A
                
                
                                    - 
                    
                                                    Abnormal Returns fluctuation
                        
                                                    The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
                                            
- 
                    
                                                    Adjusted probability of informed trading
                        
                                                    The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
                                            
- 
                    
                                                    Agency effect
                        
                                                    Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
                                            
- 
                    
                                                    Agent-based Simulation
                        
                                                    Optimal Execution Strategy: 
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
                                            
- 
                    
                                                    Algorithmic Trading
                        
                                                    Optimal Execution Strategy: 
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
                                            
- 
                    
                                                    Asymmetry conditional heteroscedasticity
                        
                                                    A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
                                            
- 
                    
                                                    Auto Regressive Conditionally Heteroscedastic (ARCH)
                        
                                                    A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
                                            
- 
                    
                                                    Autoregressive Integrated Moving Average (ARIMA)
                        
                                                    Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in 
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
                                            
 
         
     
    
    
    
        
            
                
                    
B
                
                
                                    - 
                    
                                                    Bank income
                        
                                                    Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
                                            
- 
                    
                                                    Banking
                        
                                                    Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
                                            
- 
                    
                                                    Bayesian Approach
                        
                                                    Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
                                            
- 
                    
                                                    Bayesian learning function
                        
                                                    Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in 
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
                                            
- 
                    
                                                    Behavioral Bias
                        
                                                    Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
                                            
- 
                    
                                                    Behavioral finance
                        
                                                    Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds 
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
                                            
- 
                    
                                                    Behavioral finance
                        
                                                    Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
                                            
- 
                    
                                                    Board of director’s reward
                        
                                                    The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
                                            
- 
                    
                                                    Business
                        
                                                    Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
                                            
- 
                    
                                                    Business cycles synchronization
                        
                                                    Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
                                            
 
         
     
    
    
    
        
            
                
                    
C
                
                
                                    - 
                    
                                                    Capital Asset Pricing Model
                        
                                                    A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
                                            
- 
                    
                                                    Capital structure
                        
                                                    Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
                                            
- 
                    
                                                    CAPM test
                        
                                                    Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
                                            
- 
                    
                                                    CECM
                        
                                                    Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
                                            
- 
                    
                                                    Clustering
                        
                                                    Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
                                            
- 
                    
                                                    Co-integration
                        
                                                    Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
                                            
- 
                    
                                                    Cointegration
                        
                                                    Investigation of the Common Stochastic Trends between Stock Price Index of Tehran 
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
                                            
- 
                    
                                                    Common stochastic trend
                        
                                                    Investigation of the Common Stochastic Trends between Stock Price Index of Tehran 
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
                                            
- 
                    
                                                    Conditional Value at Risk
                        
                                                    Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
                                            
- 
                    
                                                    Conditional value at Risk (CvaR)
                        
                                                    Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm 
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
                                            
- 
                    
                                                    Copula function
                        
                                                    Modeling Insurance Claim Distribution  via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
                                            
- 
                    
                                                    Correlation
                        
                                                    Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
                                            
- 
                    
                                                    Crowed sourcing
                        
                                                    Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
                                            
- 
                    
                                                    Currency shocks or momentum
                        
                                                    Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
                                            
 
         
     
    
    
    
        
            
                
                    
D
                
                
                                    - 
                    
                                                    Deferential evolutionary algorithms
                        
                                                    Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
                                            
- 
                    
                                                    Deposits composition
                        
                                                    Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
                                            
- 
                    
                                                    Direct investment
                        
                                                    Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
                                            
- 
                    
                                                    Diversification strategy
                        
                                                    A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
                                            
- 
                    
                                                    Down side beta
                        
                                                    Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
                                            
 
         
     
    
    
    
        
            
                
                    
E
                
                
                                    - 
                    
                                                    Earning prediction error
                        
                                                    The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
                                            
- 
                    
                                                    Earning quality
                        
                                                    Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
                                            
- 
                    
                                                    Earnings response coefficient
                        
                                                    The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
                                            
- 
                    
                                                    Enhanced indexing
                        
                                                    Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
                                            
- 
                    
                                                    Estimate
                        
                                                    Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
                                            
- 
                    
                                                    Evolutionary algorithms
                        
                                                    Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
                                            
- 
                    
                                                    Exchange rate
                        
                                                    The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
                                            
- 
                    
                                                    Execution cost
                        
                                                    Optimal Execution Strategy: 
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
                                            
