Financial Management Perspective

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 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]
  • 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]
  • 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]
  • 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]
  • 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]
  • 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]
  • 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]
  • 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]
B
  • 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 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]
  • 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 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 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]
  • 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]
  • 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]
C
  • Capital cost Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
  • 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]
  • Catering Theory Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
  • 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]
  • 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]
  • 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]
D
  • Debt ratio Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
  • 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]
  • 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]
  • 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]
E
  • 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]
  • 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]
  • Excess Stock Return Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
F
  • 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]
  • Feature Selection Algorithm The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
  • 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 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 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 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 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 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 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]
  • 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 Performance Investigating the change in the effect of fundamental variables on return in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 57-84]
  • 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
  • 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]
H
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]
  • 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]
  • 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 Asymmetry Analyzing the Corporate Financial Signaling Theory in Order to Manage Information Asymmetry [Volume 11, Issue 36, 2021, Pages 145-172]
  • 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]
  • 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 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]
  • Intrinsic Value Comparative Investigating of Stock Valuation Discount Models in Companies Listed in Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 113-138]
  • 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]
  • 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]
  • 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]
L
  • 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]
  • Logistic Regression The Effect of Investor Sentiment on the Formation of Bubbles in the Stock Market [Volume 11, Issue 35, 2021, Pages 91-118]
  • 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]
M
  • Manager Bias Theory Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
  • 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]
  • 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]
  • 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]
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]
  • 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 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]
O
  • 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]
  • 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]
P
  • 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]
  • 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]
  • Principal Component Analysis Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
  • 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]
  • 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]
  • 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]
  • Return Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
  • 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]
  • 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 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]
S
  • 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]
  • 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]
  • 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]
  • State Regulation State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
  • 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]
  • 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 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 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]
  • Stock return synchronicity Investor sentiment and stock return synchronicity in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 95-115]
  • Support Vector Regression The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
T
  • Tail risk Tail Risk and Excess Stock Return [Volume 11, Issue 36, 2021, Pages 35-55]
  • 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]
  • 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]
  • 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]
U
  • Uncertainty Managerial confidence and Economic sentiments Index design for listed company's managers of Tehran Stock Exchange [Volume 11, Issue 33, 2021, Pages 245-272]
  • Uncertainty Conditions 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]
V
  • Valuation State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
  • 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 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]