A
-
Adjustment and Anchoring
Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
-
Algorithmic Trading
Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
-
Analytical reports
The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
-
Arbitrage restrictions violation
The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
-
Artificial Intelligence Methods
Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
-
Asset pricing
Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
B
-
Banking Performance
the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
-
Banks
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
-
Bank Size
Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
-
Bayesian methods
Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2020, Pages 131-158]
-
Behavioral Bias
Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]
-
Behavioral Finance
Simulation the Model of Effects of Behavioral and Macroeconomic Factors on the Tehran Stock Exchange Index with Using System Dynamics Approach [Volume 10, Issue 29, 2020, Pages 89-124]
C
-
CAMELS
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
-
Capital market growth
The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
-
Capital structure
The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
-
Cash Inflows (Outflows)
Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
-
CEO power
The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
-
Conditional Value at Risk
Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
-
Convolutional neural networks
Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
-
Coppola functions
Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
-
Copula
Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
-
Copula-GARCH
Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
-
Corporate Governance
Develop the principles of corporate governance for the Iran capital market [Volume 10, Issue 31, 2020, Pages 29-52]
-
Corporate Governance
the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
-
Credit and Business Cycles
The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
-
Credit Risk
Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
-
Crisis
Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]
D
-
Decision Tree
Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
-
Decline
The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2020, Pages 159-188]
-
Deep Learning
Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
-
Default Risk
The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
-
Default Risk
Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
-
Development
The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
-
Disposition Effect
Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
-
Distress Distinction Criteria’s
Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
-
Dynamic Pricing Models
Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
E
-
Entropy
Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]
-
Expected Loss
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
-
Expert power
The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
F
-
Fama and French Models
Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
-
Fama and French three-factor model
The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
-
Financial Flexibility
The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2020, Pages 159-188]
-
Financial Intermediation
Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
-
Financial Leverage
Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
-
Firm life cycle
The Ability of Firm Life Cycle Patterns in Explaining Financial Flexibility (Based on the Adjusted Financial Flexibility Index) [Volume 10, Issue 32, 2020, Pages 159-188]
-
Firm Performance
The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
-
Future Contracts
Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
G
-
Generalized Method of Moments (GMM)
The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
-
Genetic Algorithm (GA)
Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
-
Government Ownership
Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
-
GRS Test
Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
H
-
High Moods
Investigating the Impact of Mood on the Behavioral Finance Trap of Investors in Tehran Stock Exchange [Volume 10, Issue 30, 2020, Pages 143-162]
-
Holding Companies
The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
I
-
Information Asymmetry
the Corporate Governance and Disclosure of Information Relations and Their Effects on the Banks Performance [Volume 10, Issue 31, 2020, Pages 129-151]
-
Information efficiency
The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
-
Institutional shareholders
The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
-
Intellectual Capital
Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
-
Iran capital market
Develop the principles of corporate governance for the Iran capital market [Volume 10, Issue 31, 2020, Pages 29-52]
L
-
LASSO Algorithm
Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
-
Lion Optimization Algorithm (LOA)
Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
-
Liquidity Constraints
The Role of Credit and Business Cycles of Macroeconomics in Liquidity Constraints and Corporate Performance [Volume 10, Issue 29, 2020, Pages 65-88]
-
Liquidity Creation Index
Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
-
Liquidity risk and Momentum
