Financial Research Journal

Financial Research Journal

Keyword Index
A
  • Arbitrage Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Auditing indicators The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
B
  • Backtest Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
  • Bank Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Bank risk indicators The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Behavioral Bias The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Behavior Biases Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
  • Business Cycle The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
C
  • Capital structure Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Centrality based Strategy An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • CEO Power Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Classification Algorithms Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Clustering Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Cognitive abilities Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Collaboration Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Complexity of bank operations The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Copula Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Corporate finance Corporate Policies under Transitory and Permanent Shocks of Cash Flows: An Empirical Study of Cash Management [Volume 23, Issue 3, 2021, Pages 351-376]
  • Corporate investment The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • CPPI Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
D
  • Disposition effect The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
E
  • Economic Uncertainty The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
  • Elliott Wave Theory Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Enhanced Index Tracker Portfolio Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
  • Expected return Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2021, Pages 593-624]
F
  • Favorable financial reporting The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • Financial market network An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • Financial markets Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Fintech Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Firm Size Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Fiscal Policy The Effect of Economic Policy Uncertainty on Corporate Investment: Evidence from Companies Listed on the Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 249-268]
G
  • Gold futures market Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Gold Spot market Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Granger Causality Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • Grounded theory Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
I
  • Implementation Obstacles Explaining the Obstacles to Implementing International Financial Reporting Standards; Grounded Theory Approach [Volume 23, Issue 1, 2021, Pages 108-133]
  • Income standard deviation index The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]
  • Index tracking Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Information ratio Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Innovation Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Institutional Ownership The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
  • Institutional Ownership Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
  • Intra-industry Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Intuitive Thinking Intuitive Thinking, Behavioral Biases and Performance of Professional Investors in Tehran Stock Exchange [Volume 23, Issue 1, 2021, Pages 17-39]
  • Investment Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2021, Pages 593-624]
  • Investor preference Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Investor’s Decision-making Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
L
  • Labor investment efficiency Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
  • Levy Process Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Liquidity risk Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • Loss aversion The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
M
  • Market efficiency Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Market efficiency Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Market efficiency Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Market Risk Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • Martingale difference sequence Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Mean-variance model Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Multi-factor asset pricing model Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [Volume 23, Issue 4, 2021, Pages 593-624]
  • Multi Grounded Developing a Behavioral Model of Individual Investors’ Decision-making in the Iranian Capital Market [Volume 23, Issue 4, 2021, Pages 625-652]
  • Multi-stage Stochastic Programming Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [Volume 23, Issue 1, 2021, Pages 64-86]
  • Mutual information Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
O
  • Omega measure Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Ornstein-Uhlenbeck model Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Overinvestment Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
P
  • Portfolio insurance Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Portfolio optimization Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2021, Pages 564-592]
  • Portfolio Selection Investigating the Efficiency of the 1/N Model in Portfolio Selection [Volume 23, Issue 1, 2021, Pages 1-16]
  • Portfolio Selection An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection [Volume 23, Issue 2, 2021, Pages 158-171]
  • Portfolio Selection Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Predict Trend Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Principal component analysis Investigating the Relationship between CEO Power and Capital Structure: Emphasizing the Role of Firms Size [Volume 23, Issue 1, 2021, Pages 40-63]
  • Profit declaration The Modeling of the Role of Institutional Ownership in the Amount of Anchoring Bias Explanation about the Excess Return Resulting from the Earning Announcements [Volume 23, Issue 3, 2021, Pages 482-496]
R
  • Random Walk Comparison of Efficiency in Cash and Future Market of Gold Coin [Volume 23, Issue 2, 2021, Pages 196-221]
  • Regime Switching model Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Risk Spillover Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
  • Robust optimization Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach [Volume 23, Issue 4, 2021, Pages 497-522]
S
  • Scenario analysis Future Scenarios of Iranian Banks in the Face of Fintech [Volume 23, Issue 2, 2021, Pages 294-328]
  • Sensitive Analysis Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
  • Stochastics dominance Application of Stochastics Dominance via Quantile Regression in Analysis of Arbitrage Opportunities Market Efficiency and Investors Preferences [Volume 23, Issue 2, 2021, Pages 172-195]
  • Stochastic Volatility Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [Volume 23, Issue 3, 2021, Pages 404-418]
  • Stock market cycle The Impact of Stock Market and Business Cycles on the Behavior of Factors Affecting Favorable Financial Reporting using Audit report based Approach [Volume 23, Issue 2, 2021, Pages 329-350]
  • Systemic Risk Investigating the Financial Risk Spillover in Banks Accepted in Tehran Stock Exchange Market through MGARCH Approach [Volume 23, Issue 1, 2021, Pages 87-107]
T
  • Tax motivated trading The Disposition Effect in Mutual Funds: Evidence from Iran [Volume 23, Issue 2, 2021, Pages 222-248]
  • Technical Analysis Predicting Stock Market Trends of Iran Using Elliott Wave Oscillation and Relative Strength Index [Volume 23, Issue 1, 2021, Pages 134-157]
  • Tracking error Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
  • Tracking error Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [Volume 23, Issue 4, 2021, Pages 564-592]
  • Trading strategy Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
  • Two-tail mixed conditional value at risk Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange [Volume 23, Issue 4, 2021, Pages 545-563]
U
  • Underinvestment Investigating the Effect of Institutional Ownership and Ownership Concentration on Labor Investment Efficiency [Volume 23, Issue 4, 2021, Pages 653-665]
V
  • Value-at-risk Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [Volume 23, Issue 1, 2021, Pages 64-86]
  • Value-at-Risk (VaR) Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk [Volume 23, Issue 4, 2021, Pages 523-544]
  • VAR (Vector Autoregressive) Spillover between Tehran Stock Exchange and International Oil Market [Volume 23, Issue 3, 2021, Pages 466-481]
  • VBPI Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange [Volume 23, Issue 2, 2021, Pages 269-293]
  • Vector autoregression Lead-lag Effects between Stocks Intra-industry: Evaluating Market Efficiency and Providing Trading Strategy [Volume 23, Issue 3, 2021, Pages 419-439]
Z
  • Z-score index The Role of Operations Complexity in the Effect of Auditing Quality on Banks' Risk [Volume 23, Issue 3, 2021, Pages 440-465]