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]
-
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]
-
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 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]
-
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]
-
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]
-
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 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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
Bear market
Designing a Rule-Based Algorithm to Identify Bull and Bear Markets Regimes [Volume 13, Issue 43, 2023, Pages 51-78]
-
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 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
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]
-
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]
-
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]
-
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 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 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 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 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]
-
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]
-
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]
-
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 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 Variance
Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
-
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]
-
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
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]
-
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]
-
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 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]
-
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 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]
-
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]
-
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]
-
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]
-
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 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]
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]
-
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 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]
-
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 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 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 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]
-
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 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]
-
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 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–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 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 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 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-Specific Characteristics
Determinants of idiosyncratic volatility of stock returns listed firms in Tehran Stock Exchange [Volume 9, Issue 26, 2019, Pages 97-119]
-
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 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 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]
-
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 (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]
-
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]
-
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]
-
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 Behavior
Dynamics of Herding Behavior and Momentum Effects: Evidence from the Iran Capital Market [Volume 9, Issue 26, 2019, Pages 121-145]
-
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]
-
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]
-
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 efficiency
The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
-
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 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 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]
-
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]
-
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 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]
-
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؛ Sukuk Returns؛ Capital Flow؛ Contagion Effect
Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023]
-
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]
-
Islamic Bank
Investigate the Functional Appropriateness of Capital Ratios in Iranian Banks [Volume 8, Issue 21, 2018, Pages 95-113]
K
-
KMV mode
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]
-
Krill Herd Algorithm
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]
-
Kurtosis 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]
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]
-
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]
-
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]
-
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]
-
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]
-
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]
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]
-
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]
-
Manager Bias Theory
Investor Sentiment and Financing Decisions in Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 173-193]
-
Manipulation-Proof Performance Measure
Performance Persistence Investigation in Equity Mutual Funds [Volume 8, Issue 24, 2018, Pages 63-78]
-
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 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 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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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]
-
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 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]
-
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]
-
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 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]
-
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]
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
-
Radial Basis Function
The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
-
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]
-
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]
-
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 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-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 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-Return Trade-Off
Investor sentiment and mean-variance relationship in Tehran Stock Exchange [Volume 12, Issue 38, 2022, Pages 131-160]
-
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]
-
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]
-
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 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]
-
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 Liquidity
Effect of Exchange Rate Risk on Market Liquidity Risk in Tehran Stock Exchange [Volume 13, Issue 43, 2023, Pages 79-101]
-
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 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]
-
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 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]
-
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]
-
Support Vector Regression
The Proposed Algorithm to Select Appropriate Features for Predicting Tehran Stock Exchange Index [Volume 11, Issue 34, 2021, Pages 35-67]
-
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]
-
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]
-
Target capital structure
The Deviation from Target Capital Structure and Firms’ Value [Volume 9, Issue 26, 2019, Pages 9-31]
-
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]
-
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]
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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]
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Tehran stock market
The Information Content of Covid 19 Outbreak Announcement in Tehran Stock Exchange [Volume 12, Issue 40, 2022, Pages 119-143]
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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]
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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]
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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]
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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]
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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]
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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]
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Three factor model of Fama & French
Momentum Sources; Evidence from Risk Adjustment [Volume 8, Issue 23, 2018, Pages 9-31]
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Time-Varying Causality
Time-Varying Causality between Equity Investor Sentiment and Sukuk Returns [Volume 13, Issue 44, 2023]
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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]
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Toda and Yamamoto causality test
Stock market index analysis with entropy approach [Volume 8, Issue 24, 2018, Pages 159-180]
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Tracking Error
Development of a Stable Tracking Measure for Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 51-79]
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Tracking portfolio
Pricing test of temperature volatility premium in Tehran Security Exchange [Volume 8, Issue 24, 2018, Pages 35-62]
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Tracking Quality Measurement
Development of a Stable Tracking Measure for Tehran Stock Exchange [Volume 9, Issue 27, 2019, Pages 51-79]
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Trade-off theory
The Deviation from Target Capital Structure and Firms’ Value [Volume 9, Issue 26, 2019, Pages 9-31]
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Trade off Theory
Leverage Adjustment Speeds in Tehran Stock Exchange [Volume 8, Issue 22, 2018, Pages 113-134]
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Traders Behavior
Investigation of Relationship Between Noise Trading and Share Returns In Iran Stock market [Volume 9, Issue 25, 2019, Pages 77-99]
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Trading error
Dynamics of the Behavior of Individual Investors in Tehran Stock Exchange [Volume 9, Issue 25, 2019, Pages 101-120]
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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]
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Transparency
Readability of Financial Statements and the Sensitivity of Investors to Use of Accounting Information [Volume 8, Issue 23, 2018, Pages 87-103]
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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
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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]
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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]
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Unconditional Idiosyncratic Volatility
Determinants of idiosyncratic volatility of stock returns listed firms in Tehran Stock Exchange [Volume 9, Issue 26, 2019, Pages 97-119]
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Unit Root
Investigating the Volatility Persistence in Tehran Stock Exchange [Volume 12, Issue 39, 2022, Pages 9-31]
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Valuation
State’s regulatory role in implied equity duration of Tehran Stock Exchange [Volume 11, Issue 34, 2021, Pages 9-34]
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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]
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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]
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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]
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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]
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Value factor
Market Leverage Effect in Fama Frech Model [Volume 11, Issue 33, 2021, Pages 9-31]
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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]
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Variance Decomposision
Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
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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]
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Vasicek model
Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange [Volume 13, Issue 41, 2023, Pages 91-115]
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Vector Autoregressive (VAR) Model
Arbitrage opportunities between ETFs and their underlying portfolio [Volume 13, Issue 41, 2023, Pages 117-143]
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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]
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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]
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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]
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Volatility Persistence
Investigating the Volatility Persistence in Tehran Stock Exchange [Volume 12, Issue 39, 2022, Pages 9-31]
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Volatility Spillover
Investigating the dynamics of Volatility relationships in the selected cryptocurrencies [Volume 13, Issue 41, 2023, Pages 37-58]
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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]
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Wang & Wu model
Momentum Sources; Evidence from Risk Adjustment [Volume 8, Issue 23, 2018, Pages 9-31]
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Water Cycle Algorithm
Portfolio Optimization in Tehran Stock Exchange by Water Cycle Algorithm [Volume 7, Issue 20, 2017, Pages 9-32]
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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]
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Weather
Day Features and Stock Market Performance [Volume 13, Issue 44, 2023, Pages 33-58]
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Winner industries
The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
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Winner portfolio
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]
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Working Capital
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]
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Working Capital Management
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]
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