Financial Management Perspective

Financial Management Perspective

Keyword Index
A
  • Adjustment and Anchoring Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
  • 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]
  • 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]
  • 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]
  • Asset pricing Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
B
  • 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]
  • 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]
  • 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]
  • 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 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]
C
  • 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 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 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]
  • 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]
  • 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]
  • 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]
  • Convolutional neural networks Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
  • 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 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]
  • 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 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]
  • 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]
D
  • 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]
  • Deep Learning Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
  • 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]
  • 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]
  • Disposition Effect Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
  • 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]
  • 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]
E
  • 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]
  • 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]
F
  • 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]
  • 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 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 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]
  • 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 Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
  • 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]
G
  • 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 (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]
  • 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]
  • GRS Test Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
H
  • 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]
I
  • 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 efficiency The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
  • 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]
  • 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]
  • Iran capital market Develop the principles of corporate governance for the Iran capital market [Volume 10, Issue 31, 2020, Pages 29-52]
L
  • 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]
  • 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 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]
  • 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]
  • Loser industries The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
  • 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]
  • 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]
M
  • 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]
  • 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]
  • 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 Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
  • 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]
  • 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 Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
N
  • 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]
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]
  • 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]
  • 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]
P
  • 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 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]
Q
  • Quick Ratio 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]
R
  • 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]
  • 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-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]
S
  • 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]
  • 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]
  • 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]
  • Stock market The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
  • 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 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]
T
  • Technical Analysis Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
  • 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]
  • 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]
V
  • 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]
  • 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]
  • 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]
W
  • Wavelet analysis 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]
  • Winner industries The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]