Multi-Factor asset pricing model in Iranian Capital Market [Volume 10, Issue 32, 2020, Pages 9-32]
-
Logistic Map
Investigating the Crisis Forecasting Ability of the Cumulative Residual Entropy Measure by using Logistic Map Simulation Data and Tehran Stock Exchange Overall Index [Volume 10, Issue 31, 2020, Pages 9-27]
-
Logistic Regression
Comparing the Identifying Criteria for Financially Distressed Companies using Logistic Regression and Artificial Intelligence Methods [Volume 10, Issue 29, 2020, Pages 147-166]
-
Loser industries
The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
-
Loss Given Default
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
-
Low Moods
Investigating the Impact of Mood on the Behavioral Finance Trap of Investors in Tehran Stock Exchange [Volume 10, Issue 30, 2020, Pages 143-162]
M
-
Mental Accounting
Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
-
Meta-analysis
The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
-
Modern Portfolio Theory (MPT)
Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
-
Momentum
Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
-
Multivariates GARCH Model
The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
-
Mutual Fund Puzzle؛ Index Fund؛ Modern and Postmodern Portfolio Theory
Performance evaluation of actively managed mutual funds and the puzzle of their acceptance by investors [Volume 10, Issue 31, 2020, Pages 103-127]
-
Mutual Funds
Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
N
-
Non-Current Debts
Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
O
-
Oil return volatility
The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
-
Optimal Stock Portfolio
Comparison of Value Risk Models and Coppola-CVaR in Portfolio Optimization in Tehran Stock Exchange [Volume 10, Issue 29, 2020, Pages 125-146]
-
Option markets efficiency
The Effect of Selective Macroeconomic Variables on the Options Market Efficiency; Meta-Analysis of the Violation of Options Arbitrage Restrictions [Volume 10, Issue 30, 2020, Pages 81-98]
P
-
Portfolio optimization
Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
-
Portfolio Selection
Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
Q
-
Quick Ratio
Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
R
-
Recovery Rate
Investigating the Variables Affecting Banks’ Legal Customers Credit Risk, Using Support Vectors Machine and Decision Tree [Volume 10, Issue 31, 2020, Pages 53-73]
-
Reference Price
Adjustment and anchoring bias or disposition effect: Evidence from momentum pattern [Volume 10, Issue 29, 2020, Pages 9-37]
-
Risk
Optimization Portfolio Selection in Risk Situations with Combined Meta-Heuristic Algorithm of Genetic Algorithm (GA) and Lion Optimization Algorithm (LOA) [Volume 10, Issue 32, 2020, Pages 33-56]
-
Risk-Adjusted Return on Capital (RAROC)
Assessment of the Effect of CAMELS Indicators on Risk-Adjusted Return on Capital (RAROC) in the Banks listed in Iran’s Stock Market [Volume 10, Issue 32, 2020, Pages 57-80]
S
-
Simulation
Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2020, Pages 131-158]
-
Spillover Effects
The Spillover Effects of Default Risk between Holding Companies and Their Subsidiaries (Case Study: Iran Khodro Investment Development Co.) [Volume 10, Issue 30, 2020, Pages 99-120]
-
Static Pricing Models
Evaluating and Prioritizing Static and Dynamic Pricing Models Using Cash Flows in Mutual Funds [Volume 10, Issue 30, 2020, Pages 9-34]
-
Stock market
The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
-
Structural Equation Modeling
Effect of Government Presence in Capital Structure on the Relationship between Intellectual Capital and Financing Decisions in Listed Companies in Tehran Stock Exchange Using Structural Equation Modeling [Volume 10, Issue 29, 2020, Pages 167-187]
-
Structural power
The Effect of Institutional Shareholders on the Relationship between CEO Power and Capital Structure in Companies [Volume 10, Issue 30, 2020, Pages 57-80]
-
Structural Vector Autoregression Model
The Effect of Monetary and Financial Instability on Energy-Intensive Industries Stocks [Volume 10, Issue 32, 2020, Pages 81-107]
T
-
Technical Analysis
Designing an Automated Trading System Using Convolutional Neural Network [Volume 10, Issue 31, 2020, Pages 153-184]
-
Tedan system
The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
-
The Optimal Hedge Ratio
Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
V
-
Value at Risk
Modeling of Optimal Stock portfolio Optimization Based on Risk Assessment and Behavioral Financial Approach (Mental Accounting) in Tehran Stock Exchange [Volume 10, Issue 31, 2020, Pages 75-101]
-
Value at Risk
Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR [Volume 10, Issue 32, 2020, Pages 131-158]
-
Variance ratio
The impact of Tedan system analytical reports on the informational efficiency of Tehran Stock Exchange [Volume 10, Issue 32, 2020, Pages 109-130]
-
Volatility of Stock Market Indices
Investigating the Role of Financial Intermediation in Member Banks of Tehran Stock Exchange and Its Effective Factors. [Volume 10, Issue 29, 2020, Pages 39-64]
W
-
Wavelet analysis
Time Variable Modeling of The Optimal Hedge Ratio Using Future Contracts: A Combined Approach of Pair-Capula Functions and Wavelet Decomposition [Volume 10, Issue 30, 2020, Pages 35-56]
-
Winner industries
The Effect of oil price dynamics on industry momentum in Tehran stock Exchange [Volume 10, Issue 30, 2020, Pages 121-142]
Your query does not match with any item