speeds in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 113-134]
Traders Behavior Investigation of Relationship Between Noise Trading and Share Returns In Iran Stock market [Volume 9, Issue 25, 2019, Pages 77-99]
Trading error Dynamics of the Behavior of Individual Investors in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 101-120]
Trading Strategies The Impact of Cognitive Ability and Faith in Intuition on Investors' Trading Strategies and Performance of Perfesional Investors in Tehran Securities Exchange [Volume 9, Issue 28, 2019, Pages 143-164]
Trading symbol suspension The effectiveness of investors' decision-making from legal requirements in the capital market [Volume 14, Issue 45, 2024, Pages 9-36]
Transparency Readability of Financial Statements and the Sensitivity of Investors to Use of Accounting Information [Volume 8, Issue 23, 2018, Pages 87-103]
Transparency Designing a Model of Fundamental Factors of Information Asymmetry within the Framework of Agency Theory [Volume 15, Issue 2, 2025, Pages 104-124]
Tunneling Phenomenon Presenting the developed model of Benish by using tunneling phenomena based on artificial neural network technique and particle swarm optimization algorithm to identifying profit manipulating companies [Volume 11, Issue 33, 2021, Pages 139-171]

V

VAE - LSTM Stock Price Manipulation in the Iran Stock Market Using VAE-LSTM Hybrid Model [Volume 14, Issue 46, 2024, Pages 133-161]
Valuation State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
Value at Risk Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
Value at Risk Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2020, Pages 131-158]
Value at Risk Stock portfolio optimization in fireworks algorithm using risk value and comparison with Particle Swarm Optimization (PSO) [Volume 11, Issue 35, 2021, Pages 9-37]
Value at Risk Investigating the Effect of Study Period Selection on Solving Portfolio Optimization Based on Different Risk Criteria Using Meta-Heuristic Algorithms [Volume 12, Issue 37, 2022, Pages 95-122]
Value-at-Risk Analyzing the Information Contained in the Skewness and Kurtosis of TEPIX Returns for Forecasting Risk: GARCH Model with Gram-Charlier Expansions for Innovations [Volume 14, Issue 45, 2024, Pages 149-174]
Value factor Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
Value Strategy The role of financial Reporting Quality on the Tendency of Transient Institutional Investors in Adopting Value and Momentum Trading Strategies [Volume 11, Issue 36, 2021, Pages 9-33]
Variance Decomposision Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
Variance ratio The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
Vasicek model Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange [Volume 13, Issue 41, 2023, Pages 91-115]
Vector Autoregressive (VAR) Model Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
Venture Capital Identifying risk factors and their causal dependencies in startups: A Delphi-DEMATEL study in the context of Iranian venture capital [Volume 15, Issue 3, 2025, Pages 33-53]
Venture capital- development factors- early-stage companies- Iran Identify reasons for the non-development of venture capital in Iran [Volume 7, Issue 20, 2017, Pages 133-151]
Volatility in Exchange Rate Investigating the Effect of Volatility in Exchange Rates on the Levels of Skewness and Kurtosis of Stock Portfolio Returns of Listed Companies in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 121-146]
Volatility of Stock Market Indices Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
Volatility Persistence Investigating the Volatility Persistence in Tehran Stock Exchange [Volume 12, Issue 39, 2022, Pages 9-31]
Volatility Spillover Investigating the dynamics of Volatility relationships in the selected cryptocurrencies [Volume 13, Issue 41, 2023, Pages 37-58]
Volatility Spillover Investigating The Leverage effect and The Volatility Spillover among Exchange rate, pharmaceutical and Food industry index in Tehran stock market [Volume 13, Issue 44, 2023, Pages 83-99]

Financial Management Perspective

Keyword Index

A

B

C

D

E

F

G

H

I

K

L

M

N

O

P

Q

R

S

T

U

V

W

Y