- 
                    
                                                    Expected shortfall
                        
                                                    Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
                                            
 
         
     
    
    
    
        
            
                
                    
F
                
                
                                    - 
                    
                                                    Financial constraint
                        
                                                    A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
                                            
- 
                    
                                                    Financial depth
                        
                                                    Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
                                            
- 
                    
                                                    Financial distress
                        
                                                    Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
                                            
- 
                    
                                                    Financial friction
                        
                                                    Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
                                            
- 
                    
                                                    Financial performance
                        
                                                    A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
                                            
- 
                    
                                                    Funds
                        
                                                    Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
                                            
- 
                    
                                                    Fuzzy random variable
                        
                                                    Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
                                            
 
         
     
    
    
    
        
            
                
                    
G
                
                
                                    - 
                    
                                                    GARCH Model
                        
                                                    Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds 
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
                                            
- 
                    
                                                    Genetic Algorithm
                        
                                                    Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
                                            
- 
                    
                                                    Genetic Algorithm
                        
                                                    Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
                                            
- 
                    
                                                    Gold coin
                        
                                                    The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
                                            
- 
                    
                                                    Gonzalo and Granger (1995)
                        
                                                    Investigation of the Common Stochastic Trends between Stock Price Index of Tehran 
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
                                            
 
         
     
    
    
    
        
            
                
                    
H
                
                
                                    - 
                    
                                                    Herding
                        
                                                    The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
                                            
- 
                    
                                                    Herding
                        
                                                    Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
                                            
- 
                    
                                                    Hidden cointegration
                        
                                                    Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
                                            
- 
                    
                                                    Holding company
                        
                                                    A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
                                            
 
         
     
    
    
    
        
            
                
                    
I
                
                
                                    - 
                    
                                                    Index of Tehran Stock Exchange (TEDPIX)
                        
                                                    Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
                                            
- 
                    
                                                    Index residual
                        
                                                    Testing Agency Model in Capital Asset Pricing [Volume 19, Issue 4, 2017, Pages 521-534]
                                            
- 
                    
                                                    Index tracking
                        
                                                    Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms [Volume 19, Issue 2, 2017, Pages 319-340]
                                            
- 
                    
                                                    Index tracking
                        
                                                    Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
                                            
- 
                    
                                                    Industry
                        
                                                    Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
                                            
- 
                    
                                                    Information risk
                        
                                                    The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
                                            
- 
                    
                                                    Insurance market
                        
                                                    Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
                                            
- 
                    
                                                    Interval Optimization
                        
                                                    Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
                                            
- 
                    
                                                    Investment
                        
                                                    A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
                                            
- 
                    
                                                    Investment companies
                        
                                                    The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [Volume 19, Issue 1, 2017, Pages 97-118]
                                            
- 
                    
                                                    IPO returns
                        
                                                    Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
                                            
- 
                    
                                                    Iran's banking
                        
                                                    Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
                                            
 
         
     
    
    
    
    
    
    
        
            
                
                    
L
                
                
                                    - 
                    
                                                    Levenberg-Marquardt learning function
                        
                                                    Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in 
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
                                            
- 
                    
                                                    Leverage Simulation
                        
                                                    Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
                                            
- 
                    
                                                    Linear programming
                        
                                                    Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
                                            
- 
                    
                                                    Long term deposit
                        
                                                    Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
                                            
 
         
     
    
    
    
        
            
                
                    
M
                
                
                                    - 
                    
                                                    Marginal distribution
                        
                                                    Modeling Insurance Claim Distribution  via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
                                            
- 
                    
                                                    Markov Switching Bayesian VAR
                        
                                                    Investigating the Impact of Iran-Germany Business Cycle Synchronization on the Friction and Depth of Financial Markets in Iran (Markov Switching Bayesian VAR Method) [Volume 19, Issue 3, 2017, Pages 341-364]
                                            
- 
                    
                                                    MCMC algorithm
                        
                                                    Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
                                            
- 
                    
                                                    Mean-variance model
                        
                                                    Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm 
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
                                            
- 
                    
                                                    Metaheauristic algorithms
                        
                                                    Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm 
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
                                            
- 
                    
                                                    Methods of financing
                        
                                                    Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
                                            
- 
                    
                                                    Mixture Distribution
                        
                                                    Modeling Insurance Claim Distribution  via Mixture Distribution and Copula [Volume 19, Issue 1, 2017, Pages 23-40]
                                            
- 
                    
                                                    Money market
                        
                                                    Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
                                            
- 
                    
                                                    Mutual fund flows
                        
                                                    Dynamic Relations between Aggregate Mutual Fund Flows and Tehran Stock Exchange’s Index:A Hidden Co-integration Approach [Volume 19, Issue 3, 2017, Pages 439-456]
                                            
- 
                    
                                                    Mutual Funds
                        
                                                    Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds 
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
                                            
 
         
     
    
    
    
        
            
                
                    
N
                
                
                                    - 
                    
                                                    Neural Network
                        
                                                    Estimation of Input & Output Cash of Tejarat Branches in order to Calculate Branches’ Required Cash Via Multivariate Bayesian Clustering Analysis and the Implementation in Neural Network [Volume 19, Issue 1, 2017, Pages 41-60]
                                            
- 
                    
                                                    Non-linear model
                        
                                                    The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
                                            
- 
                    
                                                    Non-parametric approach
                        
                                                    Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
                                            
 
         
     
    
    
    
        
            
                
                    
O
                
                
                                    - 
                    
                                                    Operating cash flow
                        
                                                    A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
                                            
- 
                    
                                                    Operational definitions of bull and bear
                        
                                                    Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
                                            
- 
                    
                                                    Ownership
                        
                                                    Determinants of banks' risk-taking in Iran with emphasis on ownership structure [Volume 19, Issue 1, 2017, Pages 80-61]
                                            
 
         
     
    
    
    
        
            
                
                    
P
                
                
                                    - 
                    
                                                    Pagan-Sossonouv’s method
                        
                                                    Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
                                            
- 
                    
                                                    Portfolio
                        
                                                    A Survey on Relation between Corporate Portfolio Management and Financial Performance in the LLP Corporations in Iran [Volume 19, Issue 1, 2017, Pages 173-192]
                                            
- 
                    
                                                    Portfolio optimization
                        
                                                    Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm 
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
                                            
- 
                    
                                                    Portfolio Selection
                        
                                                    Interval Optimization In Portfolio Selection with Conditional Value At Risk [Volume 19, Issue 1, 2017, Pages 157-172]
                                            
- 
                    
                                                    Possibility and necessity theory
                        
                                                    Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
                                            
- 
                    
                                                    Predicting stock prices
                        
                                                    Investigating Performance of Bayesian and Levenberg-Marquardt Neural Network in Comparison Classical Models in 
Stock Price Forecasting [Volume 19, Issue 2, 2017, Pages 299-318]
                                            
- 
                    
                                                    Price impact
                        
                                                    Optimal Execution Strategy: 
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
                                            
- 
                    
                                                    Probability of symmetric order shocks
                        
                                                    The Investigation of Information Risk Pricing; Evidence from Adjusted Probability of Informed Trading Measure [Volume 19, Issue 3, 2017, Pages 415-438]
                                            
- 
                    
                                                    Profit sensitivity
                        
                                                    The Effect of Profit Sensitivity Dimensions (Earnings Response Coefficient, Returns Abnormal Fluctuations and Earning Prediction Error) on Board of Director’s Compensation [Volume 19, Issue 4, 2017, Pages 615-642]
                                            
 
         
     
    
    
    
        
            
                
                    
R
                
                
                                    - 
                    
                                                    Response Surface Methodology
                        
                                                    Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
                                            
- 
                    
                                                    Retail investor
                        
                                                    Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
                                            
- 
                    
                                                    Return
                        
                                                    Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds 
in Iran Capital Market [Volume 19, Issue 2, 2017, Pages 217-238]
                                            
 
         
     
    
    
    
        
            
                
                    
S
                
                
                                    - 
                    
                                                    Short term deposit
                        
                                                    Banks Income Forecasting Based on Deposits Composition Using Response Surface Methodology [Volume 19, Issue 4, 2017, Pages 579-594]
                                            
- 
                    
                                                    Skewedness
                        
                                                    Reviewing the Effect of Investors’ Behavioral Bias on IPO Return and the Roll of Earning Quality in Reducing this Effect [Volume 19, Issue 4, 2017, Pages 595-614]
                                            
- 
                    
                                                    Social Entrepreneurship
                        
                                                    Social Entrepreneurship Financing Methods [Volume 19, Issue 1, 2017, Pages 119-138]
                                            
- 
                    
                                                    Stability of Target Capital Structure
                        
                                                    Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
                                            
- 
                    
                                                    Stock exchange market
                        
                                                    The Study of Monetary Policy, Exchange Rate and Gold Effects on the Stock Market in Iran Using MS-VAR-EGARCH Model [Volume 19, Issue 3, 2017, Pages 389-414]
                                            
- 
                    
                                                    Stock market cycles
                        
                                                    Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
                                            
- 
                    
                                                    Stock price index
                        
                                                    Investigation of the Common Stochastic Trends between Stock Price Index of Tehran 
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
                                            
- 
                    
                                                    Style investing
                        
                                                    Industry Based on Style Investing and Retail Investors [Volume 19, Issue 4, 2017, Pages 557-578]
                                            
- 
                    
                                                    Support vector machine
                        
                                                    Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
                                            
- 
                    
                                                    Symmetry conditional heteroscedasticity
                        
                                                    A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange [Volume 19, Issue 4, 2017, Pages 505-520]
                                            
- 
                    
                                                    Systemic risk and spillover and contagion
                        
                                                    Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran [Volume 19, Issue 3, 2017, Pages 475-504]
                                            
 
         
     
    
    
    
        
            
                
                    
T
                
                
                                    - 
                    
                                                    Target Leverage
                        
                                                    Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
                                            
- 
                    
                                                    Teaching-Learning-Based Optimization (TLBO) algorithm
                        
                                                    Portfolio Optimization Using Teaching-Learning Based Optimization (TLBO) Algorithm 
in Tehran Stock Exchange (TSE) [Volume 19, Issue 2, 2017, Pages 263-280]
                                            
- 
                    
                                                    Tehran Stock Exchange
                        
                                                    A Pattern for Financial Constraint in Iranian Firms [Volume 19, Issue 3, 2017, Pages 365-388]
                                            
- 
                    
                                                    Time-varying Target Ratios Models
                        
                                                    Forecasting the leverage listed companies in Tehran Stock Exchange with the help of simulating models [Volume 19, Issue 1, 2017, Pages 1-22]
                                            
- 
                    
                                                    Tracking error
                        
                                                    Index Tracking and Enhanced Indexing Using Co-integration and Correlation Approaches [Volume 19, Issue 3, 2017, Pages 457-474]
                                            
- 
                    
                                                    Trade execution strategy
                        
                                                    Optimal Execution Strategy: 
An Agent-based Approach [Volume 19, Issue 2, 2017, Pages 262-239]
                                            
- 
                    
                                                    Trading partner
                        
                                                    Investigation of the Common Stochastic Trends between Stock Price Index of Tehran 
Stock Exchange and Stock Markets
of Main Trading Partner [Volume 19, Issue 2, 2017, Pages 281-298]
                                            
- 
                    
                                                    Turning points
                        
                                                    Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach [Volume 19, Issue 4, 2017, Pages 535-556]
                                            
 
         
     
    
    
    
        
            
                
                    
V
                
                
                                    - 
                    
                                                    Value-at-risk
                        
                                                    Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory [Volume 19, Issue 2, 2017, Pages 193-216]
                                            
- 
                    
                                                    VAR
                        
                                                    Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach [Volume 19, Issue 1, 2017, Pages 81-96]
                                            
 
         
     
    
    
    
        
            
                
                    
W
                
                
                                    - 
                    
                                                    Wrapper
                        
                                                    Use of Combined Approach of Support Vector Machine and Feature Selection for Financial Distress Prediction of Listed Companies in Tehran Stock Exchange Market [Volume 19, Issue 1, 2017, Pages 139-156]
                                            
 
         
     
    
    
 